Theodor Henningsen, PhD student
Theodor Henningsen started 1 May 2024 as a PhD student in the Section for Insurance and Economics.
Theodor is from Denmark and holds both a bachelor’s and a master’s degree in actuarial mathematics from the University of Copenhagen. During his master’s degree, he studied one semester abroad at ETH Zürich. His broad range of interests includes option pricing, Bayesian machine learning, and statistics, particularly accurate risk estimation.
His master’s thesis, titled 'Asymptotic theory in statistics for multi-state models,' was concerned with proving asymptotic properties of the Nelson-Aalen estimator using the theory of empirical processes. Martin Bladt supervised him during the thesis and will continue as the principal supervisor in the PhD project.
During his PhD, Theodor will work on heavy-tailed time series, particularly exploring their asymptotic behaviour. Additionally, the project aims to incorporate kernel smoothing techniques for estimation of conditional tail indices.
During his studies Theodor has served as actuarial student at P+, Pensionskassen for Akademikere, for nearly three years. He has served as teaching assistant in Skade1 and SkadeStok. In addition, Theodor worked as student reserving actuary and since January 1st, 2024, as Reserving actuary at Tryg Insurance.
You can meet Theodor in office 04.4.03.