Names ending in -sson are Swedish in origin (or Icelandic). Names ending in -sen are Norwegian or Danish (but -ssen is always Norwegian). Finnish is not related to any of those languages and the most common last names in Finland end in -nen.
Ah, you switched two countries, that's why I was confused. Your source has Korhonen in Finland and Andersson in Sweden, as I suggested. And in Iceland, there aren't really common last names because there aren't last names. You simply take your father's first name and slap on -sson or -dottir (Björnsson = son of Björn, Arnadóttir = daughter of Arne, etc.). The telephone directory is arranged by profession (yes, seriously).