Northern Illinois University

Division of Statistics

Peng Shi

Peng ShiAssistant Professor

DuSable Hall 361A  
phone: 753-6795
shi@math.niu.edu

Research Web Page

Dr. Shi is an assistant professor of statistics who works in longitudinal models, copula regression, and predictive modeling. Dr. Shi earned a Ph.D. from the University of Wisconsin in 2009 and received his bachelor's degree in finance and a master's degree in risk management from Beihang University in Beijing, China. While finishing his PhD degree in actuarial science at the School of Business at the University of Wisconsin-Madison, he was under the supervision of Professor Edward (Jed) Frees. He is an Associate of the Society of Actuaries.

Dr. Shi joined the faculty of the Division of Statistics at NIU in 2009. His research interests include predictive modeling, longitudinal data, copula models and dependencies, and stochastic loss reserving.


Spring 2012 Courses

  • STAT 481/581
    Probabilistic Foundations in Actuarial Science
    TTh 12:30 - 1:45 pm 
    DU 276
  • STAT 485/585
    Life Contingencies and Payment Models I
    TTh 6-7:15 pm
    DU 256

Research Areas

  • Longitudinal Models
  • Copula Regression
  • Predictive Modeling

Office Hours

  • TTH 10:00 am-noon DU 361A

Committees

  • Actuarial Club and Actuarial Program Development
  • Grade Review Panel