Bio
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).
His current research topics are in the field of actuarial and financial risk management with an emphasis on valuation techniques, Asset & Liability Management (ALM), risk aggregation, the design of structured products and credit risk.
Part of his research has been published in leading actuarial and financial mathematics journals (Applied Mathematical Finance, Insurance Mathematics & Insurance, Stochastic Models, Journal of Pension Economics and Finance, Journal of Risk and Insurance, Journal of Computational and Applied Mathematics, North American Actuarial Journal) and he has also written articles for, or has been quoted by, business oriented journals and newspapers (Trends, Tendances, De Morgen, De Tijd, CFO Magazine, De Telegraaf, De Standaard, Contingencies, Finance, Business Inzicht, Aenorm, De Actuaris).
He has been a reviewer for the following journals: Insurance: Mathematics & Economics, Astin Bulletin, Journal of Computational and Applied Mathematics, European Journal of Finance, International Journal of Theoretical and Applied Finance, Journal of Banking and Finance, 4OR, Belgian Actuarial Bulletin and European Journal of Operational Research.
Steven also initiated the Fortis Chair in Financial and Insurance Risk Management at the KULeuven and was holding it in the period 2006, 2007 and 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).
