Rasmus Vester Munkner, Industrial PhD student

Rasmus is Danish and holds a master’s degree in actuarial mathematics (Cand. Act.) from UCPH, awarded in January 2025. His master’s thesis, supervised by Munir Eberhardt Hiabu, was titled “On Nonparametric Isotonic Regression and Model Calibration”.

Rasmus is employed in collaboration with the insurance company If Skadeforsikring. His PhD project has the title “Understanding Vulnerability to Water-related Hazards at a Local Scale through the Use of Machine Learning and Geospatial Data”.

“The research aims to find ways to ingest geospatial data into machine learning models to improve the predictive capabilities of insurance ratemaking structure, particularly for water-related risks on property insurance. We are also interested in finding better ways to express and quantify uncertainty in relation to future weather-related claims over both short- and long timescales,” says Rasmus.

Rasmus’s research interests are regression in low-signal-to-noise environments, probabilistic forecasting, partially monotonic learning, and survival analysis. His previous employment includes teaching at TalentcampDK, serving as a student instructor at MATH, and working as a student worker at the insurance company Topdanmark (now part of If).

“Since I graduated in January, I have been preparing for the industrial PhD project at Topdanmark, mostly focusing on preparing the industrial PhD application and preparing data sources for the project”, says Rasmus.

You can find Rasmus in office 04.0.04.