Research Output per year
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 journal › Article › Academic › peer-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 journal › Article › Academic › peer-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 journal › Article › Academic › peer-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 journal › Article › Academic › peer-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. 182-196Research output: Contribution to journal › Article › Academic › peer-review
Prizes
Christiaan Huygens prize
Antoon Pelsser (Recipient), 7 Oct 1999
Prize: Prize (including medals and awards) › Academic
Institute and Faculty of Actuaries
Antoon Pelsser (Recipient), 2015
Prize: Election to learned society › Academic
Activities
Institute and Faculty of Actuaries (External organisation)
Antoon Pelsser (Member)1 Sep 2018 → 31 Dec 2019
Activity: Membership › Membership of committee › Academic
Tales on Tails
Antoon Pelsser (Assessment committee member)30 Aug 2018
Activity: PhD examination › Academic
ESSAYS ON LONG- TERM MORTALITY AND INTEREST RATE RISK
Antoon Pelsser (Assessment committee member)7 Jul 2017
Activity: PhD examination › Academic
STOCHASTIC OPTIMAL CONTROL BASED ON MONTE-CARLO SIMULATION AND LEAST-SQUARES REGRESSION
Antoon Pelsser (Assessment committee member)19 Dec 2016
Activity: PhD examination › Academic
Essays on Long-Run Risk
Antoon Pelsser (Assessment committee member)10 Nov 2016
Activity: PhD examination › Academic