Photo of Anne Balter
  • Warandelaan 2, Koopmans Building, room K 510

    5037 AB Tilburg

    Netherlands

20172019
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Personal profile

Research interests

Please find my personal website here: https://sites.google.com/site/agbalter

Teaching

Tilburg University:

Current courses

Click here for my courses.

Fingerprint Dive into the research topics where Anne Balter is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 3 Similar Profiles
Incomplete Markets Mathematics
Hedging Mathematics
Model Uncertainty Mathematics
Pricing Mathematics
Semilinear Differential Equations Mathematics
Trading Strategies Mathematics
Model Misspecification Mathematics
Optimal Investment Mathematics

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Research Output 2017 2019

Pricing and hedging in incomplete markets with model uncertainty

Balter, A. G. & Pelsser, A., Oct 2019, In : European Journal of Operational Research.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Incomplete Markets
Hedging
Model Uncertainty
Pricing
Costs

The Move Towards Riskier Pension Products in the World’s Best Pension Systems

Balter, A., Kallestrup-Lamb, M. & Rangvid, J., Jun 2018, Tilburg: NETSPAR. 50 p. (NETSPAR Design Paper; vol. 105)

Research output: Book/ReportReportProfessional

Open Access
File
Pension system
Pensions
Denmark
Pension scheme
The Netherlands

The Effect of the Assumed Interest Rate and Smoothing on Variable Annuities 2

Balter, A. & Werker, B., 2017, Tilburg: NETSPAR. (NETSPAR Design Paper; vol. 81)

Research output: Book/ReportReportProfessional

Open Access
Variable annuities
Retirement
Interest rates
Smoothing
Pensions