PFA Pension
Biographical Sketch: Thomas Møller is chief analyst at PFA Pension and adjunct professor in insurance mathematics at the University of Copenhagen. He is working with fair valuation models and principles and with cash flow projections in life and pension insurance. This work includes mortality investigation studies and models for mortality improvements.
He has co-authored the book “Market-Valuation Methods in Life and Pension Insurance”, published by Cambridge University Press, and was awarded the David Garrick Halmstad Prize twice for papers published in 2002 and in 2008. His earlier academic research has been focusing on applying theories for incomplete financial market in the analysis of integrated insurance and financial risks. He has published scientific papers in various journals such as Finance and Stochastics, Insurance: Mathematics and Economics, Scandinavian Actuarial Journal, ASTIN Bulletin and North American Actuarial Journal.