1. A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION. Issue 3 (28th May 2019) Authors: Badescu, Andrei L.; Chen, Tianle; Lin, X. Sheldon; Tang, Dameng Journal: ASTIN bulletin Issue: Volume 49:Issue 3(2019) Page Start: 709 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A New Class of Severity Regression Models with an Application to IBNR Prediction. Issue 2 (3rd April 2021) Authors: Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon Journal: North American actuarial journal Issue: Volume 25:Issue 2(2021) Page Start: 206 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS. Issue 3 (11th September 2020) Authors: Lin, X. Sheldon; Yang, Shuai Journal: ASTIN bulletin Issue: Volume 50:Issue 3(2020) Page Start: 913 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. EFFICIENT ESTIMATION OF ERLANG MIXTURES USING iSCAD PENALTY WITH INSURANCE APPLICATION. Issue 3 (13th May 2016) Authors: Yin, Cuihong; Lin, X. Sheldon Journal: ASTIN bulletin Issue: Volume 46:Issue 3(2016) Page Start: 779 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach. Issue 2 (3rd April 2017) Authors: Gan, Guojun; Lin, X. Sheldon Journal: North American actuarial journal Issue: Volume 21:Issue 2(2017) Page Start: 161 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Fitting Censored and Truncated Regression Data Using the Mixture of Experts Models. Issue 4 (15th November 2022) Authors: Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon Journal: North American actuarial journal Issue: Volume 26:Issue 4(2022) Page Start: 496 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Multivariate Cox Hidden Markov models with an application to operational risk. Issue 8 (14th September 2019) Authors: Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon Journal: Scandinavian actuarial journal Issue: Volume 2019:Issue 8(2019) Page Start: 686 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer's Liability and an Economic Reinsurance Premium Principle. Issue 3 (3rd July 2017) Authors: Chi, Yichun; Lin, X. Sheldon; Tan, Ken Seng Journal: North American actuarial journal Issue: Volume 21:Issue 3(2017) Page Start: 417 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH. Issue 1 (19th November 2013) Authors: Chi, Yichun; Lin, X. Sheldon Journal: ASTIN bulletin Issue: Volume 44:Issue 1(2014) Page Start: 103 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH. Issue 1 (19th November 2013) Authors: Chi, Yichun; Lin, X. Sheldon Journal: ASTIN bulletin Issue: Volume 44:Issue 1(2014) Page Start: 103 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗