X. Sheldon Lin, M.Sc., M.Math., Ph.D., A.S.A.
Professor
Department of Statistics
University of Toronto
Office
6006 Sidney Smith
- Email
-
sheldon@fisher.utstat.toronto.edu
- Paper Mail
-
Sheldon Lin
Department of Statistics
Room 6018, Sidney Smith
The University of Toronto
Toronto, Ontario M5S 3G3
Canada
- Phone
-
voice: (416) 946-5969
fax: (416) 978-5133
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Research Interests
Mathematical Finance, Actuarial Science, and Applied Probability
Research Papers
Books:
Introductory Stochastic Analysis for Finance and Insurance,
Wiley Series in Probability and Statistics.
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).
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Teaching
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