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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Projects
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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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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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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
2 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) -
Range Value-at-Risk bounds for unimodal distributions under partial information
Bernard, C., Kazzi, R. & Vanduffel, S., Sep 2020, In : Insurance: Mathematics and Economics. 94, 1, p. 9-24 15 p.Research output: Contribution to journal › Article
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The minimum regularized covariance determinant estimator
Boudt, K., Rousseeuw, P. J., Vanduffel, S. & Verdonck, T., Feb 2020, In : Statistics and Computing. 30, 1, p. 113-128 16 p.Research output: Contribution to journal › Article
7 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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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
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Blockchain in the insurance industry: a theoretical framework of opportunities
Author: El Nasire, Y. & Vanduffel, S., 2019Supervisor: Vanduffel, S. (Promotor) & Coenen, L. (Jury)
Student thesis: Master's Thesis