PhD students 2000 - 2014

2014

  • Morten Tolver Kronborg (advisors: Mogens Steffensen & Søren Fiig Jarner, ATP and University of Copenhagen). Thesis: Advances in Consumption-Investment Problems with Applications to Pension. 
  • Daniela Egas Santander (advisor: Nathalie Wahl). Thesis: Graph complexes and the moduli space of Riemann surfaces.
  • Alexander Sokol (advisor: Niels Richard Hansen). Thesis: On martingales, causality, identability and model selection. Position: IT Consultant at Schantz A/S, Copenhagen.

2013

  • Yuwei Zhao (advisor: Thomas Mikosch). Thesis: Fourier Analysis of Extremal Events. Position: Postdoc at University of Ulm, Germany.
  • Rasmus Bentmann (advisors: Søren Eilers & Ryszard Nest). Thesis: Contributions to the structure theory of non-simple C-algebras. Position: Scientific employee at Mathematisches Institut,  Georg-August-Universität Göttingen, Germany.
  • Morten Karlsmark (advisor: Rolf Poulsen). Thesis: Four Essays in Quantitative Finance. Erhvervs PhD. Position: Quantitative Analyst at  SEB, Stockholm, Sweden.
  • Angela Klamt (advisor: Nathalie Wahl). Thesis: The complex of looped diagrams and natural operations on Hochschild homology.
  • Kim Petersen (advisor: Jan Philip Solovej). Thesis: The Mathematics of Charged Particles interacting with Electromagnetic Fields.
  • Tim de Laat (advisors: Magdalena Musat & Uffe Haagerup). Thesis: Approximation properties for Lie groups and noncommutative Lp-spaces. Position: Postdoctoral researcher at the Department of Mathematics of KU Leuven, Netherlands.
  • Martin Vincent (advisor: Niels R. Hansen). Thesis: High dimensional multiclass classication with applications to cancer diagnosis. Position: Postdoc at Department of Mathematical Sciences, UCPH.
  • Stella Anevski (advisor: Ryszard Nest). Thesis: Algebraic K-theory of generalized schemes.
  • Toke Nørgård-Sørensen (advisor: Jesper Grodal). Thesis: Homotopy representations of simply connected p-compact groups of rank 1 or 2.
  • Kenneth Bruhn (advisor: Mogens Steffensen). Thesis: Preferences and Design in Insurance and Pensions. Position: Actuary at SEB Pension.
  • Thomas Hjortgaard Danielsen (advisor: Henrik Schlichtkrull). Thesis: Harmonic Analysis on Triple Spaces.
  • Massimiliano Tamborrino  (advisors: S. Ditlevsen/ R. Berg ). Thesis:Neural network connectivity and response latency modelled by stochastic processes. Position: Postdoc at Department of Mathematical Sciences, UCPH.
  • Henrik Petersen (advisor: R. Nest). Thesis: Lˆ2-Betti numbers of locally compact groups. Position: Postdoc at EPF Lausanne.
  • Maria Ramirez-Solano (advisor: E. Christensen). Thesis: Non-Commutative Geometrical Aspects And Topological Invariants Of A Conformally Regular Pentagonal Tiling Of The Plane. Position: Postdoc at the Department of Mathematical Sciences, UCPH. 

2012

  • Sara Arklint (advisor: Søren Eilers). Title of thesis: Classification of nonsimple C*-algebras of real rank zero. Position: Postdoc/administrator, University of Copenhagen.
  • Tarje Bargheer (advisor: Nathalie Wahl). Title of thesis: Cleavage Operads and String Topology of Higher Dimensions. Position: Postdoc at Department of Mathematics & Statistics, University of Melbourne.
  • Emanuele Dotto (advisor: Ib Madsen). Title of thesis: Stable real K-theory and Real Topological Hochschield Homology.
  • Chiara Esposito (advisor: Ryszard Nest). Title of thesis: On the classical and quantum momentum map. Position:
  • Adam P. W. Sørensen (advisor: Søren Eilers). Title of thesis: Semiprojectivity and the geometry of graphs. Position: Postdoc (financed by FNU) at Wollongong University, Australia.
  • Hannes Thiel (advisor: Mikael Rørdam). Title of thesis: On Dimension and Shape Theory for C*-algebras. Position: Postdoc at Universität Münster.

2011

  • >Gabriel Drimus (advisor: Rolf Poulsen). Title of thesis: Volatility of volatility perspectives: Variance Derivatives and other Equity Exotics. Position: Postdoc, Universität Zürich.
  • Rune Johansen (advisor: Søren Eilers). Title of thesis: On flow equivalence of sofic shifts. Position: Postdoc at Department of Mathematical Sciences, UCPH.
  • Phan Thanh Nam (advisor: Jan Philip Solovej). Title of thesis: Contributions to the rigorous study of the structure of atoms. Position: Postdoc at Universite Cergy-Pointoise, Paris.
  • George Maria Napolitano (advisor: Bergfinnur Durhuus). Title of thesis: Infinite random graphs with a view towards quantum gravity. Position:
  • Anne Marie Boiden Pedersen (advisor: Rolf Poulsen). Title of thesis: Optimal financial planning for individual households. Position: Senior analyst at Nykredit.

2010

  • Lisbeth Carstensen (advisors: Michael Sørensen and Niels Richard Hansen). Title of thesis: Hawkes processes and combinatorial transcriptional regulation.  Position: Researcher at Statens Serum Institut, Copenhagen.
  • Esben Masotti Kryger (advisor: Mogens Steffensen). Title of thesis: Five Essays in Life Insurance Mathematics. Position: Analyst, ATP. 

2009

  • Tine Buch-Kromann (advisors: Jens Perch Nielsen and Thomas Mikosch). Title of thesis: Large loss models for general insurance. Position: CODAN Insurance, Copenhagen.
  • Jim Gustafsen (advisors: Jens Perch Nielsen and Rolf Poulsen). Title of thesis: Statistical Modelling of Operational Risk Severity Distributions with Insurance Applications. Position: CODAN Insurance, Copenhagen.
  • Cathrine Jensen (advisor: Rolf Poulsen). Title of thesis: Risk Analyses of Financial Derivatives and Structured Products. Position: Assistant Professor, Copenhagen Business School.
  • Anders Hedegaard Jessen (advisors: Thomas Mikosch and Jens Perch Nielsen). Title of thesis: Claims reserving and other topics in non-life insurance mathematics. Position: Gjensidige Forsikring, Copenhagen.
  • Jens Kaad (advisor: Ryszard Nest). Title of thesis: A calculation of the multiplicative character on higher algebraic K-theory. Position: ??.
  • Kasper Kristensen (advisors: Søren Feodor Nielsen and Martin Jacobsen). Title of thesis: Statistical aspects of heterogeneous population dynamics. Position: Researcher, DTU Aqua, National Institute of Aquatic Resources, Technical University of Denmark.
  • Morten Nalholm (advisor: Rolf Poulsen). Title of thesis: Essays on Hedge Performance and Model Risk. Position: BRF Kredit, Copenhagen.
  • Jonas B. Rasmussen (advisor: Ian Kiming).  Title of thesis: Higher congruences between modular forms. Position: ??.
  • Adam Sierakowski (advisor: Mikael Rørdam). Title of thesis: Discrete crossed product C*-algebras. Position: Associate Research Fellow, University of Wollongong, Australia.
  • Johannes Siven (advisor: Rolf Poulsen). Title of thesis: Risk-minimizing static hedging and other topics in financial risk management. Position: Quantative researcher at Marshall Wace, London.
  • Troels Windfeldt (advisor: Henrik Schlichtkrull). Title of thesis: Computational Aspects of Graph Coloring and the Quillen-Suslin Theorem. Position: Tryg Forsikring.

2008

  • Ali Abdelrahman (advisor: Thomas Mikosch). Title of thesis: Asymptotic theory for the sample autocorrelation and the extremes of stochastic volatility models
  • Anders Gaarde (advisor: Gerd Grubb). Title of thesis: Projections and residues on manifolds with boundary. Position: Forca, Copenhagen.
  • David Kyed (advisor: Ryszard Nest). Title of thesis: L^2-invariants for quantum groups. Position: Assistant professor, SDU (University of Southern Denmark).
  • Rasmus Theis Lange (advisor: Anders Rahbek). Title of thesis: Asymptotic Theory in Financial Time Series Models with Conditional Heteroscedasticity. Position: Assistant Professor at the Department of Biostatistics, University of Copenhagen.
  • Gunnar Restorff (advisor: Søren Eilers). Title of thesis: Classification of non-simple C*-algebras. Position: Associate professor, University of the Faroe Islands.

2007

  • Julie Lyng Forman (advisor: Michael Sørensen). Title of thesis: Statistical inference from diffusion driven models. Position: Assistant Professor, Department of Biostatistics, University of Copenhagen.
  • Esben B. Halvorsen (advisor: Hans-Bjørn Foxby). Title of thesis: Intersection multiplicities and Grothendieck spaces. Position: ??.
  • Elena Pachkova (advisor: Jørgen Tind). Title of thesis: Selected Topics within Non-Parametric Efficiency Measurement. Position: CFO in WPA Mobile (Copenhagen).

2006

  • David Brink (advisor: Christian U. Jensen). Title of thesis: Procyclic Galois Extensions of Algebraic Number Fields. Position: Postdoc at University College Dublin.

2005

  • Mikkel Dahl (advisors: Thomas Møller, Mogens Steffensen and Thomas Mikosch). Title of thesis: On mortality and invetsment risk in life insurance. Position: Director, Deloitte.
  • Anders Tolver Jensen (advisor: Martin Jacobsen). Title of thesis: Inference for Doubly Stochastic Poisson Processes. Position: Associate Professor, Department of Basic Sciences and Environment, University of Copenhagen. 
  • Peter Holm Nielsen (advisors: Thomas Møller, Mogens Steffensen and Hanspeter Schmidli). Title of thesis: Financial Optimization Problems in Life and Pension Insurance. Position: Analyst, PFA Pension.

2004

  • Tommy Bülow (advisor: Christian U. Jensen). Title of thesis: Norms of Units and 4-rank of Class Groups. Position: ??.
  • Toke Meier Carlsen (advisor: Søren Eilers). Title of thesis: Operator Algebraic Applications in Symbolic Dynamics. Position: Professor, NTNU (Trondheim). 
  • Jacob Stordal Christiansen (advisor: Christian Berg). Title of thesis: Indeterminate moment problems within the Askey-scheme. Position: Associate professor, Lunds University, Sweden. 
  • Niels Richard Hansen (advisor: Michael Sørensen). Title of thesis: Markov Controlled Excursions, Local Alignment, and Structure. Position: Professor, University of Copenhagen.
  • Henrik Holm (advisor: Hans-Bjørn Foxby). Title of thesis: Gorenstein homological algebra. Position: Associate professor, Department of Mathematical Sciences, University of Copenhagen. 
  • Sine R. Jensen (advisor: Henrik Schlichtkrull). Title of thesis: Inversion Formulas for the Radon Transform. Position: System Developer at SimCorp.

2003

  • Christina Antonescu [Ivan] (advisor: Erik Christensen). Title of thesis: Metrics on non-commutative spaces. Position: MD Anderson Cancer Center, Houston, Texas.
  • Daniel Straumann (advisor: Thomas Mikosch). Title of thesis: Estimation in conditionally heteroscedastic time series models. Position: RiskMetrics, New York

2002

  • Johannes Aastrup (advisor: Ryszard Nest). Title of thesis: Deformation Quantization of Endomorphism Bundles. Position: Akademischer Rat, Universität Hannover.
  • Anders Juel Frankild (advisor: Hans-Bjørn Foxby). Title of thesis: Cohen-Macaulay local rings and Gorenstein differential graded algebras.
  • Bo Markussen (advisor: Michael Sørensen). Title of thesis: Inference for stochastic partial differential equations and chaos decomposition of the negative binomial process. Position: Associate Professor, Department of Basic Sciences and Environment, University of Copenhagen. 
  • Deimante Rusaityte (advisors: Thomas Mikosch and Vladimir Kalashninkov). Title of thesis: Stability bounds for ruin probabilities. Position: Analysts, London.

2001

  • Kasper K. S. Andersen (advisor: Jesper Michael Møller). Title of thesis: Some computations for the exceptional groups relevant to the classification of p-compact groups. Position: Associate professor, University of Lund, Sweden.
  • Brian Huge (advisor: David Lando). Title of thesis: On Defaultable Claims and Credit Derivatives. Position: Danske Markets. 
  • Mogens Steffensen (advisor: Ragnar Norberg). Title of thesis: Valuation and Control in Life and Pension Insurance. Position: Professor, University of Copenhagen. 

2000

  • Nadia S. Larsen (advisor: Gert Kjærgaard Pedersen). Title of thesis: Semigroup crossed products. Position: Professor, Oslo University. 
  • Thomas Møller (advisor: Ragnar Norberg). Title of thesis: Quadratic hedging approaches and indifference pricing in insurance. Position: Chief Analyst, PFA Pension
  • Helle Sørensen (advisor: Martin Jacobsen). Title of thesis: Inference for Diffusion Processes and Stochastic Volatility Models. Position: Associate Professor, University of Copenhagen.

Note: "Position" may mean "current position", "first position", or "last known position".