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Modeling Multivariate Risk - To Copula, or Not To Copula: That is the Question
Modeling Multivariate Risk - To Copula, or Not To Copula: That is the Question This presentation discussed the Copula Methodology, which is the most popular methodology in multivariate modeling ...- Authors: Xiaodong Sheldon Lin
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods
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A Mixture Model Approach to Operational Risk Management
A Mixture Model Approach to Operational Risk Management This abstract describes a paper that proposes a mixture model approach to model and quantify the loss frequency and severity and the ...- Authors: Andrei Lucian Badescu, Xiaodong Sheldon Lin
- Date: Feb 2014
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Consistent Pricing for Equity-Linked Products
Consistent Pricing for Equity-Linked Products This paper discusses the binominal financial and insurance models. In addition, the paper expands the discussion to the martingale probabilities ...- Authors: Xiaodong Sheldon Lin, PATRICE GAILLARDETZ
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Delta Boosting Machine with Application to General Insurance
Delta Boosting Machine with Application to General Insurance This research report introduces Delta Boosting as a new member of the boosting family. Boosting trees;Machine learning;Insurance; ...- Authors: Chun King Lee, Xiaodong Sheldon Lin
- Date: Apr 2017
- Competency: External Forces & Industry Knowledge
- Topics: General Insurance (Property & Casualty)