Projects per year
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Dive into the research topics where Steven Vanduffel is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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OZR3780: Bilateral cooperation within the framework of a joint doctoral project: benchfee for joint PhD VUB - UULM (DE), WILKE Morten
1/06/21 → 31/05/25
Project: Fundamental
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FWOAL984: Belgian Economy Today: A high-frequency data aggregation and visualisation platform for adequate and timely economic analysis
1/11/20 → 31/10/21
Project: Fundamental
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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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A Practical Approach to Quantitative Model Risk Assessment
Bernard, C., Kazzi, R. & Vanduffel, S., 2023, (Accepted/In press) In: Variance (Arlington, Va. Online).Research output: Contribution to journal › Article › peer-review
Open AccessFile16 Downloads (Pure) -
Optimal Multivariate Financial Decision Making
Bernard, C., De Gennaro, L. & Vanduffel, S., 16 May 2023, In: European Journal of Operational Research. 307, 1, p. 468-483 16 p.Research output: Contribution to journal › Article › peer-review
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The impact of correlation on (Range) Value-at-Risk
Bernard, C., De Vecchi, C. & Vanduffel, S., 2023, In: Scandinavian Actuarial Journal.Research output: Contribution to journal › Article › peer-review
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ETF Basket-Adjusted Covariance estimation
Boudt, K., Dragun, K., Sauri, O. & Vanduffel, S., 2022, (Accepted/In press) In: Journal of Econometrics.Research output: Contribution to journal › Article › peer-review
Open Access -
Fair allocation of indivisible goods with minimum inequality or minimum envy
Cornilly, D., Puccetti, G., Rüschendorf, L. & Vanduffel, S., 1 Mar 2022, In: European Journal of Operational Research. 297, 2, p. 741-752 12 p.Research output: Contribution to journal › Article › peer-review
2 Citations (Scopus)
Prizes
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Lloyds Science of Risk Prize
Vanduffel, Steven (Recipient), 2011
Prize: Prize (including medals and awards)
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PRMIA Presents Annual Frontiers in Risk Management Award
Vanduffel, Steven (Recipient), 2014
Prize: Prize (including medals and awards)
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Robert. C. Witt Award
Vanduffel, Steven (Recipient) & Bernard, Carole (Recipient), Aug 2018
Prize: Prize (including medals and awards)
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Robert I. Mehr Award
Vanduffel, Steven (Recipient), Aug 2022
Prize: Prize (including medals and awards)
Activities
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Socioeconomic Mortality Tables for the Belgian Population
Steven Vanduffel (Chair)
7 Feb 2023Activity: Participating in or organising an event › Participation in workshop, seminar
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Actuarial and Financial Mathematics Conference
Steven Vanduffel (Member of programme committee)
7 Feb 2023 → 8 Feb 2023Activity: Participating in or organising an event › Participation in workshop, seminar
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Belgian Financial research Forum
Steven Vanduffel (Chair)
20 Apr 2023 → 21 Apr 2023Activity: Participating in or organising an event › Participation in workshop, seminar
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ASTIN Bulletin (Journal)
Steven Vanduffel (Editor)
15 Jan 2023Activity: Publication peer-review and editorial work › Editorial activity
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Workshop on Dependence Modeling with Applications in Finance, Insurance, and Pensions
Steven Vanduffel (Chair)
11 Sep 2023 → 13 Sep 2023Activity: Participating in or organising an event › Participation in conference
Press/Media
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Vlaming ziet zijn pensioen liever anders uitbetaald: ‘Dit is het laaghangend fruit van het pensioendebat’
27/02/23
1 item of Media coverage
Press/Media: Expert Comment
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Op zoek naar betaalbare meerwaarde voor de oude dag
28/09/20
1 Media contribution
Press/Media: Expert Comment
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De uitgestelde lijfrente kan jonge senioren gemoedsrust voor hun oude dag bezorgen
28/06/20
1 Media contribution
Press/Media: Expert Comment
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Pensioensparen via groepsaankoop zou wereld van verschil uitmaken
18/06/20
1 Media contribution
Press/Media: Expert Comment
Thesis
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Essays on cost efficiency
Author: Chen, J. S., Vanduffel, S., Bernard, C. & Guerry, M., 2015Student thesis: Doctoral Thesis
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Essays on Pricing Derivatives by taking into account volatility and interest rates risk
Author: Vanduffel, S., Rayee, G. & Deelstra, G., 2012Student thesis: Doctoral Thesis
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Wat zorgt voor tevredenheid in de carrières van mannen en vrouwen ?
Author: De Smedt, S., Guerry, M., Van Raemdonck, K. & Vanduffel, S., 2015Student thesis: Master's Thesis