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Pelsser, Antoon André Jean; Salahnejhad Ghalehjooghi, Ahmad - In: Insurance / Mathematics & economics 66 (2016), pp. 97-112

Persistent link: https://www.econbiz.de/10011442716

Time-consistent and market-consistent actuarial valuation of the participating pension contract

Salahnejhad Ghalehjooghi, Ahmad; Pelsser, Antoon André Jean - In: Scandinavian actuarial journal 2021 (2021) 4, pp. 266-294

Persistent link: https://www.econbiz.de/10012515734

Near-optimal asset allocation in financial markets with trading constraints

Kamma, Thijs; Pelsser, Antoon André Jean - In: European journal of operational research : EJOR 297 (2022) 2, pp. 766-781

Persistent link: https://www.econbiz.de/10013259935

What does a term structure model imply about very long-term interest rates?

Balter, Anne G.; Pelsser, Antoon André Jean; Schotman, … - In: Journal of empirical finance 62 (2021), pp. 202-219

Persistent link: https://www.econbiz.de/10012693395

Robust hedging in incomplete markets

Shen, Sally; Pelsser, Antoon André Jean; Schotman, Peter C. - In: Journal of pension economics and finance 18 (2019) 3, pp. 473-493

Persistent link: https://www.econbiz.de/10012107932

Robust evaluation of SCR for participating life insurances under Solvency II

Hainaut, Donatien; Devolder, Pierre; Pelsser, Antoon … - In: Insurance / Mathematics & economics 79 (2018), pp. 107-123

Persistent link: https://www.econbiz.de/10011825414

Pricing and hedging in incomplete markets with model uncertainty

Balter, Anne G.; Pelsser, Antoon André Jean - In: European journal of operational research : EJOR 282 (2020) 3, pp. 911-925

Persistent link: https://www.econbiz.de/10012161810

Robust long-term interest rate risk hedging in incomplete bond markets

Shen, Sally; Pelsser, Antoon André Jean; Schotman, Peter C. - In: Journal of pension economics and finance : JPEF 20 (2021) 2, pp. 273-300

Persistent link: https://www.econbiz.de/10012505369

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

Chen, Damiaan H. J.; Beetsma, Roel; Broeders, Dirk W. G. A. - In: Insurance / Mathematics & economics 74 (2017), pp. 182-196

Persistent link: https://www.econbiz.de/10011712469

Evaluating the UK and Dutch defined-benefit pension policies using the holistic balance sheet framework

Chen, Zhiqiang; Pelsser, Antoon; Ponds, Eduard - In: Insurance: Mathematics and Economics 58 (2014) C, pp. 89-102

This paper compares the UK and Dutch occupational defined-benefit pension policies using the holistic balance sheet (HBS) framework. The UK DB pension system differs from the Dutch one in terms of the steering tools and adjustment mechanisms. In addition to the sponsor guarantee, the UK system...

Persistent link: https://www.econbiz.de/10010930897