X. Sheldon Lin, MSc, MMath, PhD, ASA, ACIA

Professor of Actuarial Science

Office
Department of Statistical Sciences
University of Toronto
Room 9111, 9th Floor
700 University Avenue
Ontario Power Building
Toronto, ON M5G 1X6
Fax (416) 978-5133
Email sheldon@utstat.utoronto.ca

Click here for my CV.

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Research Interests

Actuarial Science (Loss Modelling, Insurance Risk Management, Financial Insurance)

Data and R Codes in My Papers

Books:
Introductory Stochastic Analysis for Finance and Insurance, Wiley Series in Probability and Statistics. Review in JASA Review in JRSS
Errata as of January 3, 2007:
p.60, line 5: `108.01' instead of `108.11'
p.116, 2 lines after (4.22): `tau->0'

Lundberg Approximations for Compound Distributions With Insurance Applications, Lecture Notes in Statistics 156, Springer (with Gordon E. Willmot).
Order the books from amazon.com


Teaching


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