Professor of Applied Probability and Insurance Mathematics
Department of Mathematical Sciences
University of Copenhagen
DK-2100 Copenhagen Ø
My main areas of research are Applied Probability and statistical inference for stochastic processes. I have contributed to fields like risk theory (actuarial science), queueing theory (operations research) and mathematical finance (option pricing) in the area of Applied Probability. In statistical inference I have mainly concentrated on discretely observed Markov processes either being of pure jump type or diffusion processes in both one and higher dimensions.
Photos are from Ilulissat and Saqqaq areas, Greenland