Stéphane Crepey is currently a full professor at the Department of Mathematics, Evry University, where he leads the group Probability and Finance and the M2IF Engineering and Finance (Evry) branch of the Paris Saclay MSc quantitative finance program. His research interests include financial modeling, counterparty and credit risk, XVA analysis, CCPs, numerical finance, and related mathematical topics in the fields of backward stochastic differential equations and partial differential equations.
Jan Dhaene is full professor at the Department Accountancy, Finance and Insurance at the Faculty of Business and Economics of KU Leuven. He is head of the Research Centre Insurance (Actuarial Research Group) at KU Leuven, program director of the Master of Science in Financial and Actuarial Engineering (Faculty of Economics and Business and Faculty of Science, KU Leuven), and head of the division “Actuariele Toepassingen voor Verzekerings-ondernemingen en Pensioenfondsbeheer”, KU Leuven Research and Development (LRD). His main current research interests are in modeling dependencies in insurance portfolios, incorporating stochastic financial aspects in actuarial models and risk management for financial institutions.
Coenraad Labuschagne is a full professor at the department of Finance and Investment Management. He is the head of manager of the programme Quantitative Finance. He is an active researcher and his interests include quantitative finance, stochastic processes, operator theory, vector lattice theory and geometric aspects of Banach space theory.