Research output per year
Research output per year
Personal profile
Short presentation
My main research interests lies in modelling, estimation and market-consistent valuation in life insurance and pensions. The phd project will have a strong focus on the interplay between methods from applied probability and classic actuarial mathematics arising when solving various problems in life insurance and pensions.
My supervisors are Professor Mogens Bladt and Professor Mogens Steffensen.
For further information: visit my personal webpage here.
Primary fields of research
Applied probability and life insurance mathematics.
Current research
Projection models in life insurance based on simulation; matrix oriented approach to life insurance models.
CV
CV can be obtained from my personal webpage.
Education/Academic qualification
PhD, Actuarial Mathematics, University of Copenhagen
1 Jan 2020 → 12 Mar 2023
Award Date: 12 Mar 2023
Actuarial Mathematics, Master, University of Copenhagen
1 Sep 2017 → 18 Sep 2019
Award Date: 18 Sep 2019
Actuarial Mathematics, Bachelor, University of Copenhagen
1 Sep 2014 → 3 Jul 2017
Award Date: 3 Jul 2017
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Aggregate Markov models in life insurance: estimation via the EM algorithm
Ahmad, J. & Bladt, M., 2024, In: Scandinavian Actuarial Journal. 2024, 6, p. 533-560Research output: Contribution to journal › Journal article › Research › peer-review
File3 Downloads (Pure) -
Estimating absorption time distributions of general Markov jump processes
Ahmad, J., Bladt, M. & Bladt, M., 2024, In: Scandinavian Journal of Statistics. 51, 1, p. 171-200Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile1 Citation (Scopus)7 Downloads (Pure) -
Aggregate Markov models in life insurance: Properties and valuation
Ahmad, J., Bladt, M. & Furrer, C., 2023, In: Insurance: Mathematics and Economics. 113, p. 50-69Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile1 Citation (Scopus)39 Downloads (Pure) -
Matrix methods in multi-state life insurance
Ahmad, J., 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.Research output: Book/Report › Ph.D. thesis › Research
File -
Phase-type representations of stochastic interest rates with applications to life insurance
Ahmad, J. & Bladt, M., 2023, In: European Actuarial Journal. 13, p. 571–606Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile19 Downloads (Pure) -
Computation of bonus in multi-state life insurance
Ahmad, J., Buchardt, K. & Furrer, C., 2022, In: ASTIN Bulletin: The Journal of the IAA. 52, 1, p. 291-331Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile4 Citations (Scopus)83 Downloads (Pure) -
Multivariate higher order moments in multi-state life insurance
Ahmad, J., 2022, In: Scandinavian Actuarial Journal. 2022, 5, p. 399-420Research output: Contribution to journal › Journal article › Research › peer-review
Open Access1 Citation (Scopus)