The following pages link to Filip Lindskog (Q362042):
Displaying 25 items.
- Foreign-currency interest-rate swaps in asset-liability management for insurers (Q362043) (← links)
- Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
- Ruin probabilities under general investments and heavy-tailed claims (Q483712) (← links)
- Insurance valuation: a computable multi-period cost-of-capital approach (Q506100) (← links)
- Support theorems for the Radon transform and Cramér-Wold theorems (Q842394) (← links)
- On Kesten's counterexample to the Cramér-Wold device for regular variation (Q850734) (← links)
- Extremal behavior of stochastic integrals driven by regularly varying Lévy processes (Q879257) (← links)
- Continuous-time limits of multi-period cost-of-capital margins (Q2063033) (← links)
- Exact long time behavior of some regime switching stochastic processes (Q2203615) (← links)
- Optimal dividends and capital injection under dividend restrictions (Q2216195) (← links)
- The value of a liability cash flow in discrete time subject to capital requirements (Q2282964) (← links)
- Extremal behavior of regularly varying stochastic processes (Q2485825) (← links)
- Functional large deviations for multivariate regularly varying random walks (Q2496504) (← links)
- Regular variation for measures on metric spaces (Q3510415) (← links)
- Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling (Q4661681) (← links)
- Multivariate extremes, aggregation and dependence in elliptical distributions (Q4804609) (← links)
- Financial position and performance in IFRS 17 (Q4990509) (← links)
- Correction (Q4990513) (← links)
- Risk and Portfolio Analysis (Q5390031) (← links)
- A SIMPLE TIME-CONSISTENT MODEL FOR THE FORWARD DENSITY PROCESS (Q5411745) (← links)
- On regular variation for infinitely divisible random vectors and additive processes (Q5475393) (← links)
- Multiple-prior valuation of cash flows subject to capital requirements (Q6171944) (← links)
- Premium control with reinforcement learning (Q6174076) (← links)
- Mack's estimator motivated by large exposure asymptotics in a compound Poisson setting (Q6556602) (← links)
- Claims processing and costs under capacity constraints (Q6744404) (← links)
