I am a professor in Finance and Insurance at Vrije Universiteit Brussel (VUB). By training I have MSc degrees in mathematics and actuarial sciences from the KULeuven and a PhD from the University of  Amsterdam (2005).    

My research topics are in the field of actuarial and financial mathematics with a current emphasis on risk assessment under uncertainty, estimation of option implied dependence with applications, and the optimal design of portfolios.    

I have published on these topics in actuarial and (financial) mathematics journals including Finance and Stochastics, Journal of Banking and Finance, Insurance: Mathematics and Economics, Journal of Mathematical Economics, and Journal of Risk and Insurance.    

I was awarded the Robert C. Witt Award (2018, shared with C. Bernard and L. Rueschendorf), 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). I am member of the editorial board of Astin Bulletin as well as an associate editor with European Actuarial Journal and Dependence Modeling.

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