[Senast uppdaterad/Last update 4 Feb. 2025].

   Artiklar/Papers.

   - Zakrisson H., Lindholm M. (2025). A tree-based varying coefficient model.

       Accepted in Computational Statistics.

   - Lindholm M., Palmquist J. (2024). Black-Box Guided GLM Building With Non-life Pricing Applications.

       Accepted in Annals of Actuarial Science, 18(3), 675-691.

   - Fahrenwaldt M., Furrer C., Eberhardt Hiabu M., Huang F., Hytting Jørgensen F., Lindholm M., Loftus J., Steffensen M., Tsanakas A. (2024).

       Fairness: plurality, causality, and insurability.

       European Actuarial Journal, 14, 317-328.

   - Lindholm M., Nazar T. (2024). On Duration Effects in Non-Life Insurance Pricing.

       European Actuarial Journal, 11, 809–832.

   - Lindholm M., Richman R., Tsanakas A., Wüthrich M.V. (2024). What is Fair? Proxy Discrimination vs. Demographic Disparities in Insurance Pricing.

       Scandinavian Actuarial Journal, 2024(9), 935-970.

   - Lindholm M., Richman R., Tsanakas A., Wüthrich M.V. (2024). A Multi-Task Network Approach for Calculating Discrimination-Free Insurance Prices.

       European Actuarial Journal, 14, 329–369.

   - Lindholm M., Lindskog F., Palmquist J. (2023). Local bias adjustment, duration-weighted probabilities, and automatic construction of tariff cells.

       Scandinavian Actuarial Journal, 2023(10), 946–973.

   - Lindholm M., Palmborg L. (2022). Efficient use of data for LSTM mortality forecasting.

       European Actuarial Journal, 12, 749–778.

   - Bodnar T., Lindholm M., Niklasson V., Thorsén E. (2022). Bayesian portfolio selection using VaR and CVaR.

       Applied Mathematics and Computation, 427, 127120.

   - Lindholm M., Zakrisson H. (2022). A collective reserving model with claim openness.

       ASTIN Bulletin, 52(1), 117-143.

   - Lindholm M., Richman R., Tsanakas A., Wüthrich M.V. (2022). Discrimination-free insurance pricing.

       ASTIN Bulletin, 52(1), 55-89.

   - Andersson P., Lindholm M. (2022). A note on pandemic mortality rates.

       Scandinavian Actuarial Journal, 2022(3), 269-278.

   - Delong Ł., Lindholm M., Wüthrich M.V. (2022). Collective reserving using individual claims data.

       Scandinavian Actuarial Journal, 2022(1), 1-28.

   - Delong Ł., Lindholm M., Wüthrich M.V. (2021). Gamma mixture density networks with expectation-maximization algorithm.

       Insurance: Mathematics and Economics, 101, 240-261.

   - Bodnar T., Lindholm M., Thorsén E., Tyrcha J. (2021). Quantile-based optimal portfolio selection.

       Computational Management Science, 18, 299-324.

   - Delong Ł., Lindholm M., Wüthrich M.V. (2021). Making Tweedie's compound Poisson model more accessible.

       European Actuarial Journal, 11, 185-226.

   - Palmborg L., Lindholm M., Lindskog F. (2021). Financial position and performance in IFRS 17.

       Scandinavian Actuarial Journal, 2021(3), 171-197.

   - Lindholm M., Verrall R., Wahl F., Zakrisson H. (2020). Machine learning, regression models, and prediction of claims reserves.

       CAS E-Forum, Summer.

   - Andersson P., Lindholm M. (2020). Mortality forecasting using a Lexis based state space model.

       Annals of Actuarial Science, 15(3), 519-548.

   - Lindholm M., Verrall R. (2020). Regression based reserving models and partial information.

       Insurance: Mathematics and Economics, 94, 109-124.

   - Muhinyuza S., Bodnar T., Lindholm M. (2020). A test on the location of the tangency portfolio on the set of feasible portfolios.

       Applied Mathematics and Computation, 386, 125519.

   - Lagerås A.N., Lindholm M. (2020). How to ask sensitive multiple choice questions.

       Scandinavian Journal of Statistics, 47(2), 397-424.

   - Lindholm M., Lindskog F., Wahl F. (2020). Estimation of conditional mean squared error of prediction for Claims triangle reserving.

       Annals of Actuarial Science, 14(1), 93-128.

   - Lindholm M., Wahl F. (2020). Finite sample size bounds on the variance estimator in non-Gaussian general linear models.

       Metrika, 83(2), 243-254.

   - Wahl F., Lindholm M., Verrall R. (2019). The collective reserving model.

       Insurance: Mathematics and Economics, 87, 34-50.

   - Lindholm M., Lindskog F., Wahl F. (2017). Valuation of non-life liabilities from claims triangles.

       Risks, 5(3), 39.

   - Lindholm M. (2017). A Note on the connection between some classical mortality laws and proportional frailty.

       Statistics & Probability Letters, 126, 76-82.

   - Engsner H., Lindholm M., Lindskog F. (2016). Insurance valuation: a computable multi-period cost-of-capital approach.

       Insurance: Mathematics and Economics, 72, 250-264.

   - Lagerås A.N., Lindholm M. (2016). Issues with the Smith-Wilson method.

       Insurance: Mathematics and Economics, 71, 93-102.

   - Britton T., Lindholm M., Turova T. (2011). A dynamic network in a dynamic population: asymptotic properties.

       Journal of Applied Probability, 48, 1163-1178.

   - Lindholm M., Vallier T. (2010). On the degree of a fixed vertex in some growing networks.

       Statistics and Probability Letters, 81, 673-677,

   - Britton T., Lindholm M. (2010). Dynamic random networks in dynamic populations.

       Journal of Statistical Physics, 139, 518-535.

   - Britton T., Lindholm M. (2009). The early stage behaviour of a stochastic SIR epidemic with term-time forcing.

       Journal of Applied Probability, 46, 975-992.

   - Deijfen M., Lindholm M. (2009). Growing networks with preferential deletion and addition of edges.

       Physica A, 388, 4297-4303.

   - Lagerås A.N., Lindholm M. (2008). A note on the component structure in random intersection graphs with tunable clustering.

       The Electronic Journal of Combinatorics, 15(1), #N10.

   - Britton T., Deijfen M., Lagerås A.N., Lindholm M. (2008). Epidemics on random graphs with tunable clustering.

      Journal of Applied Probability, 45, 743-756. 

   - Lindholm M. (2008).  On the time to extinction for a two-type version of Bartlett's epidemic model.

       Mathematical Biosciences, 212(1), 99-108.

   - Lindholm M., Britton T. (2007). Endemic persistence or disease extinction: the effect of separation into sub-communities.

       Theoretical Population Biology, 72(2), 253-263.

   Tekniska rapporter/Technical reports.

   - Lindholm M., Richman R., Tsanakas A., Wüthrich M.V. (2024). Sensitivity-Based Measures of Discrimination in Insurance Pricing.

       Available at SSRN: https://ssrn.com/abstract=4897265.

   - Lindholm M., Lindskog F. (2024). Broms och gas i inkomstpensionssystemet.

       Stockholm University Research Reports in Mathematical Statistics, 2024:9.

   - Lindholm M., Wüthrich M.V. (2024). The Balance Property in Insurance Pricing.

       Available at SSRN: https://ssrn.com/abstract=4925165.

   - Andersson P., Lindholm M. (2023). Mortality Forecasting using Variational Inference.

       Available at arXiv: https://arxiv.org/pdf/2305.15943.pdf.

   - Delong Ł., Lindholm M., Zakrisson H. (2023). On Cyclic Gradient Boosting Machines.

       Available at SSRN: https://ssrn.com/abstract=4352505.

   - Lindholm M., Richman R., Tsanakas A., Wüthrich M.V. (2022). A Discussion of Discrimination and Fairness in Insurance Pricing.

       Available at SSRN: https://ssrn.com/abstract=4207310.

   - Sigmundsdóttir J., Lindholm M. (2017). One-Year Non-Life Solvency II Risk Calculations for Point Process Micro Models: Methods and Applications.

       Stockholm University Research Reports in Mathematical Statistics, 2017:10.

   - Andersson H., Lindholm M. (2013). On the relation between the Smith-Wilson method and integrated Ornstein-Uhlenbeck processes.

       Stockholm University Research Reports in Mathematical Statistics, 2013:1.

   - Gustafsson E., Lagerås A.N., Lindholm M. (2012). Simulation based claims reserving in general insurance.

       Stockholm University Research Reports in Mathematical Statistics, 2012:9.