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

Professor
Department of Statistical Sciences
University of Toronto

Office

402 Stewart Building, 149 College Street

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: (647) 9708843 (mobile)
fax: (416) 978-5133

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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