Profiles

Hampus Engsner

Doktorand

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Works at Department of Mathematics (incl. Math. Statistics)
Telephone 08-16 45 07
Email hampus.engsner@math.su.se
Visiting address Kräftriket hus 6
Room 304
Postal address Matematiska institutionen 106 91 Stockholm

About me

I am a PhD student in insurance mathematics

Research

My main research interest is probability theory and stochastic processes, as it pertains to insurance related problems.

Publications and preprints:

  • 2017. Engsner, H., Lindensjö, K., Lindskog, F.:
    The value of a liability cash flow in discrete time subject to capital requirements Submitted.
    Link: http://staff.math.su.se/lindskog/manuscriptELL.pdf
  • 2017. Engsner, H., Lindholm, M., Lindskog, F.:
    Insurance valuation: a computable multi-period cost-of-capital approach
    Insurance Mathematics and Economics: 72C (2017) pp. 250-264.
    Link: http://www.sciencedirect.com/science/article/pii/S0167668716303018?via%3Dihub

Last updated: December 1, 2018

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