"The gap between theory and practice usually turns out to be larger in practice than in theory"
Head of the Section Quantitative Economics
Director of Research for the ASMF Group
Actuarial Science & Mathematical Finance
Stochastic Processes, Longevity Models, Contingent Claim Pricing
Rapid Detection and Estimation of Abrupt Changes by Nonlinear Filtering (Imperial College, 1998)
Awarded a 500.000 euro grant from Netspar for the period 2009-2012.
Awarded a 500.000 euro grant from Netspar for the period 2013-2016.
SIGEST best paper award of SIAM, the Society for Industrial and Applied Mathematics (2006)
Director of Research, the Derivatives Technology Foundation
Financial Mathematics for Insurance
Research Seminar Actuarial Science and Mathematical Finance
Asset Pricing (M.Phil)
Coordinator of Netspar Themes Reconciling Short Term Risks and Long Term Goals for Retirement Provisions and Risk Management for Funded Pension Systems
Director of the Actuarial Science & Mathematical Finance research programme of the Amsterdam School of Economics
Member of AMaMeF, the European Science Foundation's research programme on Advanced Mathematical Methods in Finance
Organiser of the yearly Winterschool Mathematical Finance (with Peter Spreij, FNWI)
Former Member of the Senate of the University of Amsterdam
Former Director of Research for the Derivatives Technology Foundation
Scientific Member & Vice-Chairman of the Mortality Research Committee of the Dutch Actuarial Society (CSO)
Member of the Dutch Mathematical Society (Board member 2001-2005)