Axum is a research project. A real research project, where only ideas from it will end up in products. (Unlike F#, which was productized as a whole.) I'm not even sure the license allows using it to develop production applications.
F# is a fine choice.
Clojure also runs on the CLI, and is a good choice, too.
The CLI port of Scala is currently in the process of being resurrected (with officiall funding from Microsoft, actually), and Scala's Actor libraries (both the built-in one, as well as Akka) are pretty good.
Regarding @wmeyer's comment above: Scala itself doesn't have any provisions for distributed programming. (Neither does Clojure.) Both generally rely on the myriad of Java frameworks that exist for that purpose, such as Terracotta. However, Akka does have Remote Actors for distributed programming, and Akka is largely API-compatible with the built-in Scala Actor library, which allows for a smooth transition.
Erlang would be kind of cool. Kresten Krab Thorup is currently working on Erjang, an Erlang implementation on the JVM, and he has some pretty impressive results: running on HotSpot, Erjang scales comparably to BEAM, sometimes even better. For example, in the (in)famous process-ring benchmark with 10000 processes, Erjang starts up only minimally slower than BEAM, but when you repeat the run several times and the JIT kicks in, it overtakes BEAM after about 3 runs (and curiously, BEAM starts slowing down after 4 runs).
I'm pretty sure you could build an "#rlang" on the DLR and the TPL that performs equally well.