Search Results - "X Sheldon Lin" :: K.UTB vyhledávací portál

A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES

by Chai Fung, Tsz, Badescu, Andrei L., Sheldon Lin, X.
Published in ASTIN Bulletin : The Journal of the IAA (01.09.2019)

Get full text

Journal Article

Loading…

Improving risk classification and ratemaking using mixture‐of‐experts models with random effects

by Tseung, Spark C., Chan, Ian Weng, Fung, Tsz Chai, Badescu, Andrei L., Lin, X. Sheldon
Published in The Journal of risk and insurance (01.09.2023)

Get full text

Journal Article

Loading…

The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function

by Sheldon Lin, X., E. Willmot, Gordon, Drekic, Steve
Published in Insurance, mathematics & economics (19.12.2003)

Get full text

Journal Article

Loading…

The compound Poisson risk model with a threshold dividend strategy

by Lin, X.Sheldon, Pavlova, Kristina P.
Published in Insurance, mathematics & economics (24.02.2006)

Get full text

Journal Article

Loading…

Modeling correlated frequencies with application in operational risk management

by Badescu, Andrei L., Gong, Lan, Sheldon Lin, X., Tang, Dameng
Published in Journal of operational risk (01.03.2015)

Get full text

Journal Article

Loading…

Pricing perpetual American catastrophe put options: A penalty function approach

by Lin, X. Sheldon, Wang, Tao
Published in Insurance, mathematics & economics (01.04.2009)

Get full text

Journal Article

Loading…

Fast and efficient nested simulation for large variable annuity portfolios: A surrogate modeling approach

by Lin, X. Sheldon, Yang, Shuai
Published in Insurance, mathematics & economics (01.03.2020)

Get full text

Journal Article

Loading…

Valuation of large variable annuity portfolios under nested simulation: A functional data approach

by Gan, Guojun, Lin, X. Sheldon
Published in Insurance, mathematics & economics (01.05.2015)

Get full text

Journal Article

Loading…

Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach

by Gan, Guojun, Lin, X. Sheldon
Published in North American actuarial journal (03.04.2017)

Get full text

Journal Article

Loading…

A class of mixture of experts models for general insurance: Theoretical developments

by Fung, Tsz Chai, Badescu, Andrei L., Lin, X. Sheldon
Published in Insurance, mathematics & economics (01.11.2019)

Get full text

Journal Article

Loading…

Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models

by Fung, Tsz Chai, Badescu, Andrei L., Lin, X. Sheldon
Published in North American actuarial journal (15.11.2022)

Get full text

Journal Article

Loading…

EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS

by Lin, X. Sheldon, Yang, Shuai
Published in ASTIN Bulletin : The Journal of the IAA (01.09.2020)

Get full text

Journal Article

Loading…

Effective experience rating for large insurance portfolios via surrogate modeling

by Calcetero Vanegas, Sebastián, Badescu, Andrei L., Lin, X. Sheldon
Published in Insurance, mathematics & economics (01.09.2024)

Get full text

Journal Article

Loading…

A marked Cox model for the number of IBNR claims: Theory

by Badescu, Andrei L., Lin, X. Sheldon, Tang, Dameng
Published in Insurance, mathematics & economics (01.07.2016)

Get full text

Journal Article

Loading…

A New Class of Severity Regression Models with an Application to IBNR Prediction

by Fung, Tsz Chai, Badescu, Andrei L., Lin, X. Sheldon
Published in North American actuarial journal (01.01.2021)

Get full text

Journal Article

Loading…

Editorial to the virtual special issue on emerging risks and insurance technology

by Feng, Runhuan, Laeven, Roger J.A., Lin, X. Sheldon
Published in Insurance, mathematics & economics (01.11.2022)

Get full text

Journal Article

Loading…

Applications of Population Sampling to Insurance Ratemaking and Reserving

by Calcetero Vanegas, Sebastián, Lin, X. Sheldon
Published in Japanese journal of statistics and data science (01.11.2024)

Get full text

Journal Article

Loading…

Valuation of Equity-Indexed Annuities Under Stochastic Interest Rates

by Sheldon Lin, X., Tan, Ken Seng
Published in North American actuarial journal (01.10.2003)

Get full text

Journal Article

Loading…

A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION

by Badescu, Andrei L., Chen, Tianle, Lin, X. Sheldon, Tang, Dameng
Published in ASTIN Bulletin : The Journal of the IAA (01.09.2019)

Get full text

Journal Article

Loading…

EFFICIENT ESTIMATION OF ERLANG MIXTURES USING iSCAD PENALTY WITH INSURANCE APPLICATION

by Yin, Cuihong, Lin, X. Sheldon
Published in ASTIN Bulletin : The Journal of the IAA (01.09.2016)

Get full text

Journal Article

Refine Results

Format

Subject Area

Topic

Language

Year of Publication

Database