X. Lin
Demography · with Willmot · 2000–2015
A researcher in the Science corpus: 8 papers; trusts 28 researchers and is trusted by 17 researchers here, as inferred from the citation graph.
Subfields
- Demography — 35 citations into it; #564 of 4,236 by trust here, #781 by citations
- Finance — 28 citations into it; #6,121 of 10,518 by trust here, #5,728 by citations
- Management Science and Operations Research — 27 citations into it; #2,953 of 11,946 by trust here, #3,825 by citations
- Statistics and Probability — 19 citations into it; #4,262 of 12,932 by trust here, #4,650 by citations
- Economics and Econometrics — 17 citations into it; #13,337 of 23,481 by trust here, #12,781 by citations
- Artificial Intelligence — 7 citations into it
Whom X. Lin trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Mary R. Hardy
- Daniel Bauer
- Gordon E. Willmot
- M. Milevsky
- Hansjörg Albrecher *
- Thomas F. Coleman
- D. Dickson
- Francis A. Longstaff
- William Caballero
- Kristina P. Pavlova
Who trusts X. Lin overall
- Xiaowen Zhou
- Kristina P. Pavlova
- Hans U. Gerber
- Shuanming Li
- Hansjörg Albrecher *
- Andreas E. Kyprianou
- D. Dickson
- Heli Gao
- Jun Cai
- Zbigniew Palmowski
Papers from X. Lin's perspective
Ordered by how strongly the researchers X. Lin trusts endorse each paper. Same corpus, a different order for every researcher.
- The Titanic Option: Valuation of the Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds
- The Pricing of Options and Corporate Liabilities
- Financial valuation of guaranteed minimum withdrawal benefits
- Valuing American Options by Simulation: A Simple Least-Squares Approach
- Robustly Hedging Variable Annuities with Guarantees under Jump and Volatility Risks
- Investment guarantees : modeling and risk management for equity-linked life insurance
- Some Optimal Dividends Problems (ASTIN Bulletin: The Journal of the International Actuarial Association)
- Valuing Equity-Indexed Annuities
- Hedging guarantees in variable annuities under both equity and interest rate risks
- A Regime-Switching Model of Long-Term Stock Returns
Their papers
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function (2003) — 240 citations
- The compound Poisson risk model with multiple thresholds (2008) — 81 citations
- Risk modelling with the mixed Erlang distribution (2011) — 77 citations
- Pricing Annuity Guarantees Under a Regime-Switching Model (2009) — 76 citations
- Valuation of large variable annuity portfolios under nested simulation: A functional data approach (2015) — 68 citations
- A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier (2006) — 97 citations
- Lundberg approximations for compound distributions with insurance applications (2001) — 177 citations
- Stochastic Processes for Insurance and Finance. By T. Rolski, H. Schmidli, V. Schmidt and J. Teugels (John Wiley, Chichester, 1999) (2000) — 127 citations