E-LIB Suche - Ergebnisse für: Lin, X. Sheldon

1

Effective experience rating for large insurance portfolios ..:

Calcetero Vanegas, Sebastián ; Badescu, Andrei L. ; Lin, X. Sheldon
Insurance: Mathematics and Economics. 118 (2024) - p. 25-43 , 2024

Link: https://doi.org/10.1016/..

2

Improving risk classification and ratemaking using mixture‐..:

Tseung, Spark C. ; Chan, Ian Weng ; Fung, Tsz Chai..
Journal of Risk and Insurance. 90 (2023) 3 - p. 789-820 , 2023

Link: https://doi.org/10.1111/..

3

Editorial to the virtual special issue on emerging risks an..:

Feng, Runhuan ; Laeven, Roger J.A. ; Lin, X. Sheldon
Insurance: Mathematics and Economics. 107 (2022) - p. 418-421 , 2022

Link: https://doi.org/10.1016/..

4

Fitting Censored and Truncated Regression Data Using the Mi..:

Fung, Tsz Chai ; Badescu, Andrei L. ; Lin, X. Sheldon
North American Actuarial Journal. 26 (2022) 4 - p. 496-520 , 2022

Link: https://doi.org/10.1080/..

5

Fitting multivariate Erlang mixtures to data: A roughness p..:

Gui, Wenyong ; Huang, Rongtan ; Lin, X. Sheldon
Journal of Computational and Applied Mathematics. 386 (2021) - p. 113216 , 2021

Link: https://doi.org/10.1016/..

6

LRMoE.jl: a software package for insurance loss modelling u..:

Tseung, Spark C. ; Badescu, Andrei L. ; Fung, Tsz Chai.
Annals of Actuarial Science. , 2021

Link: https://doi.org/10.1017/..

7

EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFO..:

Lin, X. Sheldon ; Yang, Shuai
ASTIN Bulletin. 50 (2020) 3 - p. 913-957 , 2020

Link: https://doi.org/10.1017/..

8

Fast and efficient nested simulation for large variable ann..:

Lin, X. Sheldon ; Yang, Shuai
Insurance: Mathematics and Economics. 91 (2020) - p. 85-103 , 2020

Link: https://doi.org/10.1016/..

9

A New Class of Severity Regression Models with an Applicati..:

Fung, Tsz Chai ; Badescu, Andrei L. ; Lin, X. Sheldon
North American Actuarial Journal. 25 (2020) 2 - p. 206-231 , 2020

Link: https://doi.org/10.1080/..

10

A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE:..:

Chai Fung, Tsz ; Badescu, Andrei L. ; Sheldon Lin, X.
ASTIN Bulletin. 49 (2019) 3 - p. 647-688 , 2019

Link: https://doi.org/10.1017/..

11

Multivariate Cox Hidden Markov models with an application t..:

Fung, Tsz Chai ; Badescu, Andrei L. ; Lin, X. Sheldon
Scandinavian Actuarial Journal. 2019 (2019) 8 - p. 686-710 , 2019

Link: https://doi.org/10.1080/..

12

A class of mixture of experts models for general insurance:..:

Fung, Tsz Chai ; Badescu, Andrei L. ; Lin, X. Sheldon
Insurance: Mathematics and Economics. 89 (2019) - p. 111-127 , 2019

Link: https://doi.org/10.1016/..

13

On the consistency of penalized MLEs for Erlang mixtures:

Yin, Cuihong ; Sheldon Lin, X. ; Huang, Rongtan.
Statistics & Probability Letters. 145 (2019) - p. 12-20 , 2019

Link: https://doi.org/10.1016/..

14

A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATIO..:

Badescu, Andrei L. ; Chen, Tianle ; Lin, X. Sheldon.
ASTIN Bulletin. 49 (2019) 3 - p. 709-739 , 2019

Link: https://doi.org/10.1017/..

15

Fitting the Erlang mixture model to data via a GEM-CMM algo..:

Gui, Wenyong ; Huang, Rongtan ; Lin, X. Sheldon
Journal of Computational and Applied Mathematics. 343 (2018) - p. 189-205 , 2018

Link: https://doi.org/10.1016/..