Christian Furrer

e-mail: furrer@math.ku.dk
mobile: +45 30 24 18 15

About

I am a tenure track assistant professor in actuarial mathematics at the Department of Mathematical Sciences, University of Copenhagen.

I conduct research and teach on the interface between actuarial mathematics, probability theory, statistics, and financial mathematics with applications towards especially health and disability insurance. I aim at building bridges between academia and practice, an effort for which I have been awarded the 2019 Gauss Prize.

I chair the Education Committee of the Danish Society of Actuaries, and I am a member of the Education Committees of the Actuarial Assocation of Europe and the International Actuarial Assocation.

Together with Mogens Bladt, I am organizing the Seminar in Insurance and Economics.

My complete Curriculum Vitae is available here.

Recent manuscripts

Aggregate Markov models in life insurance: properties and valuation , with Jamaal Ahmad and Mogens Bladt, 2022

Transaction time models in multi-state life insurance , with Kristian Buchardt and Oliver Lunding Sandqvist, 2022

Expert Kaplan–Meier estimation , with Martin Bladt, 2022

Extension of as-if-Markov modeling to scaled payments , with Marcus C. Christiansen, Insurance: Mathematics and Economics 107, pp. 288–306, 2022

Scaled insurance cash flows: representation and computation via change of measure techniques , Finance and Stochastics 26(2), pp. 359–382, 2022.

InterAct

I am a member of the project frame InterAct. InterAct stands for Interaction in Actuarial Science. The vision for InterAct is to elevate the actuarial research and education activities of the Department of Mathematical Sciences with and towards the industry by creating significant increases in volume, variation, and practical relevance to the benefit of all parties.

Upcoming events

I plan on attending the following conferences:

2023 PARTY, 29 January – 3 February 2023, Valencia, Spain
2023 IME, July 2023, Edinburgh, Scotland.

Open positions

Students who are interested in doing a PhD in actuarial mathematics are encouraged to consult this subpage of the Department of Mathematical Sciences for general information and biannual calls. Please also do not hesitate to contact me if any questions should arise.