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~person:"Lin, X. Sheldon"
~type_genre:"Advisory report"
~type_genre:"Aufsatz in Zeitschrift"
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Private Altersvorsorge
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Private retirement provision
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Lin, X. Sheldon
Mitchell, Olivia S.
20
Milevsky, Moshe Arye
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Maurer, Raimond
12
Brown, Jeffrey R.
10
Poterba, James M.
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Chen, An
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Boado-Penas, María del Carmen
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Insurance / Mathematics & economics
3
ASTIN bulletin : the journal of the International Actuarial Association
1
North American actuarial journal
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ECONIS (ZBW)
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1
Fast and efficient nested simulation for large variable annuity portfolios : a surrogate modeling approach
Lin, X. Sheldon
;
Yang, Shuai
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 85-103
Persistent link: https://www.econbiz.de/10012241991
Saved in:
2
Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets
Lin, X. Sheldon
;
Yang, Shuai
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 913-957
Persistent link: https://www.econbiz.de/10012307390
Saved in:
3
Efficient Greek calculation of variable annuity portfolios for dynamic hedging : a two-level metamodeling approach
Gan, Guojun
;
Lin, X. Sheldon
- In:
North American actuarial journal
21
(
2017
)
2
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011858005
Saved in:
4
Move-based hedging of variable annuities : a semi-analytic approach
Lin, X. Sheldon
;
Wu, Panpan
;
Wang, Xiao
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 40-49
Persistent link: https://www.econbiz.de/10011630601
Saved in:
5
Valuation of large variable annuity portfolios under nested simulation : a functional data approach
Gan, Guojun
;
Lin, X. Sheldon
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 138-150
Persistent link: https://www.econbiz.de/10011312079
Saved in:
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