Research output per year
Research output per year
Personal profile
External positions
Professor of Enterprise Risk Management, University of Amsterdam
1 Jan 2020 → …
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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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De gereedschapskist van de risicomanager
Translated title of the contribution :The toolbox of the risk manager Research output: Contribution to journal › Article › Professional
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Optimal portfolio choice under kinked power utility
Pelsser, A. & Yang, L., 2025, In: Scandinavian Actuarial Journal. 2025, 7, p. 659-679 21 p.Research output: Contribution to journal › Article › Academic › peer-review
Open Access -
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., Oct 2024, In: Journal of Pension Economics & Finance. 23, 4, p. 476-503 28 p.Research output: Contribution to journal › Article › Academic › peer-review
Open Access -
Managing Simulation Uncertainty in Percentiles and Value-at-Risk
van Haastrecht, A. & Pelsser, A., Oct 2024, In: De Actuaris. 2024, Oktober, p. 28-29 2 p.Research output: Contribution to journal › Article › Professional
1 Downloads (Pure)
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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Essays on Ambiguity, Market Incompleteness, and Asset Pricing
Pelsser, A. (Assessment committee member)
9 May 2025Activity: PhD examination / assessment committee › PhD (co-) supervision / assessment committee - internal promotion › Academic
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Journal of Pension Economics & Finance (Journal)
Pelsser, A. (Editorial board member)
1 Jan 2025Activity: Publication peer-review and editorial work › Editorial activity; journal › Academic
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Regimes, structural breaks, and scenarios in fixed income markets
Pelsser, A. (Assessment committee member)
7 Oct 2024Activity: PhD examination / assessment committee › PhD assessment committee - external promotion › Academic
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Economic Principles In Pension Design
Pelsser, A. (Supervisor)
20 Sept 2023Activity: PhD examination / assessment committee › PhD (co-) supervision / assessment committee - internal promotion › Academic
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Ruin Theory for Portfolio Risk Modeling in Banking and Insurance
Pelsser, A. (Assessment committee member)
8 Feb 2022Activity: PhD examination / assessment committee › PhD assessment committee - external promotion › Academic
Press/Media
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Dc-lifecycle kan solidariteit tussen generaties verzorgen
6/03/25
1 item of Media coverage
Press/Media: Research › Popular
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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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