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Publications by Filip Lindskog

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

English

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A Credit Risk Model to Develop the Credit Insurance Market

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Preservation of Phase-Type Distributions Under Poisson Shock Models

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Structural Credit Risk Models With Subordinated Processes

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Estimating Jump Diffusion Structural Credit Risk Models

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Modeling the Frequency of Auto Insurance Claims by Means of Poisson and Negative Binomial Models

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