I am currently a postdoctoral researcher at the University of Lausanne, Switzerland. I hold a PhD in Insurance Mathematics and Statistics, an MSc in Statistics, and a BSc in Mathematics. Science is one of my greatest passions. I was born on August 21st 1993, in Aalborg, Denmark. I have Danish and Mexican citizenship, and residence permit B in Switzerland.
My main areas of research are applied probability and statistics, actuarial applications, time series analysis and scientific software development. Supervised two master theses.
I was involved in the development, benchmarking and updating non-life insurance products within different lines of business.
Taught the course Insurance Analytics, which centers on adapting machine learning methods for insurance applications, such as pricing. Currently teaching Probability and stochastic processes. Both courses are taught for master students in Actuarial Science.
I have been teaching assistant for the following courses:
Dissertation: Statistics of extremes, matrix distributions and applications to non-life insurance modeling. Supervisor: Hansjörg Albrecher.
GPA: 11.8/12. Dissertation: Reverse-Martingale Characterisations of Symmetric Laws (grade 12/12). Supervisor: Steffen Lauritzen.
GPA: 10/10. Dissertation: Levy Processes and Excursion Theory (defended with honors). Supervisor: José Luis Pérez Garmendia.
I am the recipient of the following awards:
GAUSS Actuarial Award. GAUSS-Nachwuchspreis Actuarial Award prize for PhD dissertation, June 2021.
SCOR Actuarial Award. First prize for PhD dissertation, August, 2020.
Prix de la Faculte. Faculty award from the University of Lausanne for PhD dissertation, January 2021.
Gabino Barreda Medal. Best performance for Bachelor studies in Mathematics, May 29, 2018.
Mathematical Olympiad. First place in the 23rd Federal District Mexican Mathematical Olympiad, held on May 18, 2009 (age 15).
Fluent in: Spanish, English. Also good knowledge of: Danish (C1), French (B2-C1).
Proficient in: R, C++, Python. Using TeX and Github.
Co-developer of the “tscopula” R package (available in CRAN), for fitting time series using copulas. Author of the “matrixdist” R/C++ package (available in CRAN), for the efficient use of matrix distributions in applied probability and statistics.
Member since 2016.
I have served as a reviewer for the following journals:
I have served as a book reviewer for the following publishers:
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.