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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).

His research topics are in the field of actuarial and financial mathematics with a current emphasis on the optimal design of portfolios, risk assessment under uncertainty and the modeling of stochastic dependence.    

He has published in actuarial and (financial) mathematics journals including Finance and Stochastics, Journal of Banking and Finance, Journal of Mathematical Economics, and Journal of Risk and Insurance. He is an associate editor with European Actuarial Journal and Dependence Modeling, and member of the editorial board of Astin Bulletin.

He 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).

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