Filip Lindskog

Available identifiers

zbMath Open lindskog.filipMaRDI QIDQ362042

List of research outcomes

Publication	Date of Publication	Type
Mack's estimator motivated by large exposure asymptotics in a compound Poisson setting	2024-06-17	Paper
Local bias adjustment, duration-weighted probabilities, and automatic construction of tariff cells	2023-11-02	Paper
Multiple-prior valuation of cash flows subject to capital requirements	2023-07-18	Paper
Premium control with reinforcement learning	2023-07-13	Paper
Continuous-time limits of multi-period cost-of-capital margins	2022-01-10	Paper
Financial position and performance in IFRS 17	2021-05-28	Paper
Correction	2021-05-28	Paper
Optimal dividends and capital injection under dividend restrictions	2020-12-15	Paper
Exact long time behavior of some regime switching stochastic processes	2020-10-07	Paper
The value of a liability cash flow in discrete time subject to capital requirements	2019-12-27	Paper
Insurance valuation: a computable multi-period cost-of-capital approach	2017-01-31	Paper
Ruin probabilities under general investments and heavy-tailed claims	2014-12-17	Paper
Regularly varying measures on metric spaces: hidden regular variation and hidden jumps	2014-10-22	Paper
A SIMPLE TIME-CONSISTENT MODEL FOR THE FORWARD DENSITY PROCESS	2014-04-25	Paper
Foreign-currency interest-rate swaps in asset-liability management for insurers	2013-08-20	Paper
Risk and Portfolio Analysis	2012-04-27	Paper
Support theorems for the Radon transform and Cramér-Wold theorems	2009-09-25	Paper
Regular variation for measures on metric spaces	2008-07-02	Paper
Extremal behavior of stochastic integrals driven by regularly varying Lévy processes	2007-05-08	Paper
On Kesten's counterexample to the Cramér-Wold device for regular variation	2006-11-06	Paper
Functional large deviations for multivariate regularly varying random walks	2006-07-10	Paper
On regular variation for infinitely divisible random vectors and additive processes	2006-06-19	Paper
Extremal behavior of regularly varying stochastic processes	2005-08-05	Paper
Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling	2005-03-30	Paper
Multivariate extremes, aggregation and dependence in elliptical distributions	2003-09-24	Paper

Research outcomes over time

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