Hi again scotman. I'll be honest instead of politically correct, shall I: I had never heard the expression and yet I immediately understood what it meant, during the fraction of a second that passed before I read your explanation. The Finnish do drink, beat their families up and top themselves to a higher degree than the rest of the Nordic peoples.
I googled the expression 'Finnish suicide' in Swedish (finskt självmord) and Firefox only came up with 5 search results, one of which referenced one of the Wallender books. Considering the meager results, I would guess that the expression is a Mankell invention. One that is probably intended to denote a cynical attitude in the person who speaks it...? ...but that - sadly - makes immediate sense.
Here's a treat for you: A Mankell stamp. The bullet holes are "real", i.e. the paper really is riddled with actual holes, neat huh. It isn't just Mankell that's honoured this way, it's five other Swedish crime writers as well. The article says that in addition to the portraits of the writers the stamps also show various symbols for police work (helicopters, cars et cetera) and the engravers have been instructed to hide certain messages in micro-writing somewhere in the images. The criminal, however, is always absent...
http://www.dn.se/kult...art-du-vill-1.1134653
I'm about to turn my computer in (no pun intended:) for service so if you should ask some follow-up question I won't see it for a number of days now, but I'll have a look here once it's back home again:)