4. Economy
  5. Quantitative Finance
  6. Risk Management

Filip Lindskog

Economy – Quantitative Finance – Risk Management

Scientist

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Extremal behavior of stochastic integrals driven by regularly varying Lévy processes

Mathematics – Probability
Scientific paper

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Functional large deviations for multivariate regularly varying random walks

Mathematics – Probability
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Ruin probabilities under general investments and heavy-tailed claims

Economy – Quantitative Finance – Risk Management
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Support theorems for the Radon transform and Cramér-Wold theorems

Mathematics – General Mathematics
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Profile ID: LFWR-SCP-P-211270

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