X. Sheldon Lin, MSc, MMath, PhD, ASA, ACIA
Professor of Actuarial Science
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
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Actuarial Science (Loss Modelling, Insurance Risk Management, Financial Insurance)
Data and R Codes in My Papers
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).
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