PhD Position in Statistics and the Mathematics of Insurance and Economics

University of Copenhagen Department of Mathematical Sciences

Denmark

PhD stipends in Statistics and the mathematics of Insurance and Economics

A number of attractive PhD stipends in statistics and the mathematics of insurance and economics are available at Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 

The starting date for the stipends is in September 2021 or as soon as possible thereafter.

Your application and all supporting documents must be submitted no later later than 15 November 2020.

About the Department of Mathematical Sciences

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 https://www.math.ku.dk/english.

You can find more information about the PhD program on the homepage https://www.math.ku.dk/english/programmes/ph.d/.

Further information about working at Copenhagen University can also be obtained from https://ism.ku.dk/.

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, susanne@math.ku.dk).
  • time-series of functional data, e.g., daily observations of curves and surfaces (contact H. Sørensen, helle@math.ku.dk).

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.

Terms of employment

The position is covered by the Memorandum on Job Structure for Academic Staff.

Terms of appointment and payment accord to the agreement between the Ministry of Finance and The Danish Confederation of Professional Associations on Academics in the State.

The starting salary is currently at a minimum DKK 331,125 (approx. €43,750) including annual supplement (+ pension at a minimum DKK 53,811). Negotiation for salary supplement is possible.

Integrated MSc and PhD Scheme

The position is also available for candidates who are (or are eligible to be) enrolled at one of the faculty’s master Actuarial Mathematics, Mathematics-Economics, or Statistics. The duration of the integrated programme depends on the amount of credits that you have passed on your MSc programme. For further information about the study programme please see: www.science.ku.dk/phd, “Study Structures”.

Scholarship and terms of employment for integrated MSc and PhD

PhD grant portions (Ph.D.SU klip)

In the period up to the completion of the MSc programme (up to three years), the student is entitled to so-called PhD grant portions. The grant portions are financed by the grant donor but not by the Danish State Educational Grant and Loan Scheme Agency (as is the case for the ordinary study grant portions on the BSc and MSc programmes). They are called PhD grant portions because this kind of remuneration is regulated and described in the Executive Order on the State Educational Grant and Loan Scheme in Denmark (SUbekendtgørelsen), and because the value of a PhD grant portion corresponds to the value of an ordinary Danish study grant portion. Students are awarded 48 PhD grant portions during the period of their MSc and PhD studies.

48 PhD grant portions at DKK 6,243 each, corresponding to DKK 299,664 (approx. €39,955).

'Duty work'

As a supplement to the PhD grant portions, the student may, in accordance with the collective agreement of the Danish Confederation of Professional Associations (AC), be offered 'duty work'. In the period up to the completion of the MSc programme, students performing 'duty work' are paid by the hour. UCPH has decided to offer students on integrated MSc and PhD schemes 150 hours of 'duty work' per year during Part A of the programme (until two years of the combined programme of study remain). 'Duty work' during Part A if it has a duration of three years: 450 hours at a rate of DKK 219.79 (+ 12.5% holiday pay), corresponding to DKK 111,267 (approx. €14,835)

For further information about Part A please see: https://www.science.ku.dk/english/research/phd/studystructure/integratedphd/

Salary in accordance with the collective agreement with the Danish Confederation of Professional

Associations (AC)

In the period after the completion of the MSc programme, the student is employed as a PhD scholar and is remunerated in accordance with the collective agreement with the Danish Confederation of Professional Associations (AC). The scheme is arranged in such a way that students graduate from the MSc programme at a time when there are two years left of the integrated programme. For this reason, the salary must be paid for a period of two years in accordance with the collective agreement with the Danish Confederation of Professional Associations (AC). The amounts specified include a supplement locally agreed upon as well as pension contributions: Salary as a PhD scholar: 24 months at a rate of DKK 32,078 (including pension contributions and supplement), corresponding to DKK 769,873 (approx. €102,650).

Interview

Selected applicants might be asked to visit our department for an interview. The department will cover all (reasonable) expenses in connection with the interview.

Application Procedure

The application, in English, must be submitted electronically by clicking APPLY NOW below.

About your application

To apply you need to fill out and submit the online application form and upload the required files. Please read the instructions and the miniguide carefully before applying. 

Please include

  • Cover Letter, describing the topic of the PhD project you are interested in and detailing your motivation and background for applying for the specific PhD project.
  • CV
  • Diploma and transcripts of records (BSc and MSc)
  • Acceptance Letter for the relevant MSc Programme at SCIENCE, if any
  • Other information for consideration, e.g. list of publications (if any),
  • 1-3 reference letters (if any)

The University wishes our staff to reflect the diversity of society and thus welcomes applications from all qualified candidates regardless of personal background.

The deadline for applications is 15 November 2020, 23:59 GMT +1.

Applications or supplementary material received thereafter will not be considered

After the expiry of the deadline for applications, the authorized recruitment manager selects applicants for assessment on the advice of the Interview Committee. Afterwards an assessment committee will be appointed to evaluate the selected applications. The applicants will be notified of the composition of the committee and the final selection of a successful candidate will be made by the Head of Department, based on the recommendations of the assessment committee and the interview committee.

The main criterion for selection will be the research potential of the applicant and the above mentioned skills. The successful candidate will then be requested to formally apply for enrolment as a PhD student at the PhD school of Science. You can read more about the recruitment process at https://employment.ku.dk/faculty/recruitment-process/.

General information about PhD programmes at SCIENCE is available at https://www.science.ku.dk/phd.

APPLY NOW

Part of the International Alliance of Research Universities (IARU), and among Europe’s top-ranking universities, the University of Copenhagen promotes research and teaching of the highest international standard. Rich in tradition and modern in outlook, the University gives students and staff the opportunity to cultivate their talent in an ambitious and informal environment. An effective organisation – with good working conditions and a collaborative work culture – creates the ideal framework for a successful academic career.

Info

Application deadline: 15-11-2020
Employment start: 01-09-2021
Working hours: Full time
Department/Location: Department of Mathematical Sciences


In your application, please refer to Polytechnicpositions.com

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