Nils Felix Engler PhD Student
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Contact
Name and title: Nils Felix EnglerPhD Student
Mail: nils.engler@math.su.se
Workplace: Department of Mathematics (incl. Math. Statistics) Länk till annan webbplats.
Visiting address Room E1345Albano hus 1
Postal address Matematiska institutionen106 91 Stockholm
About me
2021/09 - 2026/07: PhD student at the Mathematics Department at Stockholm University supervised by Prof. Filip Lindskog. Work on probability theory, mathematical statistics and machine learning with applications in insurance mathematics.
2014/10 - 2021/05: Bachelor and Master in Mathematics at Technical University Berlin and at Paris Sorbonne (2017/09-2018/02), Thesis: Gibbsianness of locally thinned random fields, supervised by Prof. Benedikt Jahnel (WIAS Berlin) and Prof. Wolfgang König (TU Berlin).
Non-life insurance pricing (2025)
Risk models and reserving in non-life insurance (2024)
Basic insurance mathematics (2023)
I am interested in probability theory, statistics and machine learning with a focus on financial and insurance mathematics. Topics of research include adapted Wasserstein distance, regularisation of CART trees, dividend problems (singular stochastic control) and cost-of-capital valuation of insurance liability cashflows. Another area of interest is mathematical physics including random fields on the lattice and stochastic geometry.
Publications and Preprints:
Bodnariu, A., Engler, N., Rodosthenous, N.: Outrunning the Omega Clock: A Singular Control Problem for Dividend Optimisation with Ruin and Time-in-Distress Default. arXiv: 2601.21705 (2026).
Engler, N., Lindskog, F.: Approximations of multi-period liability values by simple formulas. Insurance: Mathematics and Economics, Vol. 123, 103112 (2025).
Engler, N., Lindholm, M., Lindskog, F., Nazar, T.: Regularisation of CART trees by summation of p-values. arXiv:2505.18769 (2025).
Engler N., Lindskog F.: Mack’s estimator motivated by large exposure asymptotics in a compound poisson setting. ASTIN Bulletin. 54(2): 310-326 (2024).
Engler, N., Jahnel, B. and Külske, C.: Gibbsianness of locally thinned random fields.
Markov Processes and Related Fields, Vol. 28, 185–214 (2022), also available at arXiv:2201.02651 (2022)