Projects per year
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Projects
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FWOSB73: New Quantitative Methods for Model Risk Assessment in the Banking and Insurance Industry
Vanduffel, S., Bernard, C. & Kazzi, R.
1/11/19 → 31/10/21
Project: Fundamental
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FWOODYS11: Quantitative Risk Management under Scenario Constraints: Risk aggregation, Dependence, and Systemic risk
1/10/16 → 30/09/21
Project: Fundamental
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Research output
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A model-free approach to multivariate option pricing
Bernard, C., Bondarenko, O. & Vanduffel, S., 2020, (Accepted/In press) In : Review of Derivatives Research.Research output: Contribution to journal › Article
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Bounds on Multi Asset Derivatives via Neural Networks
Bernard, C. & De Gennaro, L., 2020, In : International Journal of Theoretical and Applied Finance. 23, 8, 20 p., 2050050.Research output: Contribution to journal › Article
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Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference
Bernard, C. & Muller, A., 2020, In : Dependence Modelling. 8, 1, p. 239-253 15 p.Research output: Contribution to journal › Article
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Optimal Annuity Demand for General Expected Utility Agents
Bernard, C., De Gennaro, L. & Levante, L., 2020, (Accepted/In press) In : Insurance. Mathematics & Economics.Research output: Contribution to journal › Article
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Optimal Insurance in the Presence of Multiple Policyholders
Bernard, C., Liu, F. & Vanduffel, S., 2020, In : Journal of Economic and Behavioral Optimization. 180, 1, p. 638-656 19 p.Research output: Contribution to journal › Article
1 Citation (Scopus)
Prizes
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Robert. C. Witt Award
Steven Vanduffel (Recipient) & Carole Bernard (Recipient), Aug 2018
Prize: Prize (including medals and awards)
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Thesis
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A Literature Review of Art as a Financial Asset: Fine Art Market, Risk and Insurance.
Author: Dagkus, B., 2020Supervisor: Bernard, C. (Promotor) & Cela, M. (Jury)
Student thesis: Master's Thesis
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Blockchain Implementation in the Financial Industry.
Author: Kandroska, M., 2020Supervisor: Bernard, C. (Promotor) & De Vecchi, C. (Jury)
Student thesis: Master's Thesis
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Capital Requirements, Competition and Financial Stability in the UK.
Author: Auliffe, J. F. & Bernard, C., 2019Supervisor: Bernard, C. (Promotor) & De Vecchi, C. (Jury)
Student thesis: Master's Thesis
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Chinese Banking Regulation on Payment Institutions and Its Impact.
Author: Cao, S. & Bernard, C., 2019Supervisor: Bernard, C. (Promotor) & De Vecchi, C. (Jury)
Student thesis: Master's Thesis
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Cyber Insurance: A Market for Lemons.
Author: Cană, L. E. & Bernard, C., 2019Supervisor: Bernard, C. (Promotor) & De Vecchi, C. (Jury)
Student thesis: Master's Thesis