X. Sheldon Lin, M.Sc., M.Math., Ph.D., A.S.A.

Professor
Department of Statistical Sciences
University of Toronto

Office

6006 Sidney Smith

Email
sheldon@utstat.utoronto.ca

Paper Mail
Sheldon Lin
Department of Statistical Sciences
Room SS6018
100 St George Street
The University of Toronto
Toronto, Ontario M5S 3G3
Canada

Phone
voice: (416) 946-5969
fax: (416) 978-5133

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Research Interests

Mathematical Finance, Actuarial Science, and Applied Probability

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).
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Teaching


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