Research output per year
Research output per year
Personal profile
External positions
Professor of Enterprise Risk Management, University of Amsterdam
1 Jan 2020 → …
Fingerprint
Dive into the research topics where Antoon Pelsser is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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A gradient method for high-dimensional BSDEs
Gnameho, K., Stadje, M. & Pelsser, A., 1 Jun 2024, In: Monte Carlo Methods and Applications. 30, 2, p. 183-203 21 p.Research output: Contribution to journal › Article › Academic › peer-review
Open Access -
Benchmark-driven investment for DC pension plans
Pelsser, A. & Yang, L., 1 Jan 2024, (E-pub ahead of print) In: Journal of Pension Economics & Finance.Research output: Contribution to journal › Article › Academic › peer-review
Open Access -
A market- and time-consistent extension for the EIOPA risk-margin
Ghalehjooghi, A. S. & Pelsser, A., Dec 2023, In: European Actuarial Journal. 13, 2, p. 517-539 23 p.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile68 Downloads (Pure) -
Is there a way to show which identical twin is the father of a child?
Pelsser, A. & Néve, G., 18 Jan 2023, In: New Scientist. 257, 3422, p. 54Research output: Contribution to journal › Comment/Letter to the editor › Popular
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Narrative-based robust stochastic optimization
Klerkx, R. & Pelsser, A., 1 Apr 2022, In: Journal of Economic Behavior & Organization. 196, p. 266-277 12 p.Research output: Contribution to journal › Article › Academic › peer-review
Open Access
Prizes
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Christiaan Huygens prize
Pelsser, A. (Recipient), 7 Oct 1999
Prize: Prize (including medals and awards) › Academic
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Institute and Faculty of Actuaries
Pelsser, A. (Recipient), 2015
Prize: Election to learned society › Academic
Activities
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Dutch Ministry of Social Affairs (External organisation)
Pelsser, A. (Member)
1 Feb 2022 → 30 Nov 2022Activity: Membership (due to research expertise) › Membership of committee › Professional
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Dutch Ministry of Social Affairs (External organisation)
Pelsser, A. (Member)
1 Sept 2021 → 31 Jan 2022Activity: Membership (due to research expertise) › Membership of committee › Professional
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Technical note: Kalman Filter Estimation of the KNW Model
Pelsser, A. (Consultant / Advisor)
28 May 2019Activity: Consultancy / Advice / PR › Consultancy / Advise external parties › Academic
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Institute and Faculty of Actuaries (External organisation)
Pelsser, A. (Member)
1 Sept 2018 → 1 Sept 2020Activity: Membership (due to research expertise) › Membership of committee › Academic
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Tales on Tails
Pelsser, A. (Assessment committee member)
30 Aug 2018Activity: PhD examination / assessment committee › PhD (co-) supervision / assessment committee - internal promotion › Academic
Press/Media
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De woekerpolis was het grootste financiële schandaal ooit
16/03/24
1 item of Media coverage
Press/Media: Expert Comment › Popular
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