×
Author ID: lin.x-sheldon Recent zbMATH articles by "Lin, X. Sheldon"
Published as: Lin, X. Sheldon
all top 5

Co-Authors

3 single-authored
7 Badescu, Andrei L.
6 Willmot, Gordon E.
5 Chi, Yichun
5 Fung, Tsz Chai
4 Huang, Rongtan
4 Tan, Ken Seng
3 Gui, Wenyong
3 Yang, Hailiang
2 Gan, Guojun
2 Liu, Xiaoming
2 Tang, Dameng
2 Yang, Shuai
2 Yin, Cuihong
1 Andersen, Jørgen Ellegaard
1 Bar-Natan, Dror
1 Baseilhac, Stéphane
1 Benedetti, Riccardo
1 Boileau, Michel Charles
1 Cai, Jun
1 Carter, J. Scott
1 Chen, Tianle
1 Deloup, Florian L.
1 Drekic, Steve
1 Dunfield, Nathan M.
1 Feng, Runhuan
1 Fenn, Roger A.
1 Ferrand, Emmanuel
1 Gaillardetz, Patrice
1 Garoufalidis, Stavros
1 Gerber, Hans U.
1 Goussarov, Mikhail
1 Guadagnini, Enore
1 Habiro, H.
1 Hansen, Søren Kold
1 Harikae, Toshio
1 Jaimungal, Sebastian
1 Jones, Vaughan Frederick Randal
1 Kashaev, Rinat M.
1 Kawahigashi, Yasuyuki
1 Kerler, Thomas
1 Kidwell, Mark Elliot
1 Kohno, Toshitake
1 Kricker, Andrew
1 Laeven, Roger J. A.
1 Le, Thang Tu Quoc
1 Lee, Simon C. K.
1 Lescop, Christine
1 Lin, Jianhua
1 Masbaum, Gregor
1 Massuyeau, Gwénaël
1 Morton, Hugh R.
1 Murakami, Hitoshi
1 Murakami, Jun
1 Nakanishi, Yasutaka
1 Ohtsuki, Tomotada
1 Ohyama, Yoshiyuki
1 Okamoto, Miyuki
1 Okuda, Nobuki
1 Pavlova, Kristina P.
1 Pilo, Luigi
1 Polyak, Michael
1 Przytycki, Józef Henryk
1 Rourke, Colin P.
1 Rozansky, Lev
1 Sanderson, Brian J.
1 Sato, Nobuya
1 Sendova, Kristina P.
1 Stanford, Theodore B.
1 Stoimenow, Alexander
1 Takata, Toshie
1 Thurston, Dylan Paul
1 Turaev, Vladimir Georgievich
1 Viro, Oleg Ya.
1 Wang, Tao
1 Willerton, Simon
1 Wu, Panpan
1 Yokota, Yoshiyuki
1 Yuan, Haili

Publications by Year

Citations contained in zbMATH Open

41 Publications have been cited 872 times in 613 Documents Cited by Year
The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. Zbl 1103.91369
Lin, X. Sheldon; Willmot, Gordon E.; Drekic, Steve
124
2003
The moments of the time of ruin, the surplus before ruin, and the deficit at ruin. Zbl 0971.91031
Lin, X. Sheldon; Willmot, Gordon E.
93
2000
Analysis of a defective renewal equation arising in ruin theory. Zbl 1028.91556
Lin, X. Sheldon; Willmot, Gordon E.
92
1999
The compound Poisson risk model with a threshold dividend strategy. Zbl 1157.91383
Lin, X. Sheldon; Pavlova, Kristina P.
90
2006
Lundberg approximations for compound distributions with insurance applications. Zbl 0962.62099
Willmot, Gordon E.; Lin, X. Sheldon
58
2000
A note on the dividends-penalty identity and the optimal dividend barrier. Zbl 1162.91374
Gerber, Hans U.; Lin, X. Sheldon; Yang, Hailiang
56
2006
Valuation of equity-indexed annuities under stochastic interest rates. Zbl 1084.60530
Lin, X. Sheldon; Tan, Ken Seng
41
2003
The compound Poisson risk model with multiple thresholds. Zbl 1152.91592
Lin, X. Sheldon; Sendova, Kristina P.
38
2008
Modeling dependent risks with multivariate Erlang mixtures. Zbl 1277.62255
Lee, Simon C. K.; Lin, X. Sheldon
34
2012
Valuation of large variable annuity portfolios under nested simulation: a functional data approach. Zbl 1318.91112
Gan, Guojun; Lin, X. Sheldon
28
2015
Exact and approximate properties of the distribution of surplus before and after ruin. Zbl 0914.90074
Willmot, Gordon E.; Lin, X. Sheldon
24
1998
Lundberg inequalities for renewal equations. Zbl 1003.60081
Willmot, Gordon E.; Cai, Jun; Lin, X. Sheldon
23
2001
A marked Cox model for the number of IBNR claims: theory. Zbl 1369.91075
Badescu, Andrei L.; Lin, X. Sheldon; Tang, Dameng
22
2016
On the threshold dividend strategy for a generalized jump-diffusion risk model. Zbl 1218.91072
Chi, Yichun; Lin, X. Sheldon
18
2011
Markov aging process and phase-type law of mortality. Zbl 1480.91221
Lin, X. Sheldon; Liu, Xiaoming
18
2007
Pricing annuity guarantees under a regime-switching model. Zbl 1483.91201
Lin, X. Sheldon; Tan, Ken Seng; Yang, Hailiang
16
2009
Double barrier hitting time distributions with applications to exotic options. Zbl 0942.60066
Lin, X. Sheldon
14
1998
A marked Cox model for the number of IBNR claims: estimation and application. Zbl 1427.91218
Badescu, Andrei L.; Chen, Tianle; Lin, X. Sheldon; Tang, Dameng
13
2019
A class of mixture of experts models for general insurance: theoretical developments. Zbl 1427.91228
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon
13
2019
Efficient Greek calculation of variable annuity portfolios for dynamic hedging: a two-level metamodeling approach. Zbl 1414.91188
Gan, Guojun; Lin, X. Sheldon
13
2017
Optimal reinsurance with limited ceded risk: a stochastic dominance approach. Zbl 1290.91082
Chi, Yichun; Lin, X. Sheldon
13
2014
A class of mixture of experts models for general insurance: application to correlated claim frequencies. Zbl 1427.91227
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon
12
2019
Pricing perpetual American catastrophe put options: A penalty function approach. Zbl 1163.91412
Lin, X. Sheldon; Wang, Tao
11
2009
Fitting the Erlang mixture model to data via a GEM-CMM algorithm. Zbl 1503.62097
Gui, Wenyong; Huang, Rongtan; Lin, X. Sheldon
11
2018
“Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). Zbl 1084.60548
Lin, X. Sheldon
9
2003
Optimal reinsurance under the risk-adjusted value of an insurer’s liability and an economic reinsurance premium principle. Zbl 1414.91174
Chi, Yichun; Lin, X. Sheldon; Tan, Ken Seng
9
2017
Authors’ reply: “Pricing annuity guarantees under a regime-switching model”. Zbl 1483.91202
Lin, X. Sheldon; Tan, Ken Seng; Yang, Hailiang
9
2009
Efficient estimation of Erlang mixtures using iSCAD penalty with insurance application. Zbl 1390.62030
Yin, Cuihong; Lin, X. Sheldon
8
2016
A subordinated Markov model for stochastic mortality. Zbl 1273.91239
Liu, Xiaoming; Lin, X. Sheldon
7
2012
Are flexible premium variable annuities under-priced? Zbl 1277.91078
Chi, Yichun; Lin, X. Sheldon
7
2012
A new class of severity regression models with an application to IBNR prediction. Zbl 1475.91299
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon
6
2021
Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach. Zbl 1435.91158
Lin, X. Sheldon; Yang, Shuai
6
2020
Introductory stochastic analysis for finance and insurance. Zbl 1094.60047
Lin, X. Sheldon
4
2006
On the consistency of penalized MLEs for Erlang mixtures. Zbl 1414.62424
Yin, Cuihong; Lin, X. Sheldon; Huang, Rongtan; Yuan, Haili
4
2019
Move-based hedging of variable annuities: a semi-analytic approach. Zbl 1371.91179
Lin, X. Sheldon; Wu, Panpan; Wang, Xiao
3
2016
Valuation of equity-linked insurance and annuity products with binomial models. Zbl 1480.91204
Gaillardetz, Patrice; Lin, X. Sheldon
3
2006
Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets. Zbl 1454.91202
Lin, X. Sheldon; Yang, Shuai
3
2020
Fitting censored and truncated regression data using the mixture of experts models. Zbl 1507.91176
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon
3
2022
Multivariate Cox hidden Markov models with an application to operational risk. Zbl 1422.91346
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon
3
2019
An insurance risk model with stochastic volatility. Zbl 1231.91163
Chi, Yichun; Jaimungal, Sebastian; Lin, X. Sheldon
2
2010
Fitting multivariate Erlang mixtures to data: a roughness penalty approach. Zbl 1459.62199
Gui, Wenyong; Huang, Rongtan; Lin, X. Sheldon
1
2021
Fitting censored and truncated regression data using the mixture of experts models. Zbl 1507.91176
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon
3
2022
A new class of severity regression models with an application to IBNR prediction. Zbl 1475.91299
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon
6
2021
Fitting multivariate Erlang mixtures to data: a roughness penalty approach. Zbl 1459.62199
Gui, Wenyong; Huang, Rongtan; Lin, X. Sheldon
1
2021
Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach. Zbl 1435.91158
Lin, X. Sheldon; Yang, Shuai
6
2020
Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets. Zbl 1454.91202
Lin, X. Sheldon; Yang, Shuai
3
2020
A marked Cox model for the number of IBNR claims: estimation and application. Zbl 1427.91218
Badescu, Andrei L.; Chen, Tianle; Lin, X. Sheldon; Tang, Dameng
13
2019
A class of mixture of experts models for general insurance: theoretical developments. Zbl 1427.91228
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon
13
2019
A class of mixture of experts models for general insurance: application to correlated claim frequencies. Zbl 1427.91227
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon
12
2019
On the consistency of penalized MLEs for Erlang mixtures. Zbl 1414.62424
Yin, Cuihong; Lin, X. Sheldon; Huang, Rongtan; Yuan, Haili
4
2019
Multivariate Cox hidden Markov models with an application to operational risk. Zbl 1422.91346
Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon
3
2019
Fitting the Erlang mixture model to data via a GEM-CMM algorithm. Zbl 1503.62097
Gui, Wenyong; Huang, Rongtan; Lin, X. Sheldon
11
2018
Efficient Greek calculation of variable annuity portfolios for dynamic hedging: a two-level metamodeling approach. Zbl 1414.91188
Gan, Guojun; Lin, X. Sheldon
13
2017
Optimal reinsurance under the risk-adjusted value of an insurer’s liability and an economic reinsurance premium principle. Zbl 1414.91174
Chi, Yichun; Lin, X. Sheldon; Tan, Ken Seng
9
2017
A marked Cox model for the number of IBNR claims: theory. Zbl 1369.91075
Badescu, Andrei L.; Lin, X. Sheldon; Tang, Dameng
22
2016
Efficient estimation of Erlang mixtures using iSCAD penalty with insurance application. Zbl 1390.62030
Yin, Cuihong; Lin, X. Sheldon
8
2016
Move-based hedging of variable annuities: a semi-analytic approach. Zbl 1371.91179
Lin, X. Sheldon; Wu, Panpan; Wang, Xiao
3
2016
Valuation of large variable annuity portfolios under nested simulation: a functional data approach. Zbl 1318.91112
Gan, Guojun; Lin, X. Sheldon
28
2015
Optimal reinsurance with limited ceded risk: a stochastic dominance approach. Zbl 1290.91082
Chi, Yichun; Lin, X. Sheldon
13
2014
Modeling dependent risks with multivariate Erlang mixtures. Zbl 1277.62255
Lee, Simon C. K.; Lin, X. Sheldon
34
2012
A subordinated Markov model for stochastic mortality. Zbl 1273.91239
Liu, Xiaoming; Lin, X. Sheldon
7
2012
Are flexible premium variable annuities under-priced? Zbl 1277.91078
Chi, Yichun; Lin, X. Sheldon
7
2012
On the threshold dividend strategy for a generalized jump-diffusion risk model. Zbl 1218.91072
Chi, Yichun; Lin, X. Sheldon
18
2011
An insurance risk model with stochastic volatility. Zbl 1231.91163
Chi, Yichun; Jaimungal, Sebastian; Lin, X. Sheldon
2
2010
Pricing annuity guarantees under a regime-switching model. Zbl 1483.91201
Lin, X. Sheldon; Tan, Ken Seng; Yang, Hailiang
16
2009
Pricing perpetual American catastrophe put options: A penalty function approach. Zbl 1163.91412
Lin, X. Sheldon; Wang, Tao
11
2009
Authors’ reply: “Pricing annuity guarantees under a regime-switching model”. Zbl 1483.91202
Lin, X. Sheldon; Tan, Ken Seng; Yang, Hailiang
9
2009
The compound Poisson risk model with multiple thresholds. Zbl 1152.91592
Lin, X. Sheldon; Sendova, Kristina P.
38
2008
Markov aging process and phase-type law of mortality. Zbl 1480.91221
Lin, X. Sheldon; Liu, Xiaoming
18
2007
The compound Poisson risk model with a threshold dividend strategy. Zbl 1157.91383
Lin, X. Sheldon; Pavlova, Kristina P.
90
2006
A note on the dividends-penalty identity and the optimal dividend barrier. Zbl 1162.91374
Gerber, Hans U.; Lin, X. Sheldon; Yang, Hailiang
56
2006
Introductory stochastic analysis for finance and insurance. Zbl 1094.60047
Lin, X. Sheldon
4
2006
Valuation of equity-linked insurance and annuity products with binomial models. Zbl 1480.91204
Gaillardetz, Patrice; Lin, X. Sheldon
3
2006
The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. Zbl 1103.91369
Lin, X. Sheldon; Willmot, Gordon E.; Drekic, Steve
124
2003
Valuation of equity-indexed annuities under stochastic interest rates. Zbl 1084.60530
Lin, X. Sheldon; Tan, Ken Seng
41
2003
“Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process” by Y. Cheng and Q. Tang (discussion). Zbl 1084.60548
Lin, X. Sheldon
9
2003
Lundberg inequalities for renewal equations. Zbl 1003.60081
Willmot, Gordon E.; Cai, Jun; Lin, X. Sheldon
23
2001
The moments of the time of ruin, the surplus before ruin, and the deficit at ruin. Zbl 0971.91031
Lin, X. Sheldon; Willmot, Gordon E.
93
2000
Lundberg approximations for compound distributions with insurance applications. Zbl 0962.62099
Willmot, Gordon E.; Lin, X. Sheldon
58
2000
Analysis of a defective renewal equation arising in ruin theory. Zbl 1028.91556
Lin, X. Sheldon; Willmot, Gordon E.
92
1999
Exact and approximate properties of the distribution of surplus before and after ruin. Zbl 0914.90074
Willmot, Gordon E.; Lin, X. Sheldon
24
1998
Double barrier hitting time distributions with applications to exotic options. Zbl 0942.60066
Lin, X. Sheldon
14
1998
all top 5

Cited by 694 Authors

35 Willmot, Gordon E.
29 Zhang, Zhimin
25 Lin, X. Sheldon
24 Li, Shuanming
21 Landriault, David
17 Cheung, Eric C. K.
17 Yang, Hailiang
16 Albrecher, Hansjörg
16 Dickson, David C. M.
14 Gerber, Hans U.
14 Politis, Konstadinos G.
13 Feng, Runhuan
13 Woo, Jae-Kyung
12 Badescu, Andrei L.
12 Chi, Yichun
12 Yang, Hu
12 Yin, Chuancun
11 Drekic, Steve
11 Gan, Guojun
10 Sendova, Kristina P.
10 Shiu, Elias S. W.
9 Chadjiconstantinidis, Stathis
8 Cai, Jun
8 Fung, Tsz Chai
8 Hu, Yijun
8 Lu, Yi
8 Psarrakos, Georgios
8 Tsai, Cary Chi-Liang
8 Valdez, Emiliano A.
8 Wu, Rong
7 Jiang, Wuyuan
6 Bladt, Martin
6 Cossette, Hélène
6 Marceau, Étienne
6 Palmowski, Zbigniew
6 Schmidli, Hanspeter
6 Siu, Tak Kuen
6 Xie, Jiehua
6 Yuan, Haili
6 Zou, Wei
5 Liu, Zaiming
5 Mamon, Rogemar S.
5 Tzougas, George
5 Wang, Rongming
5 Wüthrich, Mario Valentin
5 Yuen, Kam Chuen
5 Zhou, Ming
4 Avanzi, Benjamin
4 Avram, Florin
4 Frostig, Esther
4 Gaillardetz, Patrice
4 He, Jingmin
4 Lee, Wing Yan
4 Molent, Andrea
4 Papaioannou, Apostolos D.
4 Pitts, Susan M.
4 Shimizu, Yasutaka
4 Stanford, David A.
4 Tan, Ken Seng
4 Wang, Wenyuan
4 Xie, Jiayi
4 Yang, Zhaojun
4 Yu, Wenguang
4 Zanette, Antonino
3 Antonio, Katrien
3 Boonen, Tim J.
3 Cui, Zhenyu
3 Dassios, Angelos
3 Deng, Yingchun
3 Gao, Jianwei
3 Goudenège, Ludovic
3 Guo, Junyi
3 Hieber, Peter
3 Huang, Huaxiong
3 Huang, Rongtan
3 Huang, Yujuan
3 Kim, Bara
3 Kim, Hwasung
3 Li, Jingchao
3 Li, Peng
3 Li, Yuying
3 Liu, Donghai
3 Losidis, Sotirios
3 Moutanabbir, Khouzeima
3 Pavlova, Kristina P.
3 Qian, Linyi
3 Ragulina, Olena
3 Ratovomirija, Gildas
3 Ren, Jiandong
3 Sangüesa, Carmen
3 Sherris, Michael
3 Tang, Qihe
3 Verbelen, Roel
3 Wang, Guojing
3 Wang, Wei
3 Wang, Wei
3 Wen, Yuzhen
3 Wong, Bernard
3 Wu, Xueyuan
3 Yang, Xiangqun
...and 594 more Authors
all top 5

Cited in 97 Serials

181 Insurance Mathematics & Economics
58 North American Actuarial Journal
48 Scandinavian Actuarial Journal
27 Journal of Computational and Applied Mathematics
27 ASTIN Bulletin
23 Methodology and Computing in Applied Probability
22 Statistics & Probability Letters
14 Applied Mathematics and Computation
12 Communications in Statistics. Theory and Methods
12 European Actuarial Journal
10 Acta Mathematicae Applicatae Sinica. English Series
9 Journal of Applied Probability
7 Advances in Applied Probability
7 Probability in the Engineering and Informational Sciences
7 Stochastic Models
7 Journal of Industrial and Management Optimization
5 European Journal of Operational Research
5 Applied Mathematics. Series B (English Edition)
5 Abstract and Applied Analysis
5 Modern Stochastics. Theory and Applications
4 Frontiers of Mathematics in China
4 Dependence Modeling
3 Lithuanian Mathematical Journal
3 Queueing Systems
3 Annals of Operations Research
3 Lifetime Data Analysis
3 Mathematical Methods of Operations Research
3 Discrete Dynamics in Nature and Society
3 Applied Stochastic Models in Business and Industry
3 Quantitative Finance
3 Decisions in Economics and Finance
3 Computational Management Science
3 Journal of the Korean Statistical Society
2 Journal of Mathematical Psychology
2 Mathematics and Computers in Simulation
2 Bulletin of the Iranian Mathematical Society
2 Chinese Journal of Applied Probability and Statistics
2 Journal of Economic Dynamics & Control
2 The Annals of Applied Probability
2 Communications in Statistics. Simulation and Computation
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 International Journal of Theoretical and Applied Finance
2 Journal of Systems Science and Complexity
2 Advances in Difference Equations
2 Advances in Data Analysis and Classification. ADAC
2 Journal of Probability and Statistics
1 Indian Journal of Pure & Applied Mathematics
1 Journal of Mathematical Biology
1 Metrika
1 Periodica Mathematica Hungarica
1 Bulletin of Mathematical Biology
1 Chaos, Solitons and Fractals
1 Applied Mathematics and Optimization
1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
1 Journal of Multivariate Analysis
1 Theoretical Population Biology
1 Applied Mathematics and Mechanics. (English Edition)
1 Chinese Annals of Mathematics. Series B
1 Stochastic Analysis and Applications
1 Parallel Computing
1 Statistics
1 Statistical Science
1 Mathematical and Computer Modelling
1 Computational Statistics
1 Computational Statistics and Data Analysis
1 Indagationes Mathematicae. New Series
1 Tatra Mountains Mathematical Publications
1 SIAM Journal on Scientific Computing
1 Theory of Probability and Mathematical Statistics
1 Filomat
1 Top
1 Mathematical Problems in Engineering
1 Finance and Stochastics
1 Studies in Nonlinear Dynamics and Econometrics
1 Wuhan University Journal of Natural Sciences (WUJNS)
1 Extremes
1 Acta Mathematica Sinica. English Series
1 Lobachevskii Journal of Mathematics
1 Journal of Applied Mathematics
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Stochastics and Dynamics
1 Journal of Applied Mathematics and Computing
1 Hacettepe Journal of Mathematics and Statistics
1 Stochastics
1 Thailand Statistician
1 Journal of Statistical Theory and Practice
1 Electronic Journal of Statistics
1 Mathematical Modelling of Natural Phenomena
1 SIAM Journal on Financial Mathematics
1 Symmetry
1 Sankhyā. Series A
1 Mathematical Control and Related Fields
1 Arabian Journal of Mathematics
1 Bayesian Analysis
1 Cogent Mathematics
1 Algebraic Combinatorics
1 Statistical Theory and Related Fields

Citations by Year