Mathias Lindholm

Stockholm University

Universitetsvägen 10

Stockholm, Stockholm SE-106 91

Sweden

SCHOLARLY PAPERS

6

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1,179

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (6)

1.

Discrimination-Free Insurance Pricing

Number of pages: 26 Posted: 10 Feb 2020
Stockholm University, QED Actuaries and Consultants, City University London - Cass Business School and RiskLab, ETH Zurich
Downloads 733 (38,662)
Citation 3

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discrimination, differentiation, insurance pricing, individual policy char- acteristics, discriminatory covariates, direct discrimination, indirect discrimination, neural networks, complex algorithmic models, causal inference, confounding

2.

Financial Position and Performance in IFRS 17

Number of pages: 41 Posted: 28 Apr 2020 Last Revised: 11 May 2020
Mathias Lindholm, Filip Lindskog and Lina Palmborg
Stockholm University, Stockholm University and Stockholm University
Downloads 209 (164,701)
Citation 1

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IFRS 17, Financial Performance, Valuation, Allocation

3.

Collective Reserving using Individual Claims Data

Number of pages: 35 Posted: 19 May 2020
Lukasz Delong, Mathias Lindholm and Mario V. Wuthrich
Warsaw School of Economics (SGH) - Institute of Econometrics, Stockholm University and RiskLab, ETH Zurich
Downloads 109 (281,075)

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claims reserving, general insurance, individual claims data, micro-level reserving, neural networks, IBNR claims, RBNS claims, chain-ladder method, over-dispersed Poisson model

4.

Estimation of Conditional Mean Squared Error of Prediction for Claims Reserving

Number of pages: 39 Posted: 03 Jan 2019
Mathias Lindholm, Filip Lindskog and Felix Wahl
Stockholm University, Stockholm University and Stockholm University
Downloads 71 (366,650)

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mean squared error of prediction, reserving methods, prediction error, estimation error, ultimate claim amount, claims development result, chain ladder method

5.

Making Tweedie's Compound Poisson Model More Accessible

Number of pages: 34 Posted: 01 Jul 2020
Lukasz Delong, Mathias Lindholm and Mario V. Wuthrich
Warsaw School of Economics (SGH) - Institute of Econometrics, Stockholm University and RiskLab, ETH Zurich
Downloads 50 (435,159)
Citation 1

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compound Poisson model, gamma claim sizes, Tweedie's distribution, exponential dispersion family, generalized linear models, neural network

6.

Fitting Gamma Mixture Density Networks with Expectation-Maximization Algorithm

Number of pages: 36 Posted: 23 Nov 2020
Lukasz Delong, Mathias Lindholm and Mario V. Wuthrich
Warsaw School of Economics (SGH) - Institute of Econometrics, Stockholm University and RiskLab, ETH Zurich
Downloads 7 (675,331)

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Expectation-Maximization, neural networks, boosting, mixtures of distributions