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Lindskog, Filip

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Author ID: lindskog.filip Recent zbMATH articles by "Lindskog, Filip"
Published as: Lindskog, Filip; Lindskog, F.
External Links: ORCID
Documents Indexed: 20 Publications since 2002, including 1 Book

Publications by Year

Citations contained in zbMATH Open

14 Publications have been cited 397 times in 301 Documents Cited by Year
Multivariate extremes, aggregation and dependence in elliptical distributions. Zbl 1023.60021
Hult, Henrik; Lindskog, Filip
70
2002
Regular variation for measures on metric spaces. Zbl 1164.28005
Hult, Henrik; Lindskog, Filip
62
2006
Common Poisson shock models: applications to insurance and credit risk modelling. Zbl 1087.91030
Lindskog, Filip; McNeil, Alexander J.
59
2003
Extremal behavior of regularly varying stochastic processes. Zbl 1070.60046
Hult, Henrik; Lindskog, Filip
45
2005
Functional large deviations for multivariate regularly varying random walks. Zbl 1166.60309
Hult, Henrik; Lindskog, Filip; Mikosch, Thomas; Samorodnitsky, Gennady
43
2005
Regularly varying measures on metric spaces: hidden regular variation and hidden jumps. Zbl 1317.60007
Lindskog, Filip; Resnick, Sidney I.; Roy, Joyjit
35
2014
Support theorems for the Radon transform and Cramér-Wold theorems. Zbl 1192.44003
Boman, Jan; Lindskog, Filip
23
2009
Extremal behavior of stochastic integrals driven by regularly varying Lévy processes. Zbl 1121.60029
Hult, Henrik; Lindskog, Filip
21
2007
On regular variation for infinitely divisible random vectors and additive processes. Zbl 1106.60046
Hult, Henrik; Lindskog, Filip
16
2006
On Kesten’s counterexample to the Cramér-Wold device for regular variation. Zbl 1108.60015
Hult, Henrik; Lindskog, Filip
8
2006
Ruin probabilities under general investments and heavy-tailed claims. Zbl 1303.91091
Hult, Henrik; Lindskog, Filip
8
2011
Insurance valuation: a computable multi-period cost-of-capital approach. Zbl 1394.91212
Engsner, Hampus; Lindholm, Mathias; Lindskog, Filip
4
2017
The value of a liability cash flow in discrete time subject to capital requirements. Zbl 1429.91277
Engsner, Hampus; Lindensjö, Kristoffer; Lindskog, Filip
2
2020
Risk and portfolio analysis. Principles and methods. Zbl 1260.91002
Hult, Henrik; Lindskog, Filip; Hammarlid, Ola; Rehn, Carl Johan
1
2012
The value of a liability cash flow in discrete time subject to capital requirements. Zbl 1429.91277
Engsner, Hampus; Lindensjö, Kristoffer; Lindskog, Filip
2
2020
Insurance valuation: a computable multi-period cost-of-capital approach. Zbl 1394.91212
Engsner, Hampus; Lindholm, Mathias; Lindskog, Filip
4
2017
Regularly varying measures on metric spaces: hidden regular variation and hidden jumps. Zbl 1317.60007
Lindskog, Filip; Resnick, Sidney I.; Roy, Joyjit
35
2014
Risk and portfolio analysis. Principles and methods. Zbl 1260.91002
Hult, Henrik; Lindskog, Filip; Hammarlid, Ola; Rehn, Carl Johan
1
2012
Ruin probabilities under general investments and heavy-tailed claims. Zbl 1303.91091
Hult, Henrik; Lindskog, Filip
8
2011
Support theorems for the Radon transform and Cramér-Wold theorems. Zbl 1192.44003
Boman, Jan; Lindskog, Filip
23
2009
Extremal behavior of stochastic integrals driven by regularly varying Lévy processes. Zbl 1121.60029
Hult, Henrik; Lindskog, Filip
21
2007
Regular variation for measures on metric spaces. Zbl 1164.28005
Hult, Henrik; Lindskog, Filip
62
2006
On regular variation for infinitely divisible random vectors and additive processes. Zbl 1106.60046
Hult, Henrik; Lindskog, Filip
16
2006
On Kesten’s counterexample to the Cramér-Wold device for regular variation. Zbl 1108.60015
Hult, Henrik; Lindskog, Filip
8
2006
Extremal behavior of regularly varying stochastic processes. Zbl 1070.60046
Hult, Henrik; Lindskog, Filip
45
2005
Functional large deviations for multivariate regularly varying random walks. Zbl 1166.60309
Hult, Henrik; Lindskog, Filip; Mikosch, Thomas; Samorodnitsky, Gennady
43
2005
Common Poisson shock models: applications to insurance and credit risk modelling. Zbl 1087.91030
Lindskog, Filip; McNeil, Alexander J.
59
2003
Multivariate extremes, aggregation and dependence in elliptical distributions. Zbl 1023.60021
Hult, Henrik; Lindskog, Filip
70
2002
all top 5

Cited by 401 Authors

16 Mikosch, Thomas
11 Resnick, Sidney Ira
9 Klüppelberg, Claudia
9 Wang, Guojing
8 Lindskog, Filip
7 Davis, Richard A.
7 Dombry, Clément
7 Mai, Jan-Frederik
7 Samorodnitsky, Gennady Pinkhosovich
6 Das, Bikramjit
6 Dong, Yinghui
6 Fasen, Vicky
6 Hult, Henrik
6 Scherer, Matthias
6 Soulier, Philippe
6 Yuen, Kam Chuen
5 Basrak, Bojan
5 Damek, Ewa
5 Mentemeier, Sebastian
5 Ostaszewski, Adam J.
5 Planinić, Hrvoje
5 Segers, Johan
5 Wintenberger, Olivier
4 Bingham, Nicholas Hugh
4 Blanchet, Jose H.
4 Buraczewski, Dariusz
4 Drees, Holger
4 Hashorva, Enkelejd
4 Janßen, Anja
4 Liu, Jingchen
4 Omladič, Matjaž
4 Pavlyukevich, Ilya
4 Rivest, Louis-Paul
4 Stelzer, Robert
4 Stoev, Stilian A.
3 Albrecher, Hansjörg
3 Brigo, Damiano
3 Chakrabarty, Arijit
3 Chen, Yiqing
3 Cossette, Hélène
3 Embrechts, Paul
3 Frahm, Gabriel
3 Fung, Thomas
3 Genest, Christian
3 Ignatieva, Katja
3 Joe, Harry
3 Loisel, Stéphane
3 Mailhot, Mélina
3 Mainik, Georg
3 Marceau, Étienne
3 Mirek, Mariusz
3 Moser, Martin
3 Roy, Parthanil
3 Seneta, Eugene
2 Abdous, Belkacem
2 Avanzi, Benjamin
2 Balan, Raluca M.
2 Bhattacharya, Ayan
2 Buhl, Sven
2 Cousin, Areski
2 Dominicy, Yves
2 Estrada, Ricardo
2 Fasen-Hartmann, Vicky
2 Fougères, Anne-Laure
2 Frees, Edward W.
2 Ghoudi, Kilani
2 Grabchak, Michael
2 Guivarc’h, Yves
2 Heikkilä, Matias
2 Högele, Michael Anton
2 Ilmonen, Pauliina
2 Itoh, Yuki
2 Junker, Markus
2 Kokol-Bukovšek, Damjana
2 Kokoszka, Piotr S.
2 Kortschak, Dominik
2 Košir, Tomaž
2 Krajina, Andrea
2 Kuhn, Gabriel
2 Kulik, Rafał
2 Lakhal-Chaieb, Lajmi
2 Li, Haijun
2 Liang, Xue
2 Liu, Han
2 Ma, Chunhua
2 Maume-Deschamps, Véronique
2 Mesfioui, Mhamed
2 Mojškerc, Blaž
2 Molchanov, Ilya S.
2 Nešlehová, Johanna G.
2 Nikoloulopoulos, Aristidis K.
2 Opitz, Thomas
2 Palmowski, Zbigniew
2 Pedersen, Rasmus Søndergaard
2 Pergamenshchikov, Sergeĭ Markovich
2 Platen, Eckhard
2 Rezapour, Mohsen
2 Romdhani, Hela
2 Roy, Joyjit
2 Rubin, Boris
...and 301 more Authors
all top 5

Cited in 87 Serials

25 Extremes
21 Insurance Mathematics & Economics
20 Bernoulli
17 Advances in Applied Probability
16 Journal of Multivariate Analysis
16 Stochastic Processes and their Applications
15 Statistics & Probability Letters
14 Journal of Applied Probability
8 Methodology and Computing in Applied Probability
6 Journal of Theoretical Probability
6 Communications in Statistics. Theory and Methods
5 Journal of Mathematical Analysis and Applications
5 The Annals of Probability
5 Probability Theory and Related Fields
4 The Canadian Journal of Statistics
4 Finance and Stochastics
4 International Journal of Theoretical and Applied Finance
4 Applied Stochastic Models in Business and Industry
4 European Actuarial Journal
3 The Annals of Applied Probability
3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
3 Stochastics and Dynamics
3 ASTIN Bulletin
3 North American Actuarial Journal
3 Asia-Pacific Financial Markets
3 Probability Surveys
2 Metrika
2 Scandinavian Journal of Statistics
2 Fuzzy Sets and Systems
2 Journal of the American Statistical Association
2 Journal of Computational and Applied Mathematics
2 Journal of Econometrics
2 Topology and its Applications
2 European Journal of Operational Research
2 Potential Analysis
2 Electronic Journal of Probability
2 Mathematical Problems in Engineering
2 The Econometrics Journal
2 Scandinavian Actuarial Journal
2 Quantitative Finance
2 Stochastic Models
2 Frontiers of Mathematics in China
2 Statistics & Risk Modeling
1 Indian Journal of Pure & Applied Mathematics
1 Journal d’Analyse Mathématique
1 Lithuanian Mathematical Journal
1 Psychometrika
1 Advances in Mathematics
1 The Annals of Statistics
1 Applied Mathematics and Computation
1 International Statistical Review
1 Journal of Optimization Theory and Applications
1 Journal of Statistical Planning and Inference
1 Operations Research
1 Statistica Neerlandica
1 Stochastic Analysis and Applications
1 Statistics
1 Computers & Operations Research
1 International Journal of Approximate Reasoning
1 Queueing Systems
1 Computational Statistics
1 Bulletin of the Polish Academy of Sciences, Mathematics
1 Journal of Mathematical Imaging and Vision
1 Journal of Mathematical Sciences (New York)
1 Opuscula Mathematica
1 Applied Mathematical Finance
1 Journal of Difference Equations and Applications
1 Australian & New Zealand Journal of Statistics
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Econometric Theory
1 Brazilian Journal of Probability and Statistics
1 Journal of Systems Science and Complexity
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Review of Derivatives Research
1 Mediterranean Journal of Mathematics
1 Journal of Industrial and Management Optimization
1 Applications and Applied Mathematics
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Journal of Statistical Theory and Practice
1 Electronic Journal of Statistics
1 Risk and Decision Analysis
1 Science China. Mathematics
1 Analysis and Mathematical Physics
1 Information and Inference
1 Stochastic Systems
1 Mathematica Applicanda
1 Dependence Modeling

Citations by Year