The actor died on Thursday in Australia after a four-year battle with kidney disease. His family said on Facebook that he chose to end his dialysis treatment on Sunday.
"To all his friends, fans, customers and family members: thank you. You made his life richer and more meaningful than you could ever imagine," his family wrote in a post.
Kjell Nilsson was originally a weightlifter before he made several films.
"Kjell was a wonderful person who inspired many as a strength coach. He loved the 'Mad Max' fans and his role in the film," his representative Chris Carbaugh told TMZ.
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