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123
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67
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91
Risk-neutral valuation of real estate derivatives
Bragt, David van
;
Francke, Marc K.
;
Singor, Stefan N.
; …
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 89-110
Persistent link: https://www.econbiz.de/10011399817
Saved in:
92
Time-consistent and market-consistent evaluations
Stadje, Mitja
;
Pelsser, Antoon André Jean
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009663559
Saved in:
93
Optimal dividends and ALM under unhedgeable risk
Pelsser, Antoon André Jean
;
Laeven, Roger J. A.
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 515-523
Persistent link: https://www.econbiz.de/10010227973
Saved in:
94
Time-consistent and market-consistent evaluations
Stadje, Mitja
;
Pelsser, Antoon André Jean
-
2014
-
Revised version of CentER DP 2012-086
Persistent link: https://www.econbiz.de/10010232333
Saved in:
95
Time-consistent and market-consistent evaluations
Pelsser, Antoon André Jean
;
Stadje, Mitja
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 25-65
Persistent link: https://www.econbiz.de/10010256228
Saved in:
96
Time-consistent actuarial valuations
Pelsser, Antoon André Jean
;
Salahnejhad Ghalehjooghi, Ahmad
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 97-112
Persistent link: https://www.econbiz.de/10011442716
Saved in:
97
Evaluating the UK and Dutsch defined-benefit pension policies using the holistic balance sheet framework
Chen, Zhiqiang
;
Pelsser, Antoon André Jean
;
Ponds, Eduard
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 89-102
Persistent link: https://www.econbiz.de/10010437623
Saved in:
98
Comment on "Modeling non-monotone risk aversion using SAHARA utility functions"
Cui, Zhenyu
- In:
Journal of economic theory
153
(
2014
),
pp. 703-705
Persistent link: https://www.econbiz.de/10010482391
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99
Analytical approximations for prices of swap rate dependent embedded options in insurance products
Plat, Richard
;
Pelsser, Antoon André Jean
- In:
Insurance / Mathematics & economics
44
(
2009
)
1
,
pp. 124-134
Persistent link: https://www.econbiz.de/10009517653
Saved in:
100
On the information in the interest rate term structure and option prices
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 99-127
Persistent link: https://www.econbiz.de/10003153989
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