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
Chi, Yichun; Lin, X. Sheldon; Tan, Ken Seng Optimal reinsurance under the risk-adjusted value of an insurer’s liability and an economic reinsurance premium principle. (English) Zbl 1414.91174 N. Am. Actuar. J. 21, No. 3, 417-432 (2017). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Chi} et al., N. Am. Actuar. J. 21, No. 3, 417--432 (2017; Zbl 1414.91174) 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
Lin, X. Sheldon; Tan, Ken Seng; Yang, Hailiang Authors’ reply: “Pricing annuity guarantees under a regime-switching model”. (English) Zbl 1483.91202 N. Am. Actuar. J. 13, No. 3, 337-338 (2009). MSC: 91G05 PDF BibTeX XML Cite \textit{X. S. Lin} et al., N. Am. Actuar. J. 13, No. 3, 337--338 (2009; Zbl 1483.91202) 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; 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
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