Jamaal Ahmad, PhD student
Jamaal is employed as a PhD student at the Department of Mathematical Sciences from 1 January 2020. He is associated with the section for Insurance and Economics under the supervision of Prof. Mogens Bladt and Prof. Mogens Steffensen.
Jamaal has a master’s degree in Actuarial Mathematics from this department. He graduated in September 2019 with the thesis “Elimination of Path Dependencies for Projection of Cash Flows in Multi-State Life Insurance”, written in an industrial collaboration with PFA Pension and supervised jointly by prof. Mogens Steffensen, PhD Kristian Buchardt (PFA Pension) and PhD student Christian Furrer.
The thesis considered a simulation-based approach to valuation of life insurance liabilities using a combination of simulating scenarios on financial markets and solving ordinary differential equations characterizing conditional expectations in each scenario.
Between graduating and starting on his PhD, Jamaal has been employed as a research assistant at the department where he has continued his work from the thesis.
Jamaal's main research interests lie in modelling, estimation and market-consistent valuation in life insurance and pensions. His research 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.
Jamaal works in office 04.3.20