Mathias Lindholm

Stockholm University

Universitetsvägen 10

Stockholm, Stockholm SE-106 91

Sweden

SCHOLARLY PAPERS

8

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1,408

SSRN CITATIONS

5

CROSSREF CITATIONS

3

Scholarly Papers (8)

1.

Discrimination-Free Insurance Pricing

Number of pages: 26 Posted: 10 Feb 2020
Stockholm University, QED Actuaries and Consultants, The Business School (formerly Cass), City, University of London and RiskLab, ETH Zurich
Downloads 853 (33,155)
Citation 5

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

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 251 (145,017)
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 170 (208,021)
Citation 1

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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 77 (366,008)

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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.

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 29 (551,725)

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

6.

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 18 (621,970)

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

7.

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 10 (679,352)

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

8.

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