19 April 2023

Phillip Frede Halmsted Olsen, PhD student

Newly employed

Phillip has been employed as a PhD student since 1 April 2023, working with the section Insurance and Economics.

Phillip Frede Halmsted Olsen

Phillip holds a Bachelor’s and a Master’s in Mathematics-Economics from this department. He had worked as a consultant since April 2022, when he graduated, and he is excited to return to the department to pursue a PhD doing research within applied probability. His driving motivation is developing flexible probabilistic and statistical models for heavy-tailed risks.

Phillip wrote his Master’s thesis entitled “Inhomogeneous phase-type distributions and proportional intensities models” under the supervision of Professor Mogens Bladt, who will also be his principal PhD supervisor. Professor Thomas Valentin Mikosch will be his co-supervisor.

The aim of the PhD project is to study how recently developed heavy-tailed extensions of phase-type distributions may generalize current applications of standard phase-type distributions in insurance and finance. Additionally, these extensions will be explored further by means of fractional calculus.

You may find Phillip in office 04.3.20