04 June 2013

Ninna Reitzel Jensen - PhD student

New PhD student

Ninna Reitzel Jensen is employed as a PhD student at the Department of Mathematical Sciences from April 1, 2013. She is part of the research group “Mathematical and Statistical Methods in Insurance and Finance”, and she is affiliated to the ACTULUS project.

Ninna Reitzel Jensen ACTULUS is joint work between the Department of Mathematical Sciences, the IT University and the IT company Edlund A/S, and the project is supported financially by  The Danish National Advanced Technology Foundation.

Ninna is working with time-inconsistent (utility)optimization problems arising from optimal consumption, investment and insurance choice in continuous time. She studies interesting relations to continuous-time recursive utility, and she hopes that her work can ultimately result in concrete recommendations to policy holders.

Ninna’s principal PhD supervisor is Mogens Steffensen who also supervised her Master’s thesis. She has her Bachelor's and Master's degree from this department, and in her Master’s thesis “On the Theory of Life Insurance Decisions under Recursive Utility”, she has already worked with time-inconsistent optimization problems in a simple survival model.

Ninna is seated in office 04.3.20