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67
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17
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61
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:
62
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:
63
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
Saved in:
64
Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility
van Haastrecht, Alexander
;
Lord, Roger
;
Pelsser, Antoon …
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 436-448
Persistent link: https://www.econbiz.de/10009517550
Saved in:
65
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:
66
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
Saved in:
67
Fast drift-approximated pricing in the BGM model
Pietersz, Raoul
;
Pelsser, Antoon André Jean
; …
- In:
The journal of computational finance
8
(
2004
)
1
,
pp. 93-124
Persistent link: https://www.econbiz.de/10002390575
Saved in:
68
Level-slope-curvature - fact or artefact?
Lord, Roger
;
Pelsser, Antoon André Jean
-
2005
Persistent link: https://www.econbiz.de/10003115925
Saved in:
69
A comparison of single factor Markov-functional and multi factor market models
Pietersz, Raoul
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002700972
Saved in:
70
Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
Saved in:
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