Supervision and Teaching

• Andrea Aveni. University of Copenhagen, May 2025–

Doctoral students

• Statistics for counting processes.  Doctorate by Rasmus Frigaard Lemvig (co-supervised by Mogens Steffensen). University of Copenhagen, May 2025–

• Empirical methods for censored and extreme data.  Doctorate by Theodor Rødding Henningsen (co-supervised by Thomas Mikosch). University of Copenhagen, May 2024–

• Extreme values under censorship and probabilistic forecasting.  Doctorate by Christoffer Kinttof Øhlenschlæger (co-supervised by Thomas Mikosch). University of Copenhagen, 2023–

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

Master students

• Machine learning for survival and multi-state models. Rasmus Frigaard Lemvig, University of Copenhagen, 2024.

• Statistics for heavy tailed time series. Master thesis by Laurits Glargaard, University of Copenhagen, 2024.

• Asymptotic theory in statistics for multi-state models. Master thesis by Theodor Rødding Henningsen. University of Copenhagen, 2023.

• Asymptotic theory for the Kaplan–Meier estimator with expert information. Master thesis by Kristian Vilhelm Dinesen. University of Copenhagen, 2023.

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

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

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

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

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

Course Responsible

• Statistics for Insurance (second part, block II, 2024/25). UCPH, Copenhagen.

• Statistics for Insurance (first part, block I, 2024/25). UCPH, Copenhagen.

• Probability and stochastic processes (2021/22). UNIL, Switzerland.

• Insurance analytics: statistical machine learning (2019/20). UNIL, Switzerland.

• Stochastic integration (2015/16, with Fernando Baltazar). UNAM, Mexico.

Teaching assistant