New Face: Åsmund Hausken Sande
From : Norway
Start date: 16.10.21
Section: 3 - Risk and Stochastics
Link to homepage coming soon
I will be joining UiO as a PhD-student working under the SCROLLER project supervised by Kristina Rognlien Dahl. The project will study the connections between stochastic analysis, risk theory, and machine learning. My master thesis was mainly concerned with the pricing of life insurance policies with stochastic pay-outs based on forward rates within the Heath-Jarrow-Morton framework.