Filip Lindskog

2.7k total citations
32 papers, 819 citations indexed

About

Filip Lindskog is a scholar working on Management Science and Operations Research, Finance and Economics and Econometrics. According to data from OpenAlex, Filip Lindskog has authored 32 papers receiving a total of 819 indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Management Science and Operations Research, 18 papers in Finance and 9 papers in Economics and Econometrics. Recurrent topics in Filip Lindskog's work include Probability and Risk Models (15 papers), Financial Risk and Volatility Modeling (11 papers) and Stochastic processes and financial applications (9 papers). Filip Lindskog is often cited by papers focused on Probability and Risk Models (15 papers), Financial Risk and Volatility Modeling (11 papers) and Stochastic processes and financial applications (9 papers). Filip Lindskog collaborates with scholars based in Sweden, Switzerland and United States. Filip Lindskog's co-authors include Henrik Hult, Alexander J. McNeil, Mathias Lindholm, Jan Boman, Enrico G. De Giorgi, Lennart Söder, Magnus Perninge and Mario V. Wüthrich and has published in prestigious journals such as Journal of the American Statistical Association, IEEE Transactions on Power Systems and The Annals of Probability.

In The Last Decade

Filip Lindskog

28 papers receiving 750 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Filip Lindskog Sweden 14 547 297 216 208 113 32 819
Matthias Scherer Germany 17 592 1.1× 207 0.7× 218 1.0× 213 1.0× 88 0.8× 93 856
V. I. Piterbarg Russia 17 582 1.1× 282 0.9× 88 0.4× 156 0.8× 69 0.6× 82 893
Ashkan Nikeghbali Switzerland 17 560 1.0× 141 0.5× 254 1.2× 175 0.8× 43 0.4× 55 1.0k
Johanna F. Ziegel Switzerland 13 476 0.9× 319 1.1× 353 1.6× 195 0.9× 52 0.5× 52 900
J. L. Teugels Belgium 17 439 0.8× 483 1.6× 133 0.6× 318 1.5× 145 1.3× 58 905
Huyên Pham France 21 807 1.5× 303 1.0× 268 1.2× 134 0.6× 120 1.1× 62 1.1k
Manuel Úbeda-Flores Spain 20 747 1.4× 374 1.3× 93 0.4× 456 2.2× 32 0.3× 77 1.1k
Giulia Di Nunno Norway 11 627 1.1× 169 0.6× 206 1.0× 87 0.4× 157 1.4× 54 783
Remigijus Leipus Lithuania 20 1.1k 2.0× 420 1.4× 769 3.6× 350 1.7× 176 1.6× 89 1.5k
Jaap Geluk Netherlands 12 403 0.7× 294 1.0× 80 0.4× 221 1.1× 66 0.6× 39 746

Countries citing papers authored by Filip Lindskog

Since Specialization
Citations

This map shows the geographic impact of Filip Lindskog's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Filip Lindskog with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Filip Lindskog more than expected).

Fields of papers citing papers by Filip Lindskog

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Filip Lindskog. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Filip Lindskog. The network helps show where Filip Lindskog may publish in the future.

Co-authorship network of co-authors of Filip Lindskog

This figure shows the co-authorship network connecting the top 25 collaborators of Filip Lindskog. A scholar is included among the top collaborators of Filip Lindskog based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Filip Lindskog. Filip Lindskog is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Lindskog, Filip & Mario V. Wüthrich. (2025). Eliciting claims development patterns and costs hidden in backlogs. European Actuarial Journal. 15(3). 667–705.
2.
Lindskog, Filip, et al.. (2025). Approximations of multi-period liability values by simple formulas. Insurance Mathematics and Economics. 123. 103112–103112.
3.
Lindskog, Filip, et al.. (2024). Mack’s estimator motivated by large exposure asymptotics in a compound poisson setting. Astin Bulletin. 54(2). 310–326. 2 indexed citations
4.
Lindholm, Mathias, et al.. (2023). Local bias adjustment, duration-weighted probabilities, and automatic construction of tariff cells. Scandinavian Actuarial Journal. 2023(10). 946–973. 8 indexed citations
5.
Lindskog, Filip, et al.. (2023). Premium control with reinforcement learning. Astin Bulletin. 53(2). 233–257. 1 indexed citations
6.
Lindholm, Mathias, et al.. (2020). Financial position and performance in IFRS 17. Scandinavian Actuarial Journal. 2021(3). 171–197. 7 indexed citations
7.
Lindholm, Mathias, et al.. (2019). Estimation of conditional mean squared error of prediction for claims reserving. Annals of Actuarial Science. 14(1). 93–128. 13 indexed citations
8.
Lindholm, Mathias, et al.. (2018). Estimation of Conditional Mean Squared Error of Prediction for Claims Reserving. SSRN Electronic Journal. 1 indexed citations
9.
Lindholm, Mathias, et al.. (2017). Valuation of Non-Life Liabilities from Claims Triangles. Risks. 5(3). 39–39. 5 indexed citations
10.
Hult, Henrik, et al.. (2012). Risk and Portfolio Analysis. CERN Document Server (European Organization for Nuclear Research). 18 indexed citations
11.
Perninge, Magnus, Filip Lindskog, & Lennart Söder. (2011). Importance Sampling of Injected Powers for Electric Power System Security Analysis. IEEE Transactions on Power Systems. 27(1). 3–11. 33 indexed citations
12.
Hult, Henrik & Filip Lindskog. (2007). Extremal behavior of stochastic integrals driven by regularly varying Lévy processes. The Annals of Probability. 35(1). 23 indexed citations
13.
Hult, Henrik & Filip Lindskog. (2006). On Kesten's counterexample to the Cramér-Wold device for regular variation. Bernoulli. 12(1). 133–142. 10 indexed citations
14.
Hult, Henrik & Filip Lindskog. (2006). On regular variation for infinitely divisible random vectors and additive processes. Advances in Applied Probability. 38(1). 134–148. 7 indexed citations
15.
Hult, Henrik & Filip Lindskog. (2006). On regular variation for infinitely divisible random vectors and additive processes. Advances in Applied Probability. 38(1). 134–148. 18 indexed citations
16.
Hult, Henrik & Filip Lindskog. (2006). Regular variation for measures on metric spaces. Publications de l Institut Mathematique. 80(94). 121–140. 84 indexed citations
17.
Hult, Henrik & Filip Lindskog. (2006). Heavy-tailed insurance portfolios : buffer capital and ruin probabilities. eCommons (Cornell University). 9 indexed citations
18.
Hult, Henrik & Filip Lindskog. (2004). Extremal behavior of regularly varying stochastic processes. Stochastic Processes and their Applications. 115(2). 249–274. 56 indexed citations
19.
Lindskog, Filip & Alexander J. McNeil. (2003). Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling. Astin Bulletin. 33(2). 209–238. 142 indexed citations
20.
Giorgi, Enrico G. De, et al.. (2003). The Grouped t-Copula with an Application to Credit Risk. SSRN Electronic Journal. 47 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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