PhD stipends in Statistics and the mathematics of Insurance and Economics [closing 15.11.20]

Страна: Дания;

Город: Copenhagen

Добавлена: 25.10.2020

Работодатель: Department of Mathematical Sciences, Faculty of Science, University of Copenhagen

Тип: PhD position;

Для кого: For lecturers;

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Дедлайн подачи: 15.11.2020


The department has about 50 permanent scientific staff members; around 45 PhD students and 35 postdocs. It has strong research groups in many areas of mathematics, and active PhD, postdoc, and visitor's programs. Our building is located in central Copenhagen next to the central park Fælledparken. You can find more information about the department on its homepage

You can find more information about the PhD program on the homepage

Further information about working at Copenhagen University can also be obtained from

All applicants entering the PhD program through this call will be affiliated with one of the two sections Insurance and Economics or Statistics and Probability Theory. You can find description of each of these sections at the Department research homepage.

There will be a limited number of free PhD stipends in all areas of mathematics not attached to specific projects. You are welcome to contact any member of the department to discuss specific research projects.

In addition, there will be PhD stipends available in:

  • interface of time series analysis and multivariate extreme value theory with emphasis on heavy-tailed distributions with Thomas Mikosch.
  • multivariate responses, dependence structures and partial observations (contact S. Ditlevsen,
  • time-series of functional data, e.g., daily observations of curves and surfaces (contact H. Sørensen,

The two latter stipends are parts of the EU-funded Innovative Training Network EPOC: Economic Policy in Complex Environments, which aims at advancing the state-of-the-art and the applicability of computationally intensive methods for decision and policy analysis and at using these methods in the domains of climate change and innovation. Both will deal with development of advanced methods for statistical inference and for prediction in complex dynamic environments with endogenous regime changes and for the design and estimation of complex agent-based models. 

Job description

The position is available for a 3-year period and your key tasks as a PhD student at SCIENCE are:

  • To manage and carry through your research project
  • Attend PhD courses
  • Write scientific articles and your PhD thesis
  • Teach and disseminate your research
  • To stay at an external research institution for a few months, preferably abroad
  • Work for the department

Formal requirements
Applicants should hold an MSc degree in Actuarial Mathematics, Mathematics-Economics, or Statistics with good results and good English skills. As criteria for the assessment of your qualifications emphasis will also be laid on previous publications (if any) and relevant work experience.


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