A CLASS OF MIXTURE OF EXPERTS MODELS FOR GENERAL INSURANCE: APPLICATION TO CORRELATED CLAIM FREQUENCIES von Chai Fung, Tsz, Badescu, Andrei L., Sheldon Lin, X.

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Improving risk classification and ratemaking using mixture‐of‐experts models with random effects von Tseung, Spark C., Chan, Ian Weng, Fung, Tsz Chai, Badescu, Andrei L., Lin, X. Sheldon

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Valuation of large variable annuity portfolios under nested simulation: A functional data approach von Gan, Guojun, Lin, X. Sheldon

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Fast and efficient nested simulation for large variable annuity portfolios: A surrogate modeling approach von Lin, X. Sheldon, Yang, Shuai

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The compound Poisson risk model with a threshold dividend strategy von Lin, X.Sheldon, Pavlova, Kristina P.

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The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function von Sheldon Lin, X., E. Willmot, Gordon, Drekic, Steve

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A class of mixture of experts models for general insurance: Theoretical developments von Fung, Tsz Chai, Badescu, Andrei L., Lin, X. Sheldon

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Pricing perpetual American catastrophe put options: A penalty function approach von Lin, X. Sheldon, Wang, Tao

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EFFICIENT DYNAMIC HEDGING FOR LARGE VARIABLE ANNUITY PORTFOLIOS WITH MULTIPLE UNDERLYING ASSETS von Lin, X. Sheldon, Yang, Shuai

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Effective experience rating for large insurance portfolios via surrogate modeling von Calcetero Vanegas, Sebastián, Badescu, Andrei L., Lin, X. Sheldon

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A marked Cox model for the number of IBNR claims: Theory von Badescu, Andrei L., Lin, X. Sheldon, Tang, Dameng

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Editorial to the virtual special issue on emerging risks and insurance technology von Feng, Runhuan, Laeven, Roger J.A., Lin, X. Sheldon

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Applications of Population Sampling to Insurance Ratemaking and Reserving von Calcetero Vanegas, Sebastián, Lin, X. Sheldon

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Introductory stochastic analysis for finance and insurance von Lin, X. Sheldon, Lin, X. Sheldon

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A MARKED COX MODEL FOR THE NUMBER OF IBNR CLAIMS: ESTIMATION AND APPLICATION von Badescu, Andrei L., Chen, Tianle, Lin, X. Sheldon, Tang, Dameng

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EFFICIENT ESTIMATION OF ERLANG MIXTURES USING iSCAD PENALTY WITH INSURANCE APPLICATION von Yin, Cuihong, Lin, X. Sheldon

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On the consistency of penalized MLEs for Erlang mixtures von Yin, Cuihong, Sheldon Lin, X., Huang, Rongtan, Yuan, Haili

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Move-based hedging of variable annuities: A semi-analytic approach von Lin, X. Sheldon, Wu, Panpan, Wang, Xiao

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The moments of the time of ruin, the surplus before ruin, and the deficit at ruin von Lin, X.Sheldon, Willmot, Gordon E.

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Multivariate Cox Hidden Markov models with an application to operational risk von Fung, Tsz Chai, Badescu, Andrei L., Lin, X. Sheldon

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