Universitetsparken 5, 2100 København Ø, E/04, Building: 04.3.03
I am a PhD student at SCIENCE through the Innovation Fund Denmark's Industrial PhD programme in an industrial research collaboration between UCPH and PFA Pension. My main supervisors are Professor Mogens Steffensen (UCPH) and PhD Kristian Buchardt (PFA Pension).
Primary fields of research
The topic of my PhD is biometric risks in life insurance. My main research interest lies in stochastic modeling, estimation, and forecasting of biometric risks in life insurance and pension, including but not limited to: extensions of the classic Markov chain life insurance setting, inference for Markov jump processes, and credibility theory. My research goal is to combine theoretical and applied probability theory utlizing the opportunities that I believe emerge in partnerships between academia and industry.