06 December 2018

Alexander Sevel Lollike, PhD student

Newly employed

Alexander Sevel Lollike is employed from 1 December 2018 as a PhD student at the Department of Mathematical Sciences as part of the section for Insurance and Economics.

Alexander LollikeAlexander’s PhD advisor is Professor Mogens Steffensen, who also supervised his master thesis entitled "Expected Utility Optimization and Polynomial Approximations".

Alexander will work with the project “Projection of Balances and Benefits in Life Insurance” (ProBaBLI). The project is a collaboration between the Department of Mathematical Sciences, the IT University, and Edlund A/S, and along with Alexander, three other PhD students are affiliated - one from the IT University and two from the Department of Mathematical Sciences, likewise with professor Mogens Steffensen as the supervisor.

Alexander studies valuation of life insurance products, more specifically he considers so-called unit-linked products where the policyholder participates in the financial risk of the contract. A major interest of Alexander is optimal control problems, which arise within the study of unit-linked products.

Alexander works from office 04.3.20