Filip Lundberg | |
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Born | |
Died | 31 December 1965 | (aged 89)
Nationality | Swedish |
Alma mater | University of Uppsala |
Known for | A founder of mathematical risk theory, ruin theory |
Scientific career | |
Fields | Mathematics, Finance |
Institutions | De Förenade, Lif-Victoria |
Ernst Filip Oskar Lundberg (2 June 1876 – 31 December 1965) Swedish actuary, and mathematician. Lundberg is one of the founders of mathematical risk theory and worked as managing director of several insurance companies.
According to Harald Cramér, "Filip Lundberg's works on risk theory were all written at a time when no general theory of stochastic processes existed, and when collective reinsurance methods, in the present sense of the word, were entirely unknown to insurance companies. In both respects his ideas were far ahead of their time, and his works deserve to be generally recognized as pioneering works of fundamental importance."