Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon A new class of severity regression models with an application to IBNR prediction. (English) Zbl 1475.91299 N. Am. Actuar. J. 25, No. 2, 206-231 (2021). Reviewer: George Stoica (Saint John) MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{T. C. Fung} et al., N. Am. Actuar. J. 25, No. 2, 206--231 (2021; Zbl 1475.91299) Full Text: DOI OpenURL
Lin, X. Sheldon; Yang, Shuai Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets. (English) Zbl 1454.91202 ASTIN Bull. 50, No. 3, 913-957 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{S. Yang}, ASTIN Bull. 50, No. 3, 913--957 (2020; Zbl 1454.91202) Full Text: DOI OpenURL
Lin, X. Sheldon; Yang, Shuai Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach. (English) Zbl 1435.91158 Insur. Math. Econ. 91, 85-103 (2020). MSC: 91G05 62P05 62J02 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{S. Yang}, Insur. Math. Econ. 91, 85--103 (2020; Zbl 1435.91158) Full Text: DOI OpenURL
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon A class of mixture of experts models for general insurance: theoretical developments. (English) Zbl 1427.91228 Insur. Math. Econ. 89, 111-127 (2019). MSC: 91G05 62P05 62H05 PDF BibTeX XML Cite \textit{T. C. Fung} et al., Insur. Math. Econ. 89, 111--127 (2019; Zbl 1427.91228) Full Text: DOI OpenURL
Gui, Wenyong; Huang, Rongtan; Lin, X. Sheldon Fitting the Erlang mixture model to data via a GEM-CMM algorithm. (English) Zbl 06892263 J. Comput. Appl. Math. 343, 189-205 (2018). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{W. Gui} et al., J. Comput. Appl. Math. 343, 189--205 (2018; Zbl 06892263) Full Text: DOI OpenURL
Gan, Guojun; Lin, X. Sheldon Efficient Greek calculation of variable annuity portfolios for dynamic hedging: a two-level metamodeling approach. (English) Zbl 1414.91188 N. Am. Actuar. J. 21, No. 2, 161-177 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{G. Gan} and \textit{X. S. Lin}, N. Am. Actuar. J. 21, No. 2, 161--177 (2017; Zbl 1414.91188) Full Text: DOI OpenURL
Yin, Cuihong; Lin, X. Sheldon Efficient estimation of Erlang mixtures using iSCAD penalty with insurance application. (English) Zbl 1390.62030 ASTIN Bull. 46, No. 3, 779-799 (2016). MSC: 62F12 62P05 91B30 PDF BibTeX XML Cite \textit{C. Yin} and \textit{X. S. Lin}, ASTIN Bull. 46, No. 3, 779--799 (2016; Zbl 1390.62030) Full Text: DOI OpenURL
Badescu, Andrei L.; Lin, X. Sheldon; Tang, Dameng A marked Cox model for the number of IBNR claims: theory. (English) Zbl 1369.91075 Insur. Math. Econ. 69, 29-37 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{A. L. Badescu} et al., Insur. Math. Econ. 69, 29--37 (2016; Zbl 1369.91075) Full Text: DOI OpenURL
Gan, Guojun; Lin, X. Sheldon Valuation of large variable annuity portfolios under nested simulation: a functional data approach. (English) Zbl 1318.91112 Insur. Math. Econ. 62, 138-150 (2015). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{G. Gan} and \textit{X. S. Lin}, Insur. Math. Econ. 62, 138--150 (2015; Zbl 1318.91112) Full Text: DOI OpenURL
Liu, Xiaoming; Lin, X. Sheldon A subordinated Markov model for stochastic mortality. (English) Zbl 1273.91239 Eur. Actuar. J. 2, No. 1, 105-127 (2012). MSC: 91B30 91B70 91G20 PDF BibTeX XML Cite \textit{X. Liu} and \textit{X. S. Lin}, Eur. Actuar. J. 2, No. 1, 105--127 (2012; Zbl 1273.91239) Full Text: DOI OpenURL
Chi, Yichun; Lin, X. Sheldon On the threshold dividend strategy for a generalized jump-diffusion risk model. (English) Zbl 1218.91072 Insur. Math. Econ. 48, No. 3, 326-337 (2011). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{Y. Chi} and \textit{X. S. Lin}, Insur. Math. Econ. 48, No. 3, 326--337 (2011; Zbl 1218.91072) Full Text: DOI OpenURL
Chi, Yichun; Jaimungal, Sebastian; Lin, X. Sheldon An insurance risk model with stochastic volatility. (English) Zbl 1231.91163 Insur. Math. Econ. 46, No. 1, 52-66 (2010). MSC: 91B30 91B70 45J05 60H30 PDF BibTeX XML Cite \textit{Y. Chi} et al., Insur. Math. Econ. 46, No. 1, 52--66 (2010; Zbl 1231.91163) Full Text: DOI OpenURL
Lin, X. Sheldon; Tan, Ken Seng; Yang, Hailiang Pricing annuity guarantees under a regime-switching model. (English) Zbl 1483.91201 N. Am. Actuar. J. 13, No. 3, 316-332 (2009). MSC: 91G05 PDF BibTeX XML Cite \textit{X. S. Lin} et al., N. Am. Actuar. J. 13, No. 3, 316--332 (2009; Zbl 1483.91201) Full Text: DOI OpenURL
Lin, X. Sheldon; Wang, Tao Pricing perpetual American catastrophe put options: A penalty function approach. (English) Zbl 1163.91412 Insur. Math. Econ. 44, No. 2, 287-295 (2009). MSC: 91B28 60H30 60J70 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{T. Wang}, Insur. Math. Econ. 44, No. 2, 287--295 (2009; Zbl 1163.91412) Full Text: DOI OpenURL
Lin, X. Sheldon; Sendova, Kristina P. The compound Poisson risk model with multiple thresholds. (English) Zbl 1152.91592 Insur. Math. Econ. 42, No. 2, 617-627 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{K. P. Sendova}, Insur. Math. Econ. 42, No. 2, 617--627 (2008; Zbl 1152.91592) Full Text: DOI OpenURL
Lin, X. Sheldon; Liu, Xiaoming Markov aging process and phase-type law of mortality. (English) Zbl 1480.91221 N. Am. Actuar. J. 11, No. 4, 92-109 (2007). MSC: 91G05 60J28 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{X. Liu}, N. Am. Actuar. J. 11, No. 4, 92--109 (2007; Zbl 1480.91221) Full Text: DOI OpenURL
Gaillardetz, Patrice; Lin, X. Sheldon Valuation of equity-linked insurance and annuity products with binomial models. (English) Zbl 1480.91204 N. Am. Actuar. J. 10, No. 4, 117-144 (2006). MSC: 91G05 60G44 PDF BibTeX XML Cite \textit{P. Gaillardetz} and \textit{X. S. Lin}, N. Am. Actuar. J. 10, No. 4, 117--144 (2006; Zbl 1480.91204) Full Text: DOI OpenURL
Gerber, Hans U.; Lin, X. Sheldon; Yang, Hailiang A note on the dividends-penalty identity and the optimal dividend barrier. (English) Zbl 1162.91374 Astin Bull. 36, No. 2, 489-503 (2006). MSC: 91B30 PDF BibTeX XML Cite \textit{H. U. Gerber} et al., ASTIN Bull. 36, No. 2, 489--503 (2006; Zbl 1162.91374) Full Text: DOI OpenURL
Lin, X. Sheldon; Pavlova, Kristina P. The compound Poisson risk model with a threshold dividend strategy. (English) Zbl 1157.91383 Insur. Math. Econ. 38, No. 1, 57-80 (2006). MSC: 91B30 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{K. P. Pavlova}, Insur. Math. Econ. 38, No. 1, 57--80 (2006; Zbl 1157.91383) Full Text: DOI OpenURL
Lin, X. Sheldon; Tan, Ken Seng Valuation of equity-indexed annuities under stochastic interest rates. (English) Zbl 1084.60530 N. Am. Actuar. J. 7, No. 4, 72-91 (2003). MSC: 60H30 60H10 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{K. S. Tan}, N. Am. Actuar. J. 7, No. 4, 72--91 (2003; Zbl 1084.60530) Full Text: DOI OpenURL
Lin, X. Sheldon “Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). (English) Zbl 1084.60548 N. Am. Actuar. J. 7, No. 3, 122-124 (2003). MSC: 60K05 60K10 PDF BibTeX XML Cite \textit{X. S. Lin}, N. Am. Actuar. J. 7, No. 3, 122--124 (2003; Zbl 1084.60548) Full Text: DOI OpenURL
Lin, X. Sheldon; Willmot, Gordon E.; Drekic, Steve The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (English) Zbl 1103.91369 Insur. Math. Econ. 33, No. 3, 551-566 (2003). MSC: 91B30 34K60 60G55 PDF BibTeX XML Cite \textit{X. S. Lin} et al., Insur. Math. Econ. 33, No. 3, 551--566 (2003; Zbl 1103.91369) Full Text: DOI OpenURL
Lin, X. Sheldon; Willmot, Gordon E. The moments of the time of ruin, the surplus before ruin, and the deficit at ruin. (English) Zbl 0971.91031 Insur. Math. Econ. 27, No. 1, 19-44 (2000). Reviewer: Elias Shiu (Iowa City) MSC: 91B30 62P05 60K05 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{G. E. Willmot}, Insur. Math. Econ. 27, No. 1, 19--44 (2000; Zbl 0971.91031) Full Text: DOI OpenURL
Lin, X. Sheldon; Willmot, Gordon E. Analysis of a defective renewal equation arising in ruin theory. (English) Zbl 1028.91556 Insur. Math. Econ. 25, No. 1, 63-84 (1999). MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{G. E. Willmot}, Insur. Math. Econ. 25, No. 1, 63--84 (1999; Zbl 1028.91556) Full Text: DOI OpenURL