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.
Senior SNF researcher, University of Lausanne; Switzerland — 2020-Present
My main areas of research are applied probability and statistics, actuarial applications, time series analysis and scientific software development. Supervised two master theses.
Specialist Pricing Actuary, Vaudoise Assurances; Switzerland — 2021
I was involved in the development, benchmarking and updating non-life insurance products within different lines of business.
Lecturer, University of Lausanne; Switzerland — 2019-2020 & 2021-present
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.
Teaching assistant — 2015-2020
I have been teaching assistant for the following courses:
- Probability and stochastic processes, Risk theory; University of Lausanne, Switzerland.
- Summer School in Actuarial Science; University of Lausanne and MAPFRE, Panama.
- Statistics II, Advanced Probability II, Bayesian Statistics; University of Copenhagen, Denmark.
- Introduction to Statistics for Ph.D. students; Technical University of Denmark, Denmark.
- Stochastic Integration; National Autonomous University of Mexico, Mexico.
Doctorate, University of Lausanne; Switzerland — 2017-2020
Dissertation: Statistics of extremes, matrix distributions and applications to non-life insurance modeling. Supervisor: Hansjörg Albrecher.
Master degree, University of Copenhagen; Denmark — 2015-2017
GPA: 11.8/12. Dissertation: Reverse-Martingale Characterisations of Symmetric Laws (grade 12/12). Supervisor: Steffen Lauritzen.
Bachelor degree, National Autonomous University of Mexico; Mexico — 2012-2015
GPA: 10/10. Dissertation: Levy Processes and Excursion Theory (defended with honors). Supervisor: José Luis Pérez Garmendia.
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.
First place in the 23rd Federal District Mexican Mathematical Olympiad, held on May 18, 2009 (age 15).
Fluent in: Spanish, English, Danish. Also good knowledge of: 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.
Societies and Journals
Danish Society for Theoretical Statistics
Member since 2016.
I have served as a reviewer for the following journals:
- Scandinavian Journal of Statistics.
- Scandinavian Actuarial Journal.
- European Actuarial Journal.
- ASTIN Bulletin: The Journal of the IAA.
- Stochastic Models.
- Methodology and Computing in Applied Probability.
Conferences and Seminars
- Mathematical Statistics Seminar at Stockholm University. Stockholm, Sweden (online). December 1, 2021. Talk: Matrix regression: models, algorithms and applications.
- Czech Society of Actuaries Seminar at Charles University. Prague, Czech Republic. November 19, 2021. Talk: Phase-type regression models.
- Workshop on copula time series. Lausanne, Switzerland. November 9, 2021. Talk: Time series models with infinite-order partial copula dependence.
- GSU seminar in Insurance and Financial Mathematics. Atlanta, USA. October 29, 2021. Talk: Phase-type regression.
- Conference in honor of Jan Beirlant. Leuven, Belgium. September 30 - October 1, 2021.
- European Young Statisticians Meeting 2021. Athens, Greece (online). September 6-10, 2021. Talk: Matrix Mittag-Leffler distributions and modeling heavy-tailed risks.
- HEC Actuarial Science conference 2021. Fafleralp, Switzerland (online). August, 2021. Talk: Phase-type regression models.
- The 24th International Congress on Insurance: Mathematics and Economics. University of Illinois Urbana-Champaign and the Pennsylvania State University, Ulm University and the University of New South Wales (online). July 5-9, 2021. Talk: Fractional Inhomogeneous Multi-state Models in Life Insurance.
- Extreme Value Analysis 2021, Edinburgh, Scotland (online). June 28 - July 2, 2021. Talk: Phase-type distributions for Insurance pricing.
- Lausanne-Lyon University meeting 2021. Lausanne Switzerland (online). June 14, 2021.
- Virtual Workshop on New Challenges in the Interplay between Finance and Insurance. October 27-30, 2020. Oberwolfach, Germany (online). Talk: Time series copula models using d-vines and v-transforms.
- Lausanne-Lyon University meeting 2020. Lyon, France. June 3, 2020.
- ETH seminar in Insurance and Financial Mathematics. Zurich, Switzerland. May 14, 2020. Talk: Time series copula models with v-transforms: an alternative to GARCH modelling.
- Online conference in actuarial science, data science and finance 2020. Lyon, France. April 28-29, 2020.
- Actuarial and Financial Mathematics Conference: Interplay between Finance and Insurance, Brussels, Belgium, 6-7 February 2020. Talk: Matrix Mittag-Leffler distributions and modeling heavy-tailed risks.
- Lausanne-Lyon University meeting 2020. Lyon, France. January, 2020.
- Lausanne-Lyon University meeting 2019. Lausanne, Switzerland. July, 2019.
- Third International Congress on Actuarial Science and Quantitative Finance. Manizales, Colombia. June, 2019. Talk: Combined Tail Estimation Using Censored Data and Expert Information.
- Perspectives in Actuarial Risks in Talks of Young researchers 2019. Sibiu, Romania. April 14-19, 2019. Talk: Combined Tail Estimation Using Censored Data and Expert Information.
- Lausanne-Lyon University meeting 2019. Lyon, France. January, 2019. Talk: Combined Tail Estimation Using Censored Data and Expert Information.
- European Actuarial Journal Conference 2018. Leuven, Belgium. September, 2018. Talk: A Perturbed-likelihood method for censored and large claims.
- HEC Actuarial Science PhD conference 2018. Fafleralp, Switzerland. August, 2018. Talk: A Ratcheting Dividend Strategy in Risk Theory.
- 10th meeting in Actuarial Science and Finance. Samos, Greece. May 30 to June 3, 2018. Talk: A Ratcheting Dividend Strategy in Risk Theory.
- HEC Actuarial Science PhD conference 2017. Fafleralp, Switzerland. August, 2017. Talk: Reverse-martingale characterisations of exchangeable distributions.
- Two-day meeting of the Danish Society of Theoretical Statistics. Aalborg, Denmark. October 25-26, 2016.
- Applied Probability Symposium. Ilulissat, Greenland. August 1–3, 2016.
- When Probability Meets Computation. In honour of Guy Latouche’s retirement. Villa Toeplitz, Varese, Italy. June 6-8, 2012.
- 32nd International summer school (2019) of the Swiss Association of Actuaries on: Insurance Data Science: Use and Value of Unusual Data. 12-16 August 2019, University of Lausanne, Switzerland. Scientific directors: Arthur Charpentier and Jean-Philippe Boucher.
- 31st International summer school (2018) of the Swiss Association of Actuaries on: Insurance Analytics, a Primer. 13-17 August 2018, University of Lausanne, Switzerland. Scientific directors: Michel Denuit and Julien Trufin.
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 modelling of joint lives. Master thesis by Quentin Ruel (co-supervised by Hansjörg Albrecher). University of Lausanne, 2021.
- Involved in the formulation of the 2021 Swiss Association of Actuaries Hackathlon, 2021.
Project in Statistics
- Markov Modelling of Dynamical Systems. Supervised by Robyn Stuart. 2016.
Projects in probability
- Stochastic Integration in Finance and Risk Theory. Supervised by Jostein Paulsen. 2016.
- Point Processes in Applied Probability. Supervised by Thomas Mikosch. 2016.
- Probabilistic Symmetry. Supervised by Steffen L. Lauritzen. 2016.