Hampus Engsner


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

About me

I am a PhD student in insurance mathematics


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.
  • 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.

Last updated: December 1, 2018

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