Jesper Lund Pedersen

Jesper Lund Pedersen

Associate Professor

ORCID: 0000-0003-2308-5548

I work with applied probability, mainly in the area of finansial mathematics and insurance mathematics

Primary fields of research

  • (Non-linear) optimal stopping problems
  • (Non-linear) stochastic control problems
  • Detection problems and stochastic filtering
  • Multivariate point processes

Teaching

  • Stochastic processes in life insurance
  • Continuous time finance
  • Optimal stopping 
  • Levy processes

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