Sheldon Lin

X. Sheldon Lin is a Professor of Actuarial Science at the Department of Statistical Sciences, University of Toronto. His research focuses on actuarial science, specifically in areas like Loss Modelling, Insurance Risk Management, and Financial Insurance. He has authored two influential books in the field: Introductory Stochastic Analysis for Finance and Insurance and Lundberg Approximations for Compound Distributions With Insurance Applications.

Research Interests: Actuarial science, mathematical finance, applied probability, loss modeling, insurance risk management, financial insurance, and algorithmic trading. His work includes developing computational models like the GEM-CMM algorithm for fitting Erlang mixture distributions to insurance data and creating R codes for loss modeling.

Teaching: Sheldon Lin teaches advanced courses in actuarial science, including ACT452H1S: Loss Models II, where he provides lecture notes, videos, and practice problems for actuarial exams.

Scientific Awards

• ASA (Associate of the Society of Actuaries)
• ACIA (Associate of the Canadian Institute of Actuaries)

Books Authored:

• Introductory Stochastic Analysis for Finance and Insurance (Wiley Series in Probability and Statistics)
• Lundberg Approximations for Compound Distributions With Insurance Applications (Lecture Notes in Statistics 156, Springer with Gordon E. Willmot)