My main research interests lies in modelling, estimation and market-consistent valuation in life insurance and pensions. The phd project will have a strong focus on the interplay between methods from applied probability and classic actuarial mathematics arising when solving various problems in life insurance and pensions.
My supervisors are Professor Mogens Bladt and Professor Mogens Steffensen.
For further information: visit my personal webpage here.
Primary fields of research
Applied probability and life insurance mathematics.
Projection models in life insurance based on simulation; matrix oriented approach to life insurance models.