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Monte Carlo pricing in the Sch...
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51
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
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52
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:
53
Time-consistent and market-consistent evaluations
Stadje, Mitja
;
Pelsser, Antoon André Jean
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009663559
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54
A comparison of single factor Markov-functional and multi factor market models
Pietersz, Raoul
;
Pelsser, Antoon André Jean
- In:
Review of derivatives research
13
(
2010
)
3
,
pp. 245-272
Persistent link: https://www.econbiz.de/10008695888
Saved in:
55
Risk and portfolio choices in individual and collective pension plans
Jong, Frank de
;
Pelsser, Antoon André Jean
- In:
Ageing, health and pensions in Europe : an economic and …
,
(pp. 64-66)
.
2010
Persistent link: https://www.econbiz.de/10008906994
Saved in:
56
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
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57
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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58
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
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59
Pricing swaptions and coupon bond options in affine term structure models
Schrager, David F.
;
Pelsser, Antoon André Jean
- In:
Mathematical finance : an international journal of …
16
(
2006
)
4
,
pp. 673-694
Persistent link: https://www.econbiz.de/10003394188
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60
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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