Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Efficient methods for valuing...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
6
Theory
6
Hedging
4
Incomplete market
4
Portfolio selection
4
Portfolio-Management
4
Unvollkommener Markt
4
Option pricing theory
3
Optionspreistheorie
3
Actuarial mathematics
2
Anleihe
2
Betriebliche Altersversorgung
2
Bond
2
Finance
2
Incomplete markets
2
Mathematical programming
2
Mathematische Optimierung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Occupational pension plan
2
Risiko
2
Risikomodell
2
Risk
2
Risk model
2
Robust statistics
2
Robustes Verfahren
2
Robustness
2
Stochastic process
2
Stochastic volatility
2
Stochastischer Prozess
2
Versicherungsmathematik
2
Yield curve
2
Zinsstruktur
2
robust optimization
2
Actuarial valuation
1
Analysis
1
Arbitrage Pricing
1
Arbitrage pricing
1
Backward iteration
1
Bermudan swaption
1
more ...
less ...
Online availability
All
Undetermined
Free
94
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
review-article
1
Language
All
English
11
Undetermined
11
Author
All
Pelsser, Antoon
10
Pelsser, Antoon André Jean
10
Schotman, Peter C.
3
Balter, Anne G.
2
Lord, Roger
2
PELSSER, ANTOON
2
Plat, Richard
2
Salahnejhad Ghalehjooghi, Ahmad
2
Shen, Sally
2
van Haastrecht, Alexander
2
BOUWKNEGT, PIETER
1
Beetsma, Roel
1
Broeders, Dirk W. G. A.
1
Chen, An
1
Chen, Damiaan H. J.
1
Chen, Zhiqiang
1
Devolder, Pierre
1
HAASTRECHT, ALEXANDER VAN
1
Haastrecht, Alexander van
1
Hainaut, Donatien
1
Kamma, Thijs
1
Klerkx, Rik
1
Pietersz, Raoul
1
Ponds, Eduard
1
Schrager, David
1
Vellekoop, Michel
1
Vorst, Ton
1
more ...
less ...
Published in...
All
Insurance: Mathematics and Economics
5
Insurance / Mathematics & economics
3
European journal of operational research : EJOR
2
Applied Mathematical Finance
1
European Journal of Operational Research
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
Journal of Economic Theory
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of pension economics and finance
1
Journal of pension economics and finance : JPEF
1
Quantitative Finance
1
Review of Derivatives Research
1
Scandinavian actuarial journal
1
The Journal of Risk Finance
1
more ...
less ...
Source
All
RePEc
11
ECONIS (ZBW)
10
Other ZBW resources
1
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Narrative-based robust stochastic optimization
Klerkx, Rik
;
Pelsser, Antoon André Jean
- In:
Journal of economic behavior & organization : JEBO
196
(
2022
),
pp. 266-277
Persistent link: https://www.econbiz.de/10013375239
Saved in:
10
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
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
