Asset-Liability Management for Long-Term Insurance Business
Journal
European Actuarial Journal
ISSN
2190-9733
Type
journal article
Date Issued
2018
Author(s)
Albrecher, Hansjörg
;
Bauer, Daniel
;
Embrechts, Paul
;
Filipovic, Damir
;
Koch-Medina, Pablo
;
Korn, Ralf
;
Loisel, Stephane
;
Pelsser, Antoon
;
Schiller, Frank
;
;
Abstract
This is a summary of the main topics and findings from the Swiss Risk
and Insurance Forum 2017. That event gathered experts from academia, insurance
industry, regulatory bodies, and consulting companies to discuss past and current
developments as well as future perspectives in dealing with asset-liability man-
agement for long-term insurance business. Topics include valuation, innovations in
insurance products, investment, and modelling aspects.
and Insurance Forum 2017. That event gathered experts from academia, insurance
industry, regulatory bodies, and consulting companies to discuss past and current
developments as well as future perspectives in dealing with asset-liability man-
agement for long-term insurance business. Topics include valuation, innovations in
insurance products, investment, and modelling aspects.
Language
English
HSG Classification
contribution to scientific community
Refereed
Yes
Publisher
Springer
Volume
8
Number
1
Start page
9
End page
25
Pages
17
Subject(s)
Division(s)
Additional Information
Prof. Wagner is Professor at the HEC Lausanne; http://people.unil.ch/joelwagner; joel.wagner@unil.ch
Eprints ID
255410