Antoon Pelsser (A.A.J.)
Expertises
- Pricing models for interest rate derivatives
- Pricing and risk management of insurance contracts and pension funds
- Asset-Liability Management (ALM) for insurance companies and pension funds
- Replicating portfolios
Career history
Antoon Pelsser is a consultant in the area of pricing and risk-management at Pelsser Consulting.
He also holds a part-time position as Full Professor of Finance and Actuarial Science at Maastricht University. His research interests focus on pricing models for interest rate derivatives, the pricing of insurance and pension contracts and Asset-Liability Management (ALM).
Specialties: Market-consistent valuation and risk management of insurance and pension contacts. Pricing and risk-management of derivatives. ALM and Risk-management for insurance companies. Replicating Portfolios