| Lundberg approximations for compound distributions with insurance applications XS Lin Springer, 2001 | 358* | 2001 |
| The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function XS Lin, GE Willmot, S Drekic Insurance: Mathematics and Economics 33 (3), 551-566, 2003 | 336 | 2003 |
| The compound Poisson risk model with a threshold dividend strategy XS Lin, KP Pavlova Insurance: mathematics and Economics 38 (1), 57-80, 2006 | 253 | 2006 |
| Analysis of a defective renewal equation arising in ruin theory XS Lin, GE Willmot Insurance: Mathematics and Economics 25 (1), 63-84, 1999 | 233 | 1999 |
| The moments of the time of ruin, the surplus before ruin, and the deficit at ruin XS Lin, GE Willmot Insurance: Mathematics and Economics 27 (1), 19-44, 2000 | 224 | 2000 |
| Modeling and evaluating insurance losses via mixtures of Erlang distributions SCK Lee, XS Lin North American Actuarial Journal 14 (1), 107-130, 2010 | 159 | 2010 |
| A note on the dividends-penalty identity and the optimal dividend barrier HU Gerber, XS Lin, H Yang ASTIN Bulletin: The Journal of the IAA 36 (2), 489-503, 2006 | 130 | 2006 |
| Valuation of equity-indexed annuities under stochastic interest rates X Sheldon Lin, KS Tan North American Actuarial Journal 7 (4), 72-91, 2003 | 123 | 2003 |
| Markov aging process and phase-type law of mortality XS Lin, X Liu North American Actuarial Journal 11 (4), 92-109, 2007 | 103 | 2007 |
| The compound Poisson risk model with multiple thresholds XS Lin, KP Sendova Insurance: Mathematics and Economics 42 (2), 617-627, 2008 | 101 | 2008 |
| Bounds on contingent claims based on several assets PP Boyle, XS Lin Journal of Financial Economics 46 (3), 383-400, 1997 | 95 | 1997 |
| Pricing annuity guarantees under a regime-switching model XS Lin, KS Tan, H Yang North American Actuarial Journal 13 (3), 316-332, 2009 | 91 | 2009 |
| Valuation of large variable annuity portfolios under nested simulation: A functional data approach G Gan, XS Lin Insurance: Mathematics and Economics 62, 138-150, 2015 | 88 | 2015 |
| Risk modelling with the mixed Erlang distribution GE Willmot, XS Lin Applied Stochastic Models in Business and Industry 27 (1), 2-16, 2011 | 86 | 2011 |
| Fitting mixtures of Erlangs to censored and truncated data using the EM algorithm R Verbelen, L Gong, K Antonio, A Badescu, S Lin ASTIN Bulletin: The Journal of the IAA 45 (3), 729-758, 2015 | 85 | 2015 |
| An epidemiological model for HIV/AIDS with proportional recruitment X Lin, HW Hethcote, P Van den Driessche Mathematical biosciences 118 (2), 181-195, 1993 | 84 | 1993 |
| Modeling dependent risks with multivariate Erlang mixtures SCK Lee, XS Lin ASTIN Bulletin: The Journal of the IAA 42 (1), 153-180, 2012 | 82 | 2012 |
| Double barrier hitting time distributions with applications to exotic options XS Lin Insurance: Mathematics and Economics 23 (1), 45-58, 1998 | 74 | 1998 |
| Centre manifolds for partial differential equations with delays X Lin, JWH So, J Wu Proceedings of the Royal Society of Edinburgh Section A: Mathematics 122 (3 …, 1992 | 74 | 1992 |
| Global stability of the endemic equilibrium and uniform persistence in epidemic models with subpopulations X Lin, JWH So The ANZIAM Journal 34 (3), 282-295, 1993 | 68 | 1993 |
Yichun ChiCentral University of Finance and EconomicsVerified email at cufe.edu.cn
