Selected Publications
- FELICIANGELI, M., KERKHOF, J., VANDUFFEL, S. (2025) Socio-Economic Mortality Curves: The Belgian Case.
- ANTHROPELOS, M., CHEN, A., VANDUFFEL, S., WILKE, M. (2023). Linear Risk Sharing in Intergenerational Pension. Scandinavian Actuarial Journal.
- CHEN, A., WILKE, M., VANDUFFEL, S. (2024) Optimal Payoffs under Smooth Ambiguity. Forthcoming in European Journal of Operational Research.
- PESENTI, S., VANDUFFEL, S. (2024). Optimal Transport Divergences induced by Scoring Functions. Forthcoming in Operations research Letters
- BERNARD, C., JUNIKE, J., VANDUFFEL, S. (2024). Cost-efficient Payoffs under Model Ambiguity. Forthcoming in Finance & Stochastics.
- BERNARD, C., PESENTI, S., VANDUFFEL, S. (2023). Robust distortion risk measures. Mathematical Finance (OPEN ACCESS)
- BOUDT, K., DRAGUN, K., SAURI, O., VANDUFFEL, S. (2022). ETF Basket-Adjusted Covariance estimation. Journal of Econometrics (OPEN ACCESS).
- RUSCHENDORF, L., VANDUFFEL, S. (2020). On the Construction of Optimal Payoffs. Decisions in Economics and Finance.
- BERNARD, C., CHEN, J.S., VANDUFFEL, S. (2015). Rationalizing investors' choices. Journal of Mathematical Economics.
