3 February 2022

Oliver Lunding Sandqvist, industrial PhD student

Newly employed

Oliver Lunding Sandqvist enrolled as an industrial PhD student at the department in cooperation with PFA Pension on 1 February 2022.

Oliver Lunding Sandqvist

Oliver is part of the Section for Insurance and Economics, and his main supervisor is Professor Mogens Steffensen. Lars F.B. Henriksen from PFA is his company supervisor.

The Department of Mathematical Sciences has received support from the Innovation Fund Denmark for Oliver’s industrial PhD project. The project is entitled "Loss of ability to work: insurance and prevention".

The project intends to develop new mathematical life insurance models as well as statistical estimation methods based on information that can be observed in real-time. This is in contrast to current models, which are based on information that is only partially observable in real-time.

Oliver is particularly interested in modeling in life insurance due to the discipline's close interplay between probability theory, statistics and practical application.

Oliver holds a Bachelor’s and Master’s degree in Actuarial Mathematics from this department. He graduated in June 2021 with the thesis "Transaction time models in life insurance" under the supervision of Christian Furrer and Kristian Buchardt, who continue as co-supervisor and company supervisor on the PhD project, respectively.

This is the third business PhD collaboration between the department and PFA Pension, as both Christian Furrer and Kristian Buchardt have previously been students in similar collaborations.

You can meet Oliver in the office 04.4.05.