I am a professor in Finance and Insurance at Solvay Business School (Brussels). My research topics pertain to the fields of insurance and financial mathematics/economics. 

I was awarded the Robert I. Mehr Award (2022), the Robert C. Witt Award (2018), the Redington Prize (2015), the PRMIA Award for new frontiers in Risk Management (2014), the Johan de Witt Prize (2012), the SCOR-EGRIE Young Economist Best Paper Award (2011), and the Lloyds Science of Risk Prize (2011). 

I am member of the editorial board of Astin Bulletin as well as an associate editor with European Actuarial Journal and Dependence Modeling. 

• CORNILLY, D., PUCCETTI, G., RUSCHENDORF, L., VANDUFFEL, S.   (2021).  Fair Allocation of indivisible goods with minimum inequality or minimum envy criteria. European Journal of Operational Research.
• BERNARD, C., RUSCHENDORF, L., VANDUFFEL, S., WANG, R. (2017). Risk bounds for factor models. Finance and Stochastics.
• BERNARD, C., RUSCHENDORF, L., VANDUFFEL, S. (2017).  Value-at-Risk bounds with variance constraints. Journal of Risk and Insurance (received the 2018 Robert. C. Witt award).
• BERNARD, C., CHEN, J.S., VANDUFFEL, S. (2015). Rationalizing investors' choices. Journal of Mathematical Economics.  
• BERNARD, C., BOYLE, P.P., VANDUFFEL, S. (2014). Explicit Representation of cost-efficient strategies. Finance (received the Johan de Witt Prijs).