| Modelling dependence with copulas P Embrechts, F Lindskog, A McNeil Rapport technique, Département de mathématiques, Institut Fédéral de …, 2001 | 2180 | 2001 |
| Multivariate extremes, aggregation and dependence in elliptical distributions H Hult, F Lindskog Advances in Applied probability 34 (3), 587-608, 2002 | 356 | 2002 |
| Common Poisson shock models: applications to insurance and credit risk modelling F Lindskog, AJ McNeil ASTIN Bulletin: The Journal of the IAA 33 (2), 209-238, 2003 | 334 | 2003 |
| Kendall’s tau for elliptical distributions F Lindskog, A McNeil, U Schmock Credit risk: Measurement, evaluation and management, 149-156, 2003 | 303 | 2003 |
| Regular variation for measures on metric spaces H Hult, F Lindskog Publications de l'Institut Mathématique 80 (94), 121-140, 2006 | 209 | 2006 |
| Risk and portfolio analysis: Principles and methods H Hult Springer, 2012 | 196 | 2012 |
| Extremal behavior of regularly varying stochastic processes H Hult, F Lindskog Stochastic Processes and their applications 115 (2), 249-274, 2005 | 126 | 2005 |
| The grouped t-copula with an application to credit risk S Daul, EG De Giorgi, F Lindskog, A McNeil Available at SSRN 1358956, 2003 | 123 | 2003 |
| Functional large deviations for multivariate regularly varying random walks H Hult, F Lindskog, T Mikosch, G Samorodnitsky | 121 | 2005 |
| Regularly varying measures on metric spaces: Hidden regular variation and hidden jumps F Lindskog, SI Resnick, J Roy | 114 | 2014 |
| Linear correlation estimation F Lindskog Preprint, ETH Zürich, 2000 | 82 | 2000 |
| Modelling dependence with copulas and applications to risk management F Lindskog Swiss Federal Institute of Technology Zurich, 2000 | 78 | 2000 |
| Modelling dependence with copulas F Lindskog RiskLab Report, ETH Zurich, 2000 | 71 | 2000 |
| Support theorems for the Radon transform and Cramér-Wold theorems J Boman, F Lindskog Journal of theoretical probability 22, 683-710, 2009 | 63 | 2009 |
| Multivariate extremes and regular variation for stochastic processes F Lindskog ETH Zurich, 2004 | 57 | 2004 |
| Extremal behavior of stochastic integrals driven by regularly varying Lévy processes H Hult, F Lindskog | 54 | 2007 |
| Importance sampling of injected powers for electric power system security analysis M Perninge, F Lindskog, L Soder IEEE Transactions on Power Systems 27 (1), 3-11, 2011 | 47 | 2011 |
| On regular variation for infinitely divisible random vectors and additive processes H Hult, F Lindskog Advances in Applied Probability 38 (1), 134-148, 2006 | 43 | 2006 |
| Insurance valuation: A computable multi-period cost-of-capital approach H Engsner, M Lindholm, F Lindskog Insurance: Mathematics and Economics 72, 250-264, 2017 | 37 | 2017 |
| Heavy-tailed insurance portfolios: buffer capital and ruin probabilities H Hult, F Lindskog Cornell University Operations Research and Industrial Engineering, 2006 | 35 | 2006 |
