Universitetsparken 5, 2100 København Ø, E/04, Building: 04.1.16
Primary fields of research
Applied Probability with special regards to applications in insurance mathematics, finance and operations research.
Time-inhomogeneous phase-type distributions; matrix oriented approach to life insurance modelling; heavy tailed distributions; Matrix Mittag-Leffler distributions; Multivariate phase-type distributions; diffusion bridge simulation.
Applied Probability and insurance mathematics. Numerical Analysis.
Fields of interest
Same as research areas.