I will have skied..... or I will have been skiing

They are both correct, there is a very slight difference in nuance.

In the first one it's over, that particular skiiing session will have finished, there may well be more in the future but he's not skiing right now. In the second one he may well still be skiing for some time after.

The difference is so slight that it's not really that important.

The first one suggests the person has been down a hill / slope three times.

Your second option indicates the person has been on three ski trips - which could mean anything from no times down the hill to many many times down the hill.

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At least those are the differences if you are talking to a skiier.