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Lundberg Bounds on the Tails of Compound Distributions
Bounds on the Tails of Compound Distributions This is the abstract of an article about the classical ... classical Lundberg inequality of insurance risk theory. From ACTUARIAL RESEARCH CLEARING HOUSE 1994 VOL ...- Authors: Gordon E Willmot, Xiaodong Sheldon Lin
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Laplace Transform and Barrier Hitting Time Distributions
annuities [EIA's] are the fastest growing annuity products. An appealing feature of an EIA to its holder ... that it contains path-dependent options which allow the policyholder to participate in favorable investment ...- Authors: Xiaodong Sheldon Lin
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Modeling Multivariate Risk - To Copula, or Not To Copula: That is the Question
Copula: That is the Question This presentation discussed the Copula Methodology, which is the most popular ... finance and insurance. The definition, advantages, limitations, and uses of the Copula Methodology were ...- Authors: Xiaodong Sheldon Lin
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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A Solution of Defective Renewal Equations with Applications to Ruin Theory
A Solution of Defective Renewal Equations with Applications to Ruin Theory This paper presents an approach ... terms of a related compound geometric distribution. The advantage of this approach is discussed. The authors ...- Authors: Gordon E Willmot, Xiaodong Sheldon Lin
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods