Pricing and hedging in incomplete markets with model uncertainty von Balter, Anne G., Pelsser, Antoon

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Benchmark-driven investment for DC pension plans von Pelsser, Antoon, Yang, Li

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TIME-CONSISTENT AND MARKET-CONSISTENT EVALUATIONS von Pelsser, Antoon, Stadje, Mitja

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Robust evaluation of SCR for participating life insurances under Solvency II von Hainaut, Donatien, Devolder, Pierre, Pelsser, Antoon

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Modeling non-monotone risk aversion using SAHARA utility functions von Chen, An, Pelsser, Antoon, Vellekoop, Michel

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Sustainability of participation in collective pension schemes: An option pricing approach von Chen, Damiaan H.J., Beetsma, Roel M.W.J., Broeders, Dirk W.G.A., Pelsser, Antoon A.J.

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Time-consistent actuarial valuations von Pelsser, Antoon, Salahnejhad Ghalehjooghi, Ahmad

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Near-optimal asset allocation in financial markets with trading constraints von Kamma, Thijs, Pelsser, Antoon

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Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility von van Haastrecht, Alexander, Lord, Roger, Pelsser, Antoon, Schrager, David

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Optimal dividends and ALM under unhedgeable risk von Pelsser, Antoon A.J., Laeven, Roger J.A.

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PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS von Schrager, David F., Pelsser, Antoon A. J.

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Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility von van Haastrecht, Alexander, Pelsser, Antoon

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Robust hedging in incomplete markets von SHEN, SALLY, PELSSER, ANTOON, SCHOTMAN, PETER

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Narrative-based robust stochastic optimization von Klerkx, Rik, Pelsser, Antoon

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EFFICIENT, ALMOST EXACT SIMULATION OF THE HESTON STOCHASTIC VOLATILITY MODEL von VAN HAASTRECHT, ALEXANDER, PELSSER, ANTOON

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Pricing and hedging guaranteed annuity options via static option replication von Pelsser, Antoon

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Valuation of guaranteed annuity options using a stochastic volatility model for equity prices von van Haastrecht, Alexander, Plat, Richard, Pelsser, Antoon

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Quantifying ambiguity bounds via time-consistent sets of indistinguishable models von Balter, Anne G., Pelsser, Antoon

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Efficient methods for valuing interest rate derivatives von Pelsser, Antoon

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The difference between LSMC and replicating portfolio in insurance liability modeling von Pelsser, Antoon, Schweizer, Janina

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