Sébastien de Valeriola

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Assistant professor
Mathematics and Quantitative Methods
Management of Information Systems (MIS)

Expertise
Quantitative Methods Applied to Humanities
Stochastic Calculus & Quantitative Finance
Actuarial Science & Pension Theory
Medieval History
Partial Differential Equations

  sebastien.devaleriola@ichec.be

https://orcid.org/0000-0002-0000-9051

https://quaresmi.hypotheses.org/

Education

  • Master in History (2017)
    Université catholique de Louvain (Belgium)
  • Master in Actuarial Science (2012)
    Université catholique de Louvain (Belgium)
  • PhD in Mathematics (2011)
    Université catholique de Louvain (Belgium)
  • University Certificate in Quantitative Finance and ALM (2010)
    Université catholique de Louvain (Belgium)
  • University Certificate in Actuarial Science (2009)
    Université catholique de Louvain (Belgium)
  • Master of Advanced Studies in Mathematics (2007)
    Université catholique de Louvain (Belgium)
  • Master in Mathematics (2006)
    Université libre de Bruxelles (Belgium)

Experience

  • Assistant Professor
    ICHEC Brussels Management School (2018 - now)
  • Invited Assistant Professor
    Université catholique de Louvain (2017 - now)
    Université libre de Bruxelles (2014 - now)
  • Actuary Consultant
    Reacfin s.a. (2012-2018)
  • Assistant Professor
    Haute École Francisco Ferrer (2017 - 2018)
  • Post-doctoral Researcher
    Université catholique de Louvain (2014 - 2017)
  • Teaching Assistant
    Université catholique de Louvain (2005 - 2012)

Teaching

  • Mathématiques 1
  • Mathématiques et statistiques 1
  • Statistiques 3 et introduction à l'économétrie
  • Systèmes d'information
  • Gestion et analyse informatique des données
  • Informatique de gestion

Publications

  • de Valeriola, S., "L’escargot dans les encyclopédies médiévales : les conséquences zoologiques d’une confusion lexicale", Reinardus 29 (2017), 164–200.
  • de Valeriola, S., and Devolder, P., "Minimum protection in DC funding pension plans and Margrabe options", Risks (special issue “Actuarial and Financial Risks in Life Insurance, Pensions and Household Finance”) 5, 5 (2017), 1–14.
  • de Valeriola, S., "L’installation à Jauchelette"; "La Ramée, un seigneur foncier cistercien"; "La langue d’un document “judiciaire” du XIIIe siècle : le latin médiéval"; "Le réemploi de fragments de manuscrits ou de documents d’archives", Il lui donna le nom de Ramey. L’abbaye de La Ramée à travers ses archives (1216-2016), Van Eeckenrode, M., and de Valeriola, S. (dirs.), Bruxelles, Archives de l’État, 2016, 19–24, 29–32, 41–44, 67–70.
  • de Valeriola, S., "Un pèlerinage à Compostelle au milieu du XIe siècle", SaintJacquesInfo, 2016.
  • de Valeriola, S., "Explicit Föllmer-Schweizer decomposition of life-insurance liabilities using Malliavin Calculus", SCOR papers 30 (2014), 1–28.
  • Bartsch, T., and de Valeriola, S., "Normalized solutions of nonlinear Schrödinger equations", Archiv der Mathematik 100, 1 (2013), 75–83.
  • Bonheure, D., Derlet, A., and de Valeriola, S., "On the multiplicity of nodal solutions of a prescribed mean curvature problem", Mathematische Nachrichten 286, 11–12 (2013), 1072—1086.
  • de Valeriola, S., and Van Schatingen, J., "Desingularization of vortex rings and shallow water vortices by semilinear elliptic problem, Archive for Rational Mechanics and Analysis 210 (2013), 409–450.
  • de Valeriola, S., and Willem, M., "Existence of nodal solutions for some nonlinear elliptic problems", Contemporary Mathematics (Nonlinear Elliptic Partial Differential Equations), 540 (2011), 231–240.
  • de Valeriola, S., and Moonens, L., "Removable sets for the flux of continuous vector fields", Proceedings of the American Mathematical Society 138, 2 (2010), 655–661.
  • de Valeriola, S., and Willem, M., "On some quasilinear critical problems", Advanced Nonlinear Studies 9, 4 (2009), 825–836.

Awards

  • Henri Prienne prize of the Commission royale d'Histoire (2017)
  • Special mention for the SCOR Actuarial Prize (2013)