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., 2022, (Accepted/In press) In : Variance (Arlington, Va. Online).Research output: Contribution to journal › Article
Open AccessFile2 Downloads (Pure) -
A model-free approach to multivariate option pricing
Bernard, C., Bondarenko, O. & Vanduffel, S., Jul 2021, In : Review of Derivatives Research. 24, 2, p. 135–155 21 p.Research output: Contribution to journal › Article
1 Citation (Scopus) -
When do two- or three-fund separation theorems hold?
Bernard, C., De Vecchi, C. & Vanduffel, S., 2021, In : Quantitative Finance. 21, 11, p. 1869-1883 15 p.Research output: Contribution to journal › Article
Open Access -
On the computation of Wasserstein barycenters
Puccetti, G., Rüschendorf, L. & Vanduffel, S., 1 Mar 2020, In : Journal of Multivariate Analysis. 176, 16 p., 104581.Research output: Contribution to journal › Article
5 Citations (Scopus) -
Optimal Insurance in the Presence of Multiple Policyholders
Bernard, C., Liu, F. & Vanduffel, S., Dec 2020, In : Journal of Economic and Behavioral Optimization. 180, 1, p. 638-656 19 p.Research output: Contribution to journal › Article
2 Citations (Scopus)
Prizes
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Lloyds Science of Risk Prize
Steven Vanduffel (Recipient), 2011
Prize: Prize (including medals and awards)
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PRMIA Presents Annual Frontiers in Risk Management Award
Steven Vanduffel (Recipient), 2014
Prize: Prize (including medals and awards)
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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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SCOR-EGRIE Young Economist Best Paper Award
Steven Vanduffel (Recipient), 2012
Prize: Prize (including medals and awards)
Activities
- 3 Editorial activity
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ASTIN Bulletin (Journal)
Steven Vanduffel (Editor)1 Jan 2018 → …Activity: Publication peer-review and editorial work › Editorial activity
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Dependence Modelling (Journal)
Steven Vanduffel (Editor)1 Jan 2014 → …Activity: Publication peer-review and editorial work › Editorial activity
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European Actuarial Journal (Journal)
Steven Vanduffel (Editor)1 Jan 2010 → …Activity: Publication peer-review and editorial work › Editorial activity
Thesis
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An overview of models used in credit risk portfolio management
Author: Van Raemdonck, S. & Vanduffel, S., 2014Supervisor: Vanduffel, S. (Promotor)
Student thesis: Master's Thesis
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An overview of models used in credit risk portfolio management
Author: Van Raemdonck, S. & Vanduffel, S., 2014Supervisor: Vanduffel, S. (Promotor)
Student thesis: Master's Thesis
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Artificiële intelligentie in financiële markten.
Author: Schouterden, K. L., May 2021Supervisor: De Moor, L. (Promotor) & Vanduffel, S. (Jury)
Student thesis: Master's Thesis
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Assessment of the Potential Entry of a Belgian Insurance Company in the Dutch Commercial Non-Life Market Through Underwriting Agencies.
Author: Jonckheere, Q. & Vanduffel, S., 2019Supervisor: Vanduffel, S. (Promotor) & Kazzi, R. (Jury)
Student thesis: Master's Thesis
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Beleggen in tijden van crisis. Presteren gemengde beleggingsfondsen die geen referentie-index hanteren te alle tijden beter dan gemengde beleggingsfondsen die dit wel doen?
Author: De Wit, J., Vanduffel, S., Cole, V. & De Wit, J., 2011Supervisor: Vanduffel, S. (Promotor), Cole, V. (Jury) & De Wit, J. (Jury)
Student thesis: Master's Thesis