X. Sheldon Lin
University of Toronto
H-index: 33
North America-Canada
Top articles of X. Sheldon Lin
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
IME's Editorial Board | Insurance: Mathematics and Economics | Rob Kaas Roger Laeven Sheldon Lin Qihe Tang Gordon Willmot | 2023/11/1 |
Improving risk classification and ratemaking using mixture‐of‐experts models with random effects | Journal of Risk and Insurance | Spark C Tseung Ian Weng Chan Tsz Chai Fung Andrei L Badescu X Sheldon Lin | 2023/9 |
Claim reserving via inverse probability weighting: A micro-level chain-ladder method | arXiv preprint arXiv:2307.10808 | Sebastian Calcetero-Vanegas Andrei L Badescu X Sheldon Lin | 2023/7/5 |
Data Mining of Telematics Data: Unveiling the Hidden Patterns in Driving Behaviour | arXiv preprint arXiv:2304.10591 | Ian Weng Chan Spark C Tseung Andrei L Badescu X Sheldon Lin | 2023/4/20 |
Effective a Posteriori Ratemaking with Large Insurance Portfolios via Surrogate Modeling | arXiv preprint arXiv:2211.06568 | Sebastian Calcetero-Vanegas Andrei L Badescu X Sheldon Lin | 2022/11/12 |
Editorial to the virtual special issue on emerging risks and insurance technology | Runhuan Feng Roger JA Laeven X Sheldon Lin | 2022/11/1 | |
A posteriori risk classification and ratemaking with random effects in the mixture-of-experts model | arXiv preprint arXiv:2209.15212 | Spark C Tseung Ian Weng Chan Tsz Chai Fung Andrei L Badescu X Sheldon Lin | 2022/9/30 |
A Credibility Index Approach for Effective a Posteriori Ratemaking with Large Insurance Portfolios | Sebastian Calcetero Vanegas Andrei Badescu X Sheldon Lin | 2022 | |
Fitting censored and truncated regression data using the mixture of experts models | North American Actuarial Journal | Tsz Chai Fung Andrei L Badescu X Sheldon Lin | 2022/11/15 |
A new class of severity regression models with an application to IBNR prediction | North American Actuarial Journal | Tsz Chai Fung Andrei L Badescu X Sheldon Lin | 2021/4/3 |
Fitting multivariate Erlang mixtures to data: A roughness penalty approach | Journal of Computational and Applied Mathematics | Wenyong Gui Rongtan Huang X Sheldon Lin | 2021/4/1 |
LRMoE. jl: a software package for insurance loss modelling using mixture of experts regression model | Annals of Actuarial Science | Spark C Tseung Andrei L Badescu Tsz Chai Fung X Sheldon Lin | 2021/7 |
LRMoE: an R package for flexible actuarial loss modelling using mixture of experts regression model | Available at SSRN 3740215 | Spark C Tseung Andrei Badescu Tsz Chai Fung X Sheldon Lin | 2020/11/30 |
Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets | ASTIN Bulletin: The Journal of the IAA | X Sheldon Lin Shuai Yang | 2020/9 |
Fast and efficient nested simulation for large variable annuity portfolios: A surrogate modeling approach | Insurance: Mathematics and Economics | X Sheldon Lin Shuai Yang | 2020/3/1 |
Co-Authors
