Mathias Lindholm

Stockholm University

Universitetsvägen 10

Stockholm, Stockholm SE-106 91

Sweden

SCHOLARLY PAPERS

8

DOWNLOADS

622

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (8)

1.

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 313 (124,177)
Citation 1

Abstract:

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IFRS 17, Financial Performance, Valuation, Allocation

2.

Gamma Mixture Density Networks and their application to modelling insurance claim amounts

Number of pages: 38 Posted: 23 Nov 2020 Last Revised: 14 Apr 2021
Lukasz Delong, Mathias Lindholm and Mario V. Wuthrich
Warsaw School of Economics (SGH) - Institute of Econometrics, Stockholm University and RiskLab, ETH Zurich
Downloads 109 (314,749)
Citation 2

Abstract:

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

3.

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 85 (369,404)
Citation 1

Abstract:

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

4.

Efficient Use of Data for LSTM Mortality Forecasting

Number of pages: 31 Posted: 06 Apr 2021
Mathias Lindholm and Lina Palmborg
Stockholm University and Stockholm University
Downloads 80 (382,915)
Citation 1

Abstract:

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sequential neural networks, mortality forecasting, ensemble models, boosting, Lee-Carter model

5.

A Note on Pandemic Mortality Rates

Number of pages: 10 Posted: 18 Mar 2021
Patrik Andersson and Mathias Lindholm
Uppsala University and Stockholm University
Downloads 35 (555,217)

Abstract:

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Proportional frailty, pandemic mortality stress, selection effects, Gompertz-Makeham, COVID-19

6.

Making Tweedie's Compound Poisson Model More Accessible

Eur. Actuar. J. (2021). https://doi.org/10.1007/s13385-021-00264-3
Posted: 01 Jul 2020 Last Revised: 17 Feb 2021
Lukasz Delong, Mathias Lindholm and Mario V. Wuthrich
Warsaw School of Economics (SGH) - Institute of Econometrics, Stockholm University and RiskLab, ETH Zurich

Abstract:

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

7.

Collective Reserving using Individual Claims Data

Scandinavian Actuarial Journal 2021 https://www.tandfonline.com/doi/full/10.1080/03461238.2021.1921836
Posted: 19 May 2020 Last Revised: 11 May 2021
Lukasz Delong, Mathias Lindholm and Mario V. Wuthrich
Warsaw School of Economics (SGH) - Institute of Econometrics, Stockholm University and RiskLab, ETH Zurich

Abstract:

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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

8.

Discrimination-Free Insurance Pricing

ASTIN Bulletin open access FirstView 2021 https://www.cambridge.org/core/journals/astin-bulletin-journal-of-the-iaa/article/discriminationfree-insurance-pricing/ED25C4053690E56050F437B8DF2AD117
Posted: 10 Feb 2020 Last Revised: 11 Oct 2021
Stockholm University, Old Mutual Insure, The Business School (formerly Cass), City, University of London and RiskLab, ETH Zurich

Abstract:

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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