معرفی
Filip Lindskog is a Professor of Insurance Mathematics at Stockholm University (SU), where he heads the Mathematical Statistics division within the Department of Mathematics. With a background in financial mathematics and actuarial science, his research focuses on quantitative risk management, non-life insurance pricing, and applications of biostochastics and biostatistics. He has co-authored the textbook Risk and Portfolio Analysis: Principles and Methods (Springer, 2012) and supervises PhD students in actuarial mathematics.
Education\n
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- MSc in Engineering Physics, KTH Royal Institute of Technology (2000) \n
- PhD in Mathematical Statistics, ETH Zürich (2004) \n
Research Interests
Filip's work spans actuarial mathematics, financial risk modeling, and insurance analytics. He investigates stochastic processes in regime-switching environments, capital requirements for insurers, and mathematical frameworks for claims reserving. His recent publications emphasize machine learning applications in risk adjustment, asymptotic analysis of Poisson models, and regulatory compliance under IFRS 17.\n
Scientific Contributions\n
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- Editor, Scandinavian Actuarial Journal (2018–present) \n
- Director of SU's Master's Program in Actuarial Mathematics (2016–present) \n
- Head of SU's Mathematical Statistics Division (2018–present) \n
Students and Collaborations
Current and former PhD students include Nils Engler, Lina Palmborg, Jonas Alm, and Johan Nykvist. Former postdocs include Julie Thøgersen, Abhishek Pal Majumder, and Kristoffer Lindensjö. His research group explores discrete random structures, financial applications of biostatistics, and insurance modeling under capacity constraints.\n
