If you made any changes in Pure these will be visible here soon.

Research Output

Pricing and hedging in incomplete markets with model uncertainty

Balter, A. G. & Pelsser, A., 1 May 2020, In : European Journal of Operational Research. 282, 3, p. 911-925 15 p.

Research output: Contribution to journalArticleAcademicpeer-review

Robust hedging in incomplete markets

Shen, S., Pelsser, A. & Schotman, P., Jul 2019, In : Journal of Pension Economics & Finance. 18, 3, p. 473-493 21 p.

Research output: Contribution to journalArticleAcademicpeer-review

Asset-liability management for long-term insurance business

Albrecher, H., Bauer, D., Embrechts, P., Filipovic, D., Koch-Medina, P., Korn, R., Loisel, S., Pelsser, A., Schiller, F., Schmeiser, H. & Wagner, J., Jun 2018, In : European Actuarial Journal. 8, 1, p. 9-25 17 p.

Research output: Contribution to journalArticleAcademicpeer-review

Robust evaluation of SCR for participating life insurances under Solvency II

Hainaut, D., Devolder, P. & Pelsser, A., Mar 2018, In : Insurance: Mathematics and Economics. 79, p. 107-123 17 p.

Research output: Contribution to journalArticleAcademicpeer-review

Sustainability of participation in collective pension schemes: An option pricing approach

Chen, D. H. J., Beetsma, R. M. W. J., Broeders, D. W. G. A. & Pelsser, A. A. J., May 2017, In : Insurance: Mathematics and Economics. 74, p. 182-196

Research output: Contribution to journalArticleAcademicpeer-review

Prizes

Christiaan Huygens prize

Pelsser, Antoon (Recipient), 7 Oct 1999

Prize: Prize (including medals and awards)Academic

Institute and Faculty of Actuaries

Pelsser, Antoon (Recipient), 2015

Prize: Election to learned societyAcademic

Activities

Institute and Faculty of Actuaries (External organisation)

Antoon Pelsser (Member)

1 Sep 201831 Dec 2019

Activity: MembershipMembership of committeeAcademic

Tales on Tails

Antoon Pelsser (Assessment committee member)

30 Aug 2018

Activity: PhD examinationAcademic

ESSAYS ON LONG- TERM MORTALITY AND INTEREST RATE RISK

Antoon Pelsser (Assessment committee member)

7 Jul 2017

Activity: PhD examinationAcademic

STOCHASTIC OPTIMAL CONTROL BASED ON MONTE-CARLO SIMULATION AND LEAST-SQUARES REGRESSION

Antoon Pelsser (Assessment committee member)

19 Dec 2016

Activity: PhD examinationAcademic

Essays on Long-Run Risk

Antoon Pelsser (Assessment committee member)

10 Nov 2016

Activity: PhD examinationAcademic

Press / Media

All Models are Wrong...

Antoon Pelsser

15/11/17

1 Media contribution

Press/Media: Expert CommentPopular

De Olietanker en het Speedbootje

Antoon Pelsser

15/05/17

1 Media contribution

Press/Media: Expert CommentPopular