Julie Bjørner Søe, research assistant
Julie is employed from 15. October 2020 as a research assistant in the section for Insurance and Economics.
Julie holds a bachelor’s and a master’s degree in Actuarial Mathematics from this department. She graduated in September 2020 with the thesis entitled “Optimal consumption and investment decisions under state-varying relative risk aversion” under the supervision of Mogens Steffensen.
The thesis studied the optimization of future consumption by controlling consumption, investments and life insurance premium in a household and presented a solution for the case where relative risk aversion with respect to consumption varies with the state or the person. Julie will work with an extension of this problem and generalize the results from the thesis to a more complex setting.
Julie is assigned to the project “Projection of Balances and Benefits in Life Insurance” (ProBaBLI), which is a collaboration between the Department of Mathematical Sciences, the IT University, and Edlund A/S.
You can meet Julie in office 04.3.20