Quantile-based optimal portfolio selection
Bodnar, Taras, Lindholm, Mathias, Thorsén, Erik, Tyrcha, Joanna
Published in Computational management science (01.07.2021)
Published in Computational management science (01.07.2021)
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Journal Article
A COLLECTIVE RESERVING MODEL WITH CLAIM OPENNESS
Lindholm, Mathias, Zakrisson, Henning
Published in ASTIN Bulletin : The Journal of the IAA (01.01.2022)
Published in ASTIN Bulletin : The Journal of the IAA (01.01.2022)
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Journal Article
A test on the location of the tangency portfolio on the set of feasible portfolios
Muhinyuza, Stanislas, Bodnar, Taras, Lindholm, Mathias
Published in Applied mathematics and computation (01.12.2020)
Published in Applied mathematics and computation (01.12.2020)
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Journal Article
Bayesian portfolio selection using VaR and CVaR
Bodnar, Taras, Lindholm, Mathias, Niklasson, Vilhelm, Thorsén, Erik
Published in Applied mathematics and computation (15.08.2022)
Published in Applied mathematics and computation (15.08.2022)
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Journal Article
The collective reserving model
Wahl, Felix, Lindholm, Mathias, Verrall, Richard
Published in Insurance, mathematics & economics (01.07.2019)
Published in Insurance, mathematics & economics (01.07.2019)
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Journal Article
Insurance valuation: A computable multi-period cost-of-capital approach
Engsner, Hampus, Lindholm, Mathias, Lindskog, Filip
Published in Insurance, mathematics & economics (01.01.2017)
Published in Insurance, mathematics & economics (01.01.2017)
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Journal Article
Financial position and performance in IFRS 17
Palmborg, Lina, Lindholm, Mathias, Lindskog, Filip
Published in Scandinavian actuarial journal (16.03.2021)
Published in Scandinavian actuarial journal (16.03.2021)
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Journal Article
Estimation of conditional mean squared error of prediction for claims reserving
Lindholm, Mathias, Lindskog, Filip, Wahl, Felix
Published in Annals of actuarial science (01.03.2020)
Published in Annals of actuarial science (01.03.2020)
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Journal Article
Collective reserving using individual claims data
Delong, Łukasz, Lindholm, Mathias, Wüthrich, Mario V.
Published in Scandinavian actuarial journal (02.01.2022)
Published in Scandinavian actuarial journal (02.01.2022)
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Journal Article
A multi-task network approach for calculating discrimination-free insurance prices
Lindholm, Mathias, Richman, Ronald, Tsanakas, Andreas, Wüthrich, Mario V.
Published in European actuarial journal (01.08.2024)
Published in European actuarial journal (01.08.2024)
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Journal Article