Simon E. Nielsen - PhD student

From January 1, 2013 Simon Ellersgaard Nielsen has been employed as a PhD student at Department of Mathematical Sciences. He is associated with the research group in Insurance and Economics and he is connected to the HIPERFIT project.

His research pertains to the optimization of some of the key financial decisions people encounter in a lifetime - such as the acquisition of insurance (which is notoriously difficult to hedge via traded financial securities) and real estate (which faces the problem of comparative illiquidity). More concretely, he is interested in establishing a grander unification of the conventional approaches to these questions, viz. stochastic control and operations research methodology.  

Prior to joining the University of Copenhagen, he spent six years in the United Kingdom, where the following titles were obtained (in chronological order): Master of Physics and Philosophy, Master of Advanced Study [in applied mathematics] and Master of Science [in risk management and financial engineering]. Even if this seems slightly excessive on the Master front, he assures that he has no immediate intentions of pursuing more than one or two doctorates.  

Simon is in office 3.03.