Three inaugural lectures

Jesper Andreasen

Jesper Andreasen is appointed adjunct professor of finance. Jesper is Head of Quantitative Research Department of the Danish Markets (Danske Bank). He previously worked for Bank of America, Nordea Markets and Bear Stearns, London.

Danske Bank and Jesper Andreasen are active in the industrial PhD scheme. Furthermore, Danske Bank is one of the industrial partners in HIPERFIT, a six-year computer science financial mathematics project led by the Department of Computer Science with the participation of the MATH group Mathematical and Statistical Methods in Insurance and Economics.

Jesper has taught several courses which are popular among the MATH's own MatØk students and external participants. Jesper is a candidate (Mathematics and Economics) from the University of Aarhus, where he also earned his PhD - degree.

Søren Fiig Jarner

Søren Fiig Jarner is appointed adjunct professor of actuarial mathematics and statistics. Søren is Chief Scientific Officer of ATP, which is one of the Departments main economic partners.

ATP (Denmark's largest pension and social-security services company) employ a large number of candidates especially in the applied disciplines and has been very active in relation to the industrial PhD scheme. Over the course of several PhD programmes, Søren, along with the students, organized and taught elective courses in actuarial mathematics.

Søren is active as a censor of courses and theses in both statistics and actuarial mathematics.

Søren took after his degree in statistics from MATH a PhD from Lancaster University, where he subsequently became associate professor of statistics. In 2002 he returned to Denmark and a career in ATP.

Thomas Møller

Thomas Møller is appointed adjunct professor of actuarial mathematics. Thomas is Head of 'Akturiatet - Innovation' in PFA Pension.

PFA Pension and Thomas Møller are active in the industrial PhD scheme. Thomas has the last 10 years contributed greatly to the study of actuarial mathematics, both as thesis supervisor (has actively co-supervised 12 theses) and external examiner on courses and theses. He has organized and taught elective courses in actuarial mathematics along with doctoral students.

Thomas has his degree in actuarial mathematics from MATH and his PhD degree from the University of Copenhagen.

All three professors have as active industrial researchers published several articles in international journals.

The lectures

• 1:15 p.m. to 2:00 p.m.: Jesper Andreasen: Option Anatomy.
• 2:15 p.m. to 3:00 p.m.: Søren Jarner: Design of collective pension.
• 15.15 to 16.00: Thomas Møller: Market consistent life insurance provisions: Theory, practice and current challenges.
• 4:00 p.m. to 5:00 p.m. Reception.

The lectures will be in Danish and take place in Auditorium 4.