Staff at the Department of Mathematical Sciences – University of Copenhagen

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Christian Furrer

Christian Furrer

Industrial PhD

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 supervisor is Professor Mogens Steffensen (UCPH), but I am also supervised by Adjunct Professor Thomas Møller, PhD Kristian Buchardt (both PFA Pension), and Professor Niels Richard Hansen (UCPH).

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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.

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