Filip Lindskog

Professor

Stockholm University

Sweden

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Filip Lindskog is a Professor at Stockholm University in Sweden. His research focuses on actuarial science and financial mathematics, with recent articles exploring topics such as claims development patterns, liability valuations, and the implications of IFRS 17 on financial performance. Additionally, he investigates advanced methodologies in premium control and optimal dividend strategies, contributing to the field through innovative approaches like reinforcement learning.

Articles (11)

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2025

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2025

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2024

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2023

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2023

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2023

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2020

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2020

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2020

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2020

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2020

Collaborators (1)

Abhishek Pal Majumder

University of Reading

UNITED KINGDOM

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Filip Lindskog

Research Interests

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Articles (11)

Eliciting claims development patterns and costs hidden in backlogs

Approximations of multi-period liability values by simple formulas

Mack’s estimator motivated by large exposure asymptotics in a compound poisson setting

Multiple-prior valuation of cash flows subject to capital requirements

Premium control with reinforcement learning

Local bias adjustment, duration-weighted probabilities, and automatic construction of tariff cells

Optimal dividends and capital injection under dividend restrictions

Exact long time behavior of some regime switching stochastic processes

Financial position and performance in IFRS 17

Continuous-time limits of multi-period cost-of-capital margins

Estimation of conditional mean squared error of prediction for claims reserving

Collaborators (1)

Abhishek Pal Majumder

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