Anna Kamille Petersen, PhD student
Anna Kamille Petersen was employed as a PhD student at the department on 1 August 2019. She is working with the ProBaBLI project and the Section for Insurance and Economics.
Anna holds a bachelor’s and a master’s degree in Actuarial Mathematics from this department. She graduated in July 2019 with her master thesis entitled “Analysis and Calculation of Prospective Reserves - where payments depend on the reserve and a reserve-dependent Markov process” under the supervision of Professor Mogens Steffensen.
Anna is assigned to the project “Projection of Balances and Benefits in Life Insurance” (ProBaBLI), which is a collaboration between the Department of Mathematical Sciences, the IT University, and Edlund A/S. Along with Anna, three other students are affiliated - one from the IT University and two from the Department of Mathematical Sciences. They all have Mogens Steffensen as their PhD supervisor.
The aim of the project is to develop a calculation platform that makes projection-based calculations of the balance of life insurance companies based on stochastic scenarios. Research related to this project takes its onset in how to combine deterministic differential methods with simulation and the study of forward-backwards differential equations in a life insurance context.
You can find Anna in office 04.3.20