Concepedia

Filip Lindskog

FL

Statistics

Publications

19

Citations

1.2K

H-Index

15

Active since

2002

Affiliations

KTH Royal Institute of Technology(Current)

Stockholm University

Cornell University

Filip Lindskog is an author at KTH Royal Institute of Technology specializing in engineering, statistics, and probability theory.

Top concepts

EngineeringStatisticsProbabilityInsuranceFinanceBusinessEconomicsManagementFinancial ModelingStochastic Processes

Publications per year

2002–2023

19

Publications

19

Multivariate extremes, aggregation and dependence in elliptical distributions

Henrik Hult, Filip Lindskog · Advances in Applied Probability · 2002 · 247 citations

Density Estimation, Engineering, Multivariate Extremes +10

Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling

Filip Lindskog, Alexander J. McNeil · Astin Bulletin · 2003 · 216 citations · Full text

Engineering, Financial Risk Management, Rare Event Estimation +19

Regular variation for measures on metric spaces

Henrik Hult, Filip Lindskog · Publications de l Institut Mathematique · 2006 · 160 citations · Full text

Measure Theory, Engineering, Variational Analysis +6

Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling

Filip Lindskog, Alexander J. McNeil · Astin Bulletin · 2003 · 108 citations

Engineering, Financial Risk Management, Rare Event Estimation +19

Extremal behavior of regularly varying stochastic processes

Henrik Hult, Filip Lindskog · Stochastic Processes and their Applications · 2004 · 97 citations

Engineering, Stochastic Processes, Stochastic Dynamical System +4

1–5 of 19