Christian Furrer, industrial PhD student – University of Copenhagen

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28 August 2017

Christian Furrer, industrial PhD student

Newly employed

Christian Furrer has been enrolled as an industrial PhD student at the department in cooperation with PFA Pension. Christian is associated with the research group in Insurance and Economics, and his main supervisor is Professor Mogens Steffensen.

Christian FurrerThe topic of Christian’s research project is Biometric risks in life insurance. His main interest lies in stochastic modeling, estimation, and forecasting of biometric risks in life insurance motivated by specific applications in the industry.

In particular, Christian will study extensions of the classic Markov chain life insurance setting, and he wants to develop tools for inference for Markov jump processes. He is also interested in questions related to credibility theory for the classic Markov chain life insurance setting.

Christian completed his master’s degree on Empirical Bayes credibility for the classic Markov chain life insurance setting in August 2017 here at Department of Mathematical Sciences. His master’s thesis was supervised by Professor Mogens Steffensen and PhD Kristian Buchardt (PFA Pension). Both Steffensen and Buchardt will continue as supervisors for the industrial PhD project, where they are joined by Prof. Niels Richard Nielsen and Adj. Prof. Thomas Møller (PFA Pension).

Christian works in office 04.3.03