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Filip Lindskog
Observed names:
F. Lindskog,
FILIP LINDSKOG,
Lindskog, Filip
Institution:
Stockholm University
Observed institutions:
University of Copenhagen,
Stockholm University,
Aarhus University,
Cornell University,
ETH Zurich,
KTH Royal Institute of Technology
show all 6
ORCID:
0000-0002-0775-9680
Observed ORCID:
0000-0002-0775-9680
OpenAlex ID:
A5084135835
Modelling Dependence with Copulas and Applications to Risk Management
2003
·
Paul Embrechts
, Filip Lindskog
, et al.
·
Elsevier eBooks
·
1,060
Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling
2003
·
Filip Lindskog
, Alexander J. McNeil
·
Astin Bulletin
·
254
PDF
Multivariate extremes, aggregation and dependence in elliptical distributions
2002
·
Henrik Hult
, Filip Lindskog
·
Advances in Applied Probability
·
245
Kendall’s Tau for Elliptical Distributions
2003
·
Filip Lindskog
, Alexander McNeil
, et al.
·
Contributions to economics
·
173
Regular variation for measures on metric spaces
2006
·
Henrik Hult
, Filip Lindskog
·
Publications de l Institut Mathematique
·
153
PDF
Regularly varying measures on metric spaces: Hidden regular variation and hidden jumps
2014
·
Filip Lindskog
, Sidney I. Resnick
, et al.
·
Probability Surveys
·
97
PDF
Functional large deviations for multivariate regularly varying random walks
2005
·
Henrik Hult
, Filip Lindskog
, et al.
·
The Annals of Applied Probability
·
89
PDF
Extremal behavior of regularly varying stochastic processes
2004
·
Henrik Hult
, Filip Lindskog
·
Stochastic Processes and their Applications
·
87
The Grouped t-Copula with an Application to Credit Risk
2009
·
Stéphane Daul
, Enrico G. De Giorgi
, et al.
·
SSRN Electronic Journal
·
77
Support Theorems for the Radon Transform and Cramér-Wold Theorems
2008
·
Jan Boman
, Filip Lindskog
·
Journal of Theoretical Probability
·
53
PDF
Risk and Portfolio Analysis: Principles and Methods
2012
·
Henrik Hult
, Filip Lindskog
, et al.
·
Springer series in operations research/Springer series in operations research and financial engineering
·
49
Importance Sampling of Injected Powers for Electric Power System Security Analysis
2011
·
Magnus Perninge
, Filip Lindskog
, et al.
·
IEEE Transactions on Power Systems
·
40
Risk and Portfolio Analysis: Principles and Methods
2012
·
Filip Lindskog
, Henrik Hult
, et al.
·
39
Extremal behavior of stochastic integrals driven by regularly varying Lévy processes
2007
·
Henrik Hult
, Filip Lindskog
·
The Annals of Probability
·
37
PDF
Financial Position and Performance in IFRS 17
2020
·
Lina Palmborg
, Mathias Lindholm
, et al.
·
Scandinavian Actuarial Journal
·
36
On regular variation for infinitely divisible random vectors and additive processes
2006
·
Henrik Hult
, Filip Lindskog
·
Advances in Applied Probability
·
32
PDF
Multivariate extremes and regular variation for stochastic processes
2004
·
Lindskog, Filip
·
CERN Document Server (European Organization for Nuclear Research)
·
30
Insurance valuation: A computable multi-period cost-of-capital approach
2016
·
Hampus Engsner
, Mathias Lindholm
, et al.
·
Insurance Mathematics and Economics
·
22
Ruin probabilities under general investments and heavy-tailed claims
2010
·
Henrik Hult
, Filip Lindskog
·
Finance and Stochastics
·
20
Local bias adjustment, duration-weighted probabilities, and automatic construction of tariff cells
2023
·
M. Lindholm
, F. Lindskog
, et al.
·
Scandinavian Actuarial Journal
·
19
PDF
Optimal dividends and capital injection under dividend restrictions
2020
·
Kristoffer Lindensjö
, Filip Lindskog
·
Mathematical Methods of Operations Research
·
18
PDF
Estimation of conditional mean squared error of prediction for claims reserving
2019
·
Mathias Lindholm
, Filip Lindskog
, et al.
·
Annals of Actuarial Science
·
18
The value of a liability cash flow in discrete time subject to capital requirements
2019
·
Hampus Engsner
, Kristoffer Lindensjö
, et al.
·
Finance and Stochastics
·
14
PDF
Measures, Integrals and Martingales
2007
·
Filip Lindskog
·
Journal of the American Statistical Association
·
13
On Kesten's counterexample to the Cramér-Wold device for regular variation
2006
·
Henrik Hult
, Filip Lindskog
·
Project Euclid (Cornell University)
·
13
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Works count:
76
Citation count:
2,740
H-index:
19
I10-index:
26
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