DIGIBIB
Documentation Center

Todas las obras relacionadas: Lin, X. Sheldon

Record image

A New Class of Severity Regression Models with an Application to IBNR Prediction
  • Chai Fung, Tsz
  • Articles and Chapters
  • A New Class of Severity Regression Models with an Application to IBNR Prediction
Record image

Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets
  • Lin, X. Sheldon
  • Articles and Chapters
  • Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets

Modeling and evaluating insurance losses via mixtures of Erlang distributions