Welcome to the homepage of
I am an Industrial Ph.D. student at the Laboratory of Actuarial Mathematics, University of Copenhagen and Codan Insurance. My thesis supervisors are Thomas Mikosch and Jens Perch Nielsen.
Codan Insurance
Gammel Kongevej 60
DK-1790 Copenhagen V
E-mail: "tbl at math.ku.dk" (University), "tbl at codan.dk" (Codan Insurance)
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Occupational |
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| 2006 – | Business Researcher and Industrial Ph.D student in Commercial Business Intelligence, Codan Insurance |
| 2003 – 2005 | Business Researcher in RSA Research, Codan Insurance and Royal & SunAlliance. |
| 2002 – 2003 | Junior Business Researcher in RSA Research. |
| 2000 – 2002 | Student employment in AP Pension (part-time during studies). |
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Education |
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| 2000 – 2003 | Master student in Actuarial Science at the University of Copenhagen (cand.act. 2003). |
| 1997 – 2000 | B.Sc. student in Actuarial Science at the University of Copenhagen (B.Sc. 2000). |
| 1997 | General Certificate of Education, Sankt Annæ Gymnasium, Copenhagen, Denmark. |
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Visits to foreign research institutions |
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| 6.1.03 – 18.1.03 | Universitat de Barcelona, Dept. Econometrics, Professor Montserrat Guillen |
| 18.5.03 – 31.5.03 | Universitat de Barcelona, Dept. Econometrics, Professor Montserrat Guillen |
| 25.5.04 – 26.5.04 | Risk Workshop, University of Oxford, England |
Buch-Kromann, T., 2009, "Comparison of Tail Performance of the Champernowne transformed Kernel Density Estimator and the Generalized Pareto Distribution", to appear.
Buch-Kromann, T. and Nielsen, J. P., 2009, "Multivariate Density Estimation using Dimension Reducing Information and Tail Flattening Transformations for Truncated or Censored Data", to appear.
Buch-Kromann, T., Guillen, M., Linton, O. and Nielsen, J. P., 2009, "Multivariate Density Estimation using Dimension Reducing Information and Tail Flattening Transformations", to appear.
Nielsen, J. P. and Buch-Kromann, T., 2007, "Multivariate Density Estimation using Dimension Reducing Information and Tail Flattening Transformations for Truncated or Censored Data. A summary" , presented at the 56th Session of the International Statistical Institute, 22-29 August, Lisboa 2007.
Buch-Kromann, T., Englund, M., Gustafsson, J., Nielsen, J. P. and Thuring, Fredrik, 2007: "Non-parametric estimation of operational risk losses adjusted for under-reporting", Scandinavian Actuarial Journal, Vol. 4, 2007, p. 293-304. (Winning paper of the Operational Risk & Compliance Achievement Award 2007.
Buch-Kromann, T., 2006 "Claim cost estimation of large insurance losses", Journal of Actuarial Practice, Vol. 13, 2006, p. 199-219. Additional figures
Buch-Larsen, T., Nielsen, J. P., Guillen, M. and Bolance, C., 2005, "Kernel Density Estimation for Heavy-tailed Distributions using the Champernowne Transformation", Statistics, Vol. 39, No. 6, December 2005, p. 503-518
Buch-Larsen, T. , 2005a, ”Estimation of the claim cost in an insurance liability portfolio”, The 27th Symposium in Applied Statistics at University of Southern Denmark, Economic Institute.
Buch-Larsen, T., 2003, ”A unified approach to the estimation of financial and actuarial loss distributions”, Masters thesis, Laboratory of Actuarial Mathematics, University of Copenhagen.
Non-parametric density estimation (spring 2007).
Husband: Matthias Buch-Kromann, Associate Professor in Computational Linguistics at Copenhagen Business School, (name before marriage: Matthias Trautner Kromann)
Children: August and Alma
