Curriculum vitae

• Associate Professor,  University of Copenhagen; Denmark, 2023-

• Postdoc, University of Copenhagen; Denmark, 2022

• Senior SNF researcher, University of Lausanne; Switzerland, 2020-2022

• Specialist Pricing Actuary, Vaudoise Assurances; Switzerland, 2021

• Lecturer, University of Lausanne; Switzerland, 2019-2020 & 2021

Education

Doctorate, University of Lausanne; Switzerland, 2017-2020

Dissertation: Statistics of extremes, matrix distributions and applications to non-life insurance modeling. 

Supervisor: Hansjörg Albrecher.

Master's degree, University of Copenhagen; Denmark, 2015-2017

Dissertation: Reverse-Martingale Characterisations of Symmetric Laws. 

Supervisor: Steffen Lauritzen.

Bachelor's degree, National Autonomous University of Mexico; Mexico, 2012-2015

Dissertation: Levy Processes and Excursion Theory.

Supervisor: José Luis Pérez Garmendia.

Awards

1. GAUSS Actuarial Award. GAUSS-Nachwuchspreis Actuarial Award prize for PhD dissertation, June 2021.

2. SCOR Actuarial Award. First prize for PhD dissertation, August, 2020.

3. Prix de la Faculte. Faculty award from the University of Lausanne for PhD dissertation, January 2021.

4. Gabino Barreda Medal. Best performance for Bachelor studies in Mathematics, May 29, 2018.

5. Mathematical Olympiad. First place in the 23rd Federal District Mexican Mathematical Olympiad, held on May 18, 2009 (age 15).

Reviewing

I have served as a reviewer for the following journals:

Scandinavian Journal of Statistics; Scandinavian Actuarial Journal; Insurance, Mathematics & Economics; Bernoulli; Extremes; Quantitative Finance; TEST; European Actuarial Journal; ASTIN Bulletin: The Journal of the IAA; Journal of Statistical Software; Statistics and Computing; Stochastic Models; Methodology and Computing in Applied Probability; Risks.

I have served as a book reviewer for Springer.

PhD students

1. Extreme values under censorship.  Doctorate by Christoffer Kinttof Øhlenschlæger. University of Copenhagen, 2023-

2. Statistical methods in insurance. Doctorate by Alaric Müller (co-supervised by Hansjörg Albrecher). University of Lausanne, 2021-

MsC Students

1. Conditional Aalen–Johansen estimation. Master thesis by Theodor Rødding Henningsen. University of Copenhagen, 2023.

2. Expert Kaplan–Meier estimation. Master thesis by Kristian Vilhelm Dinesen. University of Copenhagen, 2023.

3. Phase-type dimension selection. Master thesis by Bjørn Oleon Gillin. University of Copenhagen, 2023.

4. Phase-type dimension selection. Master thesis by Christian Johannes López Friis. University of Copenhagen, 2023.

5. Reserving through informed censoring. Master thesis by Sean Kristian Cheah Wernbecker (co-supervised by Munir Hiabu). University of Copenhagen, 2023.

6. Penalised likelihood methods for phase-type dimension selection. Master thesis by Alaric Müller (co-supervised by Hansjörg Albrecher). University of Lausanne, 2021.

7. Bivariate phase-type modeling of joint lives. Master thesis by Quentin Ruel (co-supervised by Hansjörg Albrecher). University of Lausanne, 2021.

Organization

1. Scandinavian Actuarial Conference, University of Copenhagen, 2023-2024.

2. International PhD course in extremes, University of Copenhagen, 2023.

Consulting