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Steven Vanduffel: recipient of the Redington Prize 2015!

Steven Vanduffel: recipient of the Redington Prize 2015!

Together with Carole Bernard and Jit Seng Chen, Steven Vanduffel is the recipient of the Redington Prize 2015 for the paper entitled “Optimal Portfolios Under Worst Case Scenarios” published in Quantitative Finance; a working paper version can be found on http://www.stevenvanduffel.com/?q=node/7.

This biennial prize is awarded by the Society of Actuaries.

The prize is named after F. M. Redington, the eminent British Actuary who coined the term "immunization" in a 1952 paper that was published in the Journal of the Institute of Actuaries.

 
 
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