Professor Dr. Antoon Pelsser

Biography

Antoon Pelsser is a Full Professor of Finance and Actuarial Science at Maastricht University. His research interests primarily focus on pricing models for interest rate derivatives, pricing insurance and pension contracts, and Asset-Liability Management (ALM) for insurance companies and pension funds. Furthermore, Pelsser specializes in market-consistent valuation and risk management related to insurance and pension contracts. He has extensive experience in the domain of pricing risk management and has served as a consultant in this area through his consultancy, Pelsser Consulting. With a strong academic background, Pelsser has made significant contributions to the field of quantitative economics, particularly in math, economics, and game theory. His work emphasizes the development of replicating portfolios to mitigate financial risk and enhance the stability of insurance and pension fund operations.

Research Interests