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Steven Vanduffel is an Associate Professor at the Vrije Universiteit Brussel (VUB). Prior to joining the VUB he was holding a position as Assistant Professor at the KULeuven (2006-2008). 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 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 Risk and Insurance, Applied Mathematical Finance, Insurance, Mathematics & Economics, Stochastic Models, Journal of Applied Probability, European Journal of Operational Research, International Journal of Theoretical and Applied Finance, Statistics & Probability Letters, Journal of Computational and Applied Mathematics, Scandinavian Actuarial Journal, Journal of Pension Economics and Finance and North American Actuarial Journal.
