PhD in Insurance Mathematics and Statistics. MSc in Statistics. BSc in Mathematics. Passionate about science, with strong technical, theoretical, and interpersonal skills. Born August 21st. 1993, in Aalborg, Denmark.
University of Lausanne, Switzerland.
September 2017– April 2020.
Thesis: Statistics of extremes, matrix distributions and applications in non-life insurance modeling.
Supervisor: Hansjoerg Albrecher.
Copenhagen University, Denmark.
September 2015– July 2017
Grade: 11.8/12.
Thesis: Reverse-Martingale Characterisations of Symmetric Laws. Top grade.
Supervisor: Steffen L. Lauritzen.
Universidad Nacional Autonoma de Mexico, Mexico.
August 2012– July 2015
Top grade.
Thesis: Levy Processes and Excursion Theory. (with honors)
Supervisor: José Luis Pérez Garmendia.
First prize GAUSS Actuarial Award prize for PhD dissertation.
First prize SCOR Actuarial Award for PhD dissertation.
Faculty award from the University of Lausanne for PhD dissertation.
Best performance for Bachelor studies in Mathematics, May 29, 2018.
Markov Modelling of Dynamical Systems. Supervised by Robyn Stuart. 2016.
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.
First place in the 23rd Federal District Mexican Mathematical Olympiad, held on May 18, 2009 (age 15).
Vaudoise Assurances, Switzerland.
April 2021 – Present.
University of Lausanne, Switzerland.
August 2020 – Present.
University of Lausanne, Switzerland.
Aug 2019 – Feb 2020.
Course: Insurance analytics (Statistical machine learning).
University of Lausanne, Switzerland.
Aug 2017 – June 2020.
Courses:
Probability and stochastic processes
Risk theory
University of Lausanne & MAPFRE, Panama.
June 2019.
Course: Summer school in actuarial science
Copenhagen University, Denmark.
Feb 2016 – May 2017.
Courses:
Statistics 2
Advanced probability 2
Bayesian statistics
Technical University of Denmark, Denmark.
Aug 2016 – Nov 2016.
Proof reading: Applied Probability textbook
Course: Introduction to Statistics for Ph.D. students.
Universidad Nacional Autonoma de Mexico, Mexico.
Jan 2015–Aug 2015.
Course: Stochastic integration.
Member since 2016.
Scandinavian Journal of Statistics.
Scandinavian Actuarial Journal.
Insurance, Mathematics and Economics.
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, 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.
Virtual Workshop on New Challenges in the Interplay between Finance and Insurance. October 27-30, 2020. 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, 06-07 February 2020.
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 03, 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. Dates: 12-16 August 2019 Location: 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. Dates: 13-17 August 2018 Location: University of Lausanne, Switzerland Scientific directors: Michel Denuit and Julien Trufin