Klara Buysse: perform and analyse quantitative studies in the domain of risk management (Solvency II regulation (European Economic Capital); Market Consistent Valuation; New Business Valuation; Liability Adequacy Test; IFRS 17). Create an actuarial platform in order to calculate these quantitative studies.
Alfred Chong: optimal insurance and reinsurance designs, premium principles and risk measures, indifference pricing and valuation, stochastic control and backward stochastic differential equations, optimal investment and forward performance preferences.
MathSciNet MR Author ID: 1125837 | Scopus Author ID: 56673681100
Runhuan Feng: quantitative risk management, applied stochastic processes, equity-linked insurance, asset and liability management, nested stochastic modeling, exotic option pricing.
MathSciNet MR Author ID: 874350 | Scopus Author ID: 34971046000
Daniel Linders: aggregating risks, basket option pricing, pricing of contingent claims combining insurance and financial risks, quantitative aspects of sustainable pension design.
MathSciNet MR Author ID: 975897 | Scopus Author ID: 54942450700