Antoon Pelsser

Antoon Pelsser is a Professor of Finance and Actuarial Science at Maastricht University. His research interests focus on the pricing and market-consistent valuation of insurance contracts, Portfolio Replication, Asset-Liability Management (ALM) for insurance companies and pricing models for interest rate derivatives.

From 2006 to 2009 he held a position as Professor of Actuarial Science ant the University of Asmterdam.

Besides his academic career, he has also worked in the financial industry. From 2004 until 2007 he worked at ING Group's staff department Corporate Insurance Risk Management. There he was involved in implementing a new internal model for measuring Economic Capital for ING-Insurance. From 2000 until 2004 he worked as Head of ALM for Nationale-Nederlanden. Before that, he worked 7 years in the dealing-room of ABN-Amro Bank in Amsterdam, where he was responsible for the development of pricing models for derivatives.