Antoon Pelsser

2.0k total citations
103 papers, 1.1k citations indexed

About

Antoon Pelsser is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Antoon Pelsser has authored 103 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 84 papers in Finance, 40 papers in Economics and Econometrics and 39 papers in Demography. Recurrent topics in Antoon Pelsser's work include Stochastic processes and financial applications (80 papers), Insurance, Mortality, Demography, Risk Management (38 papers) and Financial Risk and Volatility Modeling (20 papers). Antoon Pelsser is often cited by papers focused on Stochastic processes and financial applications (80 papers), Insurance, Mortality, Demography, Risk Management (38 papers) and Financial Risk and Volatility Modeling (20 papers). Antoon Pelsser collaborates with scholars based in Netherlands, United States and Belgium. Antoon Pelsser's co-authors include David Schrager, Roger Lord, Joost Driessen, Ton Vorst, Frank de Jong, Mitja Stadje, Joanne Kennedy, Eric Beutner, Richard Plat and Peter C. Schotman and has published in prestigious journals such as European Journal of Operational Research, Journal of Economic Theory and Systems & Control Letters.

In The Last Decade

Antoon Pelsser

93 papers receiving 1.0k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Antoon Pelsser Netherlands	19	917	412	397	180	91	103	1.1k
Griselda Deelstra Belgium	14	667 0.7×	346 0.8×	277 0.7×	185 1.0×	52 0.6×	74	798
Farshid Jamshidian Netherlands	13	1.2k 1.4×	228 0.6×	410 1.0×	121 0.7×	181 2.0×	23	1.3k
Kristian R. Miltersen Denmark	10	644 0.7×	219 0.5×	414 1.0×	62 0.3×	88 1.0×	17	773
José Da Fonseca New Zealand	16	1.0k 1.1×	242 0.6×	361 0.9×	90 0.5×	107 1.2×	49	1.2k
Klaus Sandmann Germany	9	571 0.6×	164 0.4×	265 0.7×	169 0.9×	62 0.7×	28	681
Mark Schröder United States	16	1.0k 1.1×	119 0.3×	552 1.4×	152 0.8×	127 1.4×	33	1.2k
Knut K. Aase Norway	14	543 0.6×	285 0.7×	504 1.3×	218 1.2×	25 0.3×	69	801
Zhenyu Cui United States	15	770 0.8×	328 0.8×	213 0.5×	153 0.8×	53 0.6×	127	906
Steven E. Posner United States	8	389 0.4×	193 0.5×	190 0.5×	86 0.5×	36 0.4×	19	612
Louis O. Scott United States	14	1.9k 2.0×	211 0.5×	781 2.0×	113 0.6×	486 5.3×	25	2.0k

Countries citing papers authored by Antoon Pelsser

Since Specialization

Citations

This map shows the geographic impact of Antoon Pelsser's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Antoon Pelsser with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Antoon Pelsser more than expected).

Fields of papers citing papers by Antoon Pelsser

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Antoon Pelsser. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Antoon Pelsser. The network helps show where Antoon Pelsser may publish in the future.

Co-authorship network of co-authors of Antoon Pelsser

This figure shows the co-authorship network connecting the top 25 collaborators of Antoon Pelsser. A scholar is included among the top collaborators of Antoon Pelsser based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Antoon Pelsser. Antoon Pelsser is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Pelsser, Antoon, et al.. (2024). Benchmark-driven investment for DC pension plans. Journal of Pensions Economics and Finance. 23(4). 476–503.

Pelsser, Antoon, et al.. (2023). A market- and time-consistent extension for the EIOPA risk-margin. European Actuarial Journal. 13(2). 517–539. 1 indexed citations

Hainaut, Donatien, Pierre Devolder, & Antoon Pelsser. (2018). Robust evaluation of SCR for participating life insurances under Solvency II. Insurance Mathematics and Economics. 79. 107–123. 9 indexed citations

Pelsser, Antoon, et al.. (2016). The difference between LSMC and replicating portfolio in insurance liability modeling. European Actuarial Journal. 6(2). 441–494. 21 indexed citations

Delong, Łukasz & Antoon Pelsser. (2015). Instantaneous Mean-Variance Hedging and Sharpe Ratio Pricing in a Regime-Switching Financial Model. Stochastic Models. 31(1). 67–97. 1 indexed citations

Pelsser, Antoon, et al.. (2010). . Research Publications (Maastricht University). 43 indexed citations

Pelsser, Antoon, et al.. (2008). On the cost of regulation under Solvency II. UvA-DARE (University of Amsterdam).

Plat, Richard & Antoon Pelsser. (2008). Analytical approximations for prices of swap rate dependent embedded options in insurance products. Insurance Mathematics and Economics. 44(1). 124–134. 1 indexed citations

Pelsser, Antoon. (2008). On the Applicability of the Wang Transform for Pricing Financial Risks. Astin Bulletin. 38(1). 171–181. 21 indexed citations

10.

Schrager, David & Antoon Pelsser. (2006). PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS. Mathematical Finance. 16(4). 673–694. 43 indexed citations

11.

Lord, Roger & Antoon Pelsser. (2005). Level-Slope-Curvature - Fact or Artefact?. RePEc: Research Papers in Economics. 4 indexed citations

12.

Schrager, David & Antoon Pelsser. (2004). Pricing Rate of Return Guarantees in Regular Premium Unit Linked Insurance. SSRN Electronic Journal. 4 indexed citations

13.

Pelsser, Antoon. (2003). Risico en Rendement in Balans voor Verzekeraars. RePub (Erasmus University, Rotterdam).

14.

Jong, Frank de, Joost Driessen, & Antoon Pelsser. (2002). On the Information in the Interest Rate Term Structure and Option Prices. SSRN Electronic Journal. 8 indexed citations

15.

Pelsser, Antoon. (1999). Pricing Double Barrier Options Using Laplace Transforms. SSRN Electronic Journal. 4 indexed citations

16.

Pelsser, Antoon, et al.. (1998). Arbitrage Free Pricing of Quanto Swaptions. SSRN Electronic Journal. 2 indexed citations

17.

Kennedy, Joanne, et al.. (1998). Markov-Functional Interest Rate Models. SSRN Electronic Journal. 7 indexed citations

18.

Pelsser, Antoon & Ton Vorst. (1997). Option pricing, arbitrage and martingales. Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands. 10(1). 35–53. 3 indexed citations

19.

Pelsser, Antoon, et al.. (1996). Forward Versus Spot Interest-Rate Models of the Term Structure: An Empirical Comparison. SSRN Electronic Journal. 14 indexed citations

20.

Pelsser, Antoon & Ton Vorst. (1994). The Binomial Model and the Greeks. The Journal of Derivatives. 1(3). 45–49. 38 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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