Jeffrey Collamore
Professor at Københavns Universitet - University Of Copenhagen
Based in Copenhagen, Denmark
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Seniority
Staff
Department
Education
Location
Copenhagen
Industry
Research
Company size
13K
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j•••••••@ku.dk
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Background
About Jeffrey Collamore
Research interests are in the general areas of financial and insurance mathematics; particularly, mathematical and statistical modeling, stochastic simulation, and quantitative risk management. Specialties: Specific interests include: large deviations methods, especially for higher dimensional problems; statistical aspects of large deviation theory; risk estimation; Harris recurrent Markov chains; rare event simulation and importance sampling; insurance-based methods for risk management; financial time series modeling.
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