| Pricing and hedging in incomplete markets with model uncertainty AG Balter, A Pelsser European Journal of Operational Research 282 (3), 911-925, 2020 | 27 | 2020 |
| The effect of the assumed interest rate and smoothing on variable annuities AG Balter, BJM Werker ASTIN Bulletin: The Journal of the IAA 50 (1), 131-154, 2020 | 24 | 2020 |
| Time-consistency of optimal investment under smooth ambiguity AG Balter, A Mahayni, N Schweizer European Journal of Operational Research 293 (2), 643-657, 2021 | 23 | 2021 |
| What does a term structure model imply about very long-term interest rates? AG Balter, A Pelsser, PC Schotman Journal of Empirical Finance 62, 202-219, 2021 | 16* | 2021 |
| What does a term structure model imply about very long-term discount rates? A Balter, A Pelsser, P Schotman Available at SSRN, 2014 | 11 | 2014 |
| The move towards riskier pension products in the world’s best pension systems A Balter, M Kallestrup-Lamb, J Rangvid NETSPAR, 2018 | 9 | 2018 |
| Robust decisions for heterogeneous agents via certainty equivalents AG Balter, N Schweizer European Journal of Operational Research, 2024 | 8 | 2024 |
| New insights in capacity investment under uncertainty AG Balter, KJM Huisman, PM Kort Journal of Economic Dynamics and Control 144, 104499, 2022 | 8 | 2022 |
| Variability in pension products: a comparison study between The Netherlands and Denmark AG Balter, M Kallestrup-Lamb, J Rangvid Annals of Actuarial Science 14 (2), 338-357, 2020 | 8 | 2020 |
| De bepaling van de marktwaarde van bestaande aanspraken in een uitkeringsovereenkomst B Werker, T Nijman, M Lever, T Kocken, S van Hoogdalem, L Bovenberg, ... Netspar Occasional Paper 3, 2019, 2019 | 6* | 2019 |
| Pricing and hedging in incomplete markets with model ambiguity A Balter, A Pelsser Netspat Academic Series, 2015 | 6 | 2015 |
| Macro longevity risk and the choice between annuity products: Evidence from Denmark AG Balter, M Kallestrup-Lamb, J Rangvid Insurance: Mathematics and Economics 99, 355-362, 2021 | 5 | 2021 |
| Investing for retirement with an explicit benchmark A Balter, L Beijering, P Janssen, F de Jong, A Joseph, T Kamma, ... Netspar Design Paper, 2020 | 5 | 2020 |
| Effects of creative destruction on the size and timing of an investment AG Balter, KJM Huisman, PM Kort International Journal of Production Economics 252, 108572, 2022 | 4 | 2022 |
| The move towards riskier pensions: The importance of mortality AG Balter, M Kallestrup-Lamb, J Rangvid | 4 | 2019 |
| Variable annuities in the Dutch pension System A Balter, B Werker Netspar Industry Paper, 2016 | 4 | 2016 |
| Sets of indistinguishable models for robust optimisation A Balter, A Pelsser Maastricht University Working Papers, SSRN, 2015 | 4 | 2015 |
| Solving maxmin optimization problems via population games AG Balter, JM Schumacher, N Schweizer Journal of Optimization Theory and Applications, 1-30, 2024 | 3 | 2024 |
| Robust Hedging of Terminal Wealth under Interest Rate Risk and Inflation Risk A Balter, L Coumans, F de Jong Netspar, Network for Studies on Pensions, Aging and Retirement, 2021 | 3 | 2021 |
| Homothetic robust preferences A Balter, F Horvath Available at SSRN 3239913, 2019 | 3 | 2019 |
Antoon PelsserProfessor of Finance and Actuarial Science, Maastricht UniversityVerified email at maastrichtuniversity.nl
