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). Previously he was Assistant Professor at the KULeuven (2006-2008) and Associate Professor at Vrije Universiteit Brussel (2009-2012).   

His research topics are in the field of actuarial and financial mathematics with a current emphasis on the optimal design of derivatives, model risk assessment 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, Journal of Risk and Insurance, Journal of Applied Probability, European Journal of Operational Research.  

He was awarded 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).