< Back to previous page
Researcher
Carole Bernard
- Keywords:Economics and applied economics
- Disciplines:Natural sciences
Affiliations
- Business (Department)
Member
From1 Oct 2021 → 4 Oct 2021 - Business (Department)
Member
From8 Apr 2019 → Today - Finance and Insurance (Research group)
Member
From1 Oct 2016 → 1 Jan 2023 - Business (Department)
Member
From1 Oct 2016 → 20 Oct 2022 - Business (Department)
Member
From1 Oct 2015 → 30 Sep 2016 - Business (Department)
Member
From1 Apr 2012 → 30 Sep 2015 - Economic, Monetary and Financial Policy (Department)
Member
From1 Feb 2011 → 30 Apr 2012
Projects
1 - 5 of 5
- Optimal Risk Sharing in the context of systemic risk and longevity riskFrom1 Jan 2024 → TodayFunding: FWO research project (including WEAVE projects)
- SBO project with a primary societal finality : Towards efficient pillar II and III pension decisions in Belgium: Product innovations, customized goal-based pension planning and nudgingFrom1 Oct 2020 → TodayFunding: FWO Strategic Basic Research (SBO)
- Option Implied DependenceFrom1 Jan 2020 → 31 Dec 2023Funding: FWO research project (including WEAVE projects)
- New Quantitative Methods for Model Risk Assessment in the Banking and Insurance IndustryFrom1 Nov 2019 → 31 Oct 2023Funding: FWO fellowships
- Quantitative Risk Management under Scenario Constraints: Risk aggregation, Dependence, and Systemic riskFrom1 Oct 2016 → 30 Sep 2021Funding: FWO Odysseus
Publications
1 - 10 of 41
- Model Risk Management Risk Bounds under Uncertainty(2024)
Authors: Ludger Rüschendorf, Steven Vanduffel, Carole Bernard
Number of pages: 324 - Corrigendum and addendum to “Range Value-at-Risk bounds for unimodal distributions under partial information” [Insurance(2023)
Authors: Carole Bernard, Rodrigue Kazzi, Steven Vanduffel
Pages: 110-119 - Impact of Systemic Risk Regulation on Optimal Policies and Asset Prices(2023)
Authors: Carole Bernard, Xuecan Cui
- Coskewness under dependence uncertainty(2023)
Authors: Carole Bernard, Jinghui Chen, Steven Vanduffel
- Optimal Multivariate Financial Decision Making(2023)
Authors: Carole Bernard, Luca De Gennaro, Steven Vanduffel
Pages: 468-483 - Coskewness under dependence uncertainty.(2023)
Authors: Carole Bernard, Jinghui Chen, Ludger Rüschendorf, Steven Vanduffel
- Valuation of Reverse Mortgages with Default Risk Models(2023)
Authors: Carole Bernard, Adam Kolkiewicz, Junsen Tang
Pages: 806-839 - A Practical Approach to Quantitative Model Risk Assessment(2023)
Authors: Carole Bernard, Rodrigue Kazzi, Steven Vanduffel
Pages: 1-19 - The impact of correlation on (Range) Value-at-Risk(2023)
Authors: Carole Bernard, Corrado De Vecchi, Steven Vanduffel
Pages: 531-564 - What Matters in the Annuitization Decision?(2022)
Authors: Carole Bernard
Pages: 1-12