Jamaal Ahmad, PhD
Jamaal Ahmad, PhD
- Actuary at Sampension
- Actuarial Finance department
- Tuborg Havnevej 14, DK-2900 Hellerup, Denmark
- Phone: +45 2928 0786
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About:
About:
I am an Actuary at Sampension, Actuarial Finance department, working with valuation and estimation within life, disability and pension insurance.
My full CV is available here.
Papers:
Papers:
Aggregate Markov models in life insurance: estimation via the EM algorithm (with M. Bladt). Scandinavian Actuarial Journal 2024(6):533–560, 2024. Available on arXiv:2212.10661.
Estimating absorption time distributions of general Markov jump processes (with M. Bladt and M. Bladt). Scandinavian Journal of Statistics 51(1), 171-200, 2024.
Aggregate Markov models in life insurance: properties and valuation (with M. Bladt and C. Furrer). Insurance: Mathematics and Economics 113, 50-69, 2023. Received the Best Paper Award within Life/IAALS at ICA2023.
Phase-type representations of stochastic interest rates with applications to life insurance (with M. Bladt). European Actuarial Journal 13, 571–606, 2023.
Multivariate higher order moments in multi-state life insurance. Scandinavian Actuarial Journal 2022(5):399-420, 2022. Available on arXiv:2102.11714.
Computation of bonus in multi-state life insurance (with K. Buchardt and C. Furrer). ASTIN Bulletin 52(1):291-331, 2022. Available on arXiv:2007.04051.
Theses:
Theses:
Matrix methods in multi-state life insurance. PhD Thesis, Department of Mathematical Sciences, University of Copenhagen, December 2022.
Elimination of path dependencies for projection of cash flows in multi-state life insurance. Master's Thesis for the cand.act. degree, Department of Mathematical Sciences, University of Copenhagen, September 2019.
Talks:
Talks:
Matrix metoder i livsforsikring. Members meeting at the Danish Society of Actuaries, Copenhagen, Denmark, February 2024.
Aggregate Markov models in life insurance: properties and valuation. 32nd International Congress of Actuaries (ICA), Sydney, Australia, May 2023. Available on Actuview (login required).
Matrix methods in multi-state life insurance. PhD Defense, Department of Mathematical Sciences, University of Copenhagen, Denmark, March 2023.
Aggregated Markov chain models in life insurance: properties and valuation. Seventh Workshop on Recent Developments in Dependence Modeling with Applications in Finance, Insurance and Pensions, Skala, Agistri, Greece, September 2022.
Statistical inference in an aggregated Markov chain model in life insurance. 5th European Actuarial Journal Conference (EAJ), Tartu, Estonia, August 2022.
Statistical inference in an aggregated Markov chain model in life insurance. Joint Statistical Meetings (JSM), Washington, D.C., USA, August 2022.
Computation of bonus in multi-state life insurance. 57th Actuarial Research Conference (ARC), Champaign, Illinois, USA, August 2022.
Estimating absorption-time distributions of Markov jump processes with piecewise constant transition rates. 25th International Congress on Insurance: Mathematics and Economics (IME), online, July 2022.
Aggregated Markov chain models in life insurance: properties and valuation. IMS Annual Meeting in Probability and Statistics, London, UK, June 2022.
Aggregated Markov chain models in life insurance: properties and valuation. 11th International Conference on Matrix-Analytic Methods in Stochastic Models (MAM), online, June 2022.
Computation of bonus in multi-state life insurance. AFIR-ERM Colloquium of the International Actuarial Association, online, June 2022.
Aggregated Markov chain models in life insurance: properties and valuation. 11th Conference in Actuarial Science & Finance on Samos (CASF), Karlovasi, Greece, May 2022.
Statistical inference in an aggregated Markov chain model in life insurance. 10th International Hybrid Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF), Salerno, Italy, April 2022.
Computation of bonus in multi-state life insurance. IAALS Webinar of the International Actuarial Association, online, March 2022. Available on Actuview (login required).
Multivariate higher order moments in multi-state life insurance. 24th International Congress on Insurance: Mathematics and Economics (IME), online, July 2021. Available on Actuview (login required).
Computation of bonus in multi-state life insurance. Online International Conference in Actuarial Science, Data Science and Finance (OICA), online, April 2020.
Teaching:
Teaching:
Basic Life Insurance Mathematics (Liv1), jointly with M. Bladt. Mandatory course for the Bachelor's degree in Actuarial Mathematics, University of Copenhagen, 2024/25 and 2025/26.
Topics in Life Insurance (Liv2), jointly with M. Bladt. Mandatory course for the Master's degree in Actuarial Mathematics, University of Copenhagen, 2021, 2022, 2024 and 2026.
Projects in the Mathematics of Life Insurance, jointly with C. Furrer. Optional course for the Master's degree in Actuarial Mathematics, University of Copenhagen, 2024.
Matrix metoder i livsforsikring. Course for members of The Danish Soceity of Actuaries, 2024.
Fremregning for gennemsnitsrente: tilstandsvist og tilstandsfrit, jointly with K. Buchardt and C. Furrer. Course for members of The Danish Society of Actuaries, 2022 and 2023.
Advances in Life Insurance Mathematics. Optional course for the Master's degree in Actuarial Mathematics, University of Copenhagen, 2021/22.
Supervision of master's thesis:
Supervision of master's thesis:
Marie Niss & Jens Christian Sebber (with M. Bladt), Aggregate Markov model with stochastic right-censoring with application on real life-insurance data, June 2025.
Mary Rui Ma (with C. Furrer), Disability insurance with public benefits, January 2025.
Freja Lund Fredholm & Louise Krogh Pihl (with C. Furrer), Disability insurance with public benefits, January 2025.
Mathias Torplund Frederiksen (with M. Bladt), Path Dependent Life Insurance Models: A statistical approach to approximation of semi-Markovian valuation using aggregate Markov models, January 2023.
Lasse Peter Ottosen (with M. Steffensen), Comparison of Bonus Computation Methods: State-Dependent & State-Independent, January 2023
Muhammad Abdullah Iqbal (with M. Steffensen), Analysis of projection models with bonus in multi-state life insurance, January 2023.
Nikolaj Vinkel (with M. Bladt), Aggregated Markov Models in Life Insurance: An efficient approach to valuation in path dependent multi-state models, June 2022.
Sophie Elisabeth Gasser (with C. Furrer), Stochastic behavioral rates, June 2022.
Kevin Ma (with M. Steffensen), Computation of Bonus in Multi-State Life Insurance, June 2022.
Longer visits:
Longer visits:
March 2022 - June 2022: Department of Actuarial Science, University of Lausanne, Switzerland.
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