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  2. Kamma, Thijs [Author]; Pelsser, Antoon André Jean [Author]

    Dual formulation of the optimal consumption problem with multiplicative habit formation

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    [Tilburg]: Netspar, Network for Studies on Pensions, Aging and Retirement, [2022]

    Published in: Netspar academic series ; 2022,34

  3. Kamma, Thijs [Author]; Pelsser, Antoon André Jean [Author]

    Investing towards an exogenous reference level using a lower partial moments criterion

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    [Tilburg]: Netspar, Network for Studies on Pensions, Aging and Retirement, [2022]

    Published in: Netspar academic series ; 2022,33

  4. Salahnejhad Ghalehjooghi, Ahmad [Author]; Pelsser, Antoon André Jean [Author]

    A market and time consistent extension for the EIOPA risk margin

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    [Tilburg]: Netspar, Network for Studies on Pensions, Aging and Retirement, [2023]

    Published in: Netspar academic series ; 2023,75

  5. Pelsser, Antoon André Jean [Author]; Yang, Li [Author]

    Target-based investment for long-term investors under stochastic volatility

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    [Tilburg]: Netspar, Network for Studies on Pensions, Aging and Retirement, [2023]

    Published in: Netspar academic series ; 2023,71

  7. Fredrix, Rowan [Author]; Pelsser, Antoon André Jean [Author]; Shen, Sally [Author]

    A comparison of pension fund regulation in Canada and the Netherlands

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    [Tilburg]: Netspar, Network for Studies on Pensions, Aging and Retirement, [2021]

    Published in: Netspar academic series ; 2021,2

  8. Albrecher, Hansjörg [Author]; Bauer, Daniel [Author]; Embrechts, Paul [Author]; Filipović, Damir [Author]; Koch Medina, Pablo [Author]; Korn, Ralf [Author]; Loisel, Stéphane [Author]; Pelsser, Antoon André Jean [Author]; Schiller, Frank [Author]; Schmeiser, Hato [Author]; Wagner, Joël [Author]

    Asset-liability management for long-term insurance business

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    [Geneva]: Swiss Finance Institute, December 18, 2017

    Published in: Swiss Finance Institute: Research paper series ; 2017,69