Teaching

Doctoral students

Empirical methods for censored and extreme data. Doctorate by Theodor Rødding Henningsen. University of Copenhagen, May 2024–
Extreme values under censorship and probabilistic forecasting. Doctorate by Christoffer Kinttof Øhlenschlæger. 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