Professor of Actuarial Finance and Statistics at the University of Copenhagen
Jostein Paulsen received his Phd in Statistics from the University of Bergen, Norway in 1983. After a few years in an insurance company he returned to the University of Bergen, where he became a full professor in 1995. In 2009 he moved to the University of Copenhagen, where he is at present.
Jostein has been a regular instructor in the Master of Financial Mathematics Program at the University of Chicago for more than 10 years, teaching statistics and risk management for the last 7 years.
His research interests have varied; it started with multivariate time series, but after working in insurance business the interest shifted to probabilistic modeling of insurance solvency issues (ruin theory), and optimal control theory. His main contributions have been on the interplay between insurance and financial risk. Recently he has focussed on statistical issues related to insurance, and is currently writing a two-volume book about statistical methods in non-life insurance.