Steven Vanduffel is Professor in Finance and Insurance at Vrije Universiteit Brussel (VUB). By training he has MSc degrees in mathematics and actuarial sciences from the KULeuven and a PhD from the University of Amsterdam (2005). Previously he was Assistant Professor at the KULeuven (2006-2008) and Associate Professor at Vrije Universiteit Brussel (2009-2012).
His research topics are in the field of actuarial and financial mathematics with a current emphasis on the valuation of insurance claims, the optimal design of derivatives and the modeling of stochastic dependence. He has published in actuarial and (financial) mathematics journals including Journal of Banking and Finance, Journal of Mathematical Economics, Journal of Risk and Insurance, Journal of Applied Probability, Stochastic Models, European Journal of Operational Research, Insurance, Mathematics & Economics, Quantitative Finance, International Journal of Theoretical and Applied Finance, Statistics & Probability Letters, European Journal of Finance, Journal of Computational and Applied Mathematics, Scandinavian Actuarial Journal, Journal of Pension Economics and Finance and North American Actuarial Journal.
He was awarded the Redington Prize (2015, with C. Bernard and J.S. Chen), the PRMIA Award for new frontiers in Risk Management (2014, with C. Bernard), the Johan de Witt Prize (2012, with C. Bernard and P.P. Boyle), the SCOR-EGRIE Young Economist Best Paper Award (2011, with C. Bernard) and the Lloyds Science of Risk Prize, (2011, with J. Dhaene, A. Tsanakas and E. Valdez).