百晓学者学者目录

张鹏成

副教授、博士生导师、教授、硕士生导师，山东财经大学

精选作品

期刊论文

2026

High-dimensional claim severity modeling with misrepresentation adjustment via deep learning

Pengcheng Zhang, Jianwei Gang, Shilong Li, Xiaoyan Wang

Astin Bulletin

DOI

2026

Stochastic asset allocation and reinsurance strategies for an ambiguity-averse insurer under a generalized contagion risk framework

Pengcheng Zhang, Guo Liu, Jiannan Zhang

Scandinavian Actuarial Journal

DOI

2024

A comparative analysis of several multivariate zero-inflated and zero-modified models with applications in insurance

Pengcheng Zhang, David Pitt, Xueyuan Wu

Communication in Statistics- Theory and Methods

DOI

2023

Multivariate Poisson model adjusting for unidirectional covariate misrepresentation

Pengcheng Zhang, Xueyuan Wu

Statistics & Probability Letters

DOI

2022

A new multivariate zero-inflated hurdle model with applications in automobile insurance

Pengcheng Zhang, David Pitt, Xueyuan Wu

Astin Bulletin-The Journal Of The International Actuarial Association，Vol. 520, No. 20

DOI

2020

On the Type I multivariate zero-truncated hurdle model with applications in health insurance

Pengcheng Zhang, Enrique Calderin, Shuanming Li, Xueyuan Wu

Insurance Mathematics & Economics，Vol. 90

DOI

研究方向

保险精算应用统计机器学习

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