Steven Vanduffel's personal website

Steven Vanduffel is an Associate Professor in Risk Management 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 in econometrics from the University of  Amsterdam (2005).

His current research topics are in the field of actuarial and financial risk management with an emphasis on valuation techniques, Asset & Liability Management, risk aggregation, the design of structured products and credit risk.

Part of his research has been published in leading actuarial and financial mathematics journals and he has also written articles for, or has been quoted by, business oriented journals and newspapers.