Asset-liability management for long-term insurance business

Hansjorg Albrecher; Daniel Bauer; Paul Embrechts; Damir Filipovic; Pablo Koch-Medina; Ralf Korn; Stephane Loisel; Antoon Pelsser; Frank Schiller; Hato Schmeiser; Joel Wagner

doi:10.1007/s13385-018-0167-5

Asset-liability management for long-term insurance business

Hansjorg Albrecher^*, Daniel Bauer, Paul Embrechts, Damir Filipovic, Pablo Koch-Medina, Ralf Korn, Stephane Loisel, Antoon Pelsser, Frank Schiller, Hato Schmeiser, Joel Wagner

^*Corresponding author for this work

Research output: Contribution to journal › Article › Academic › peer-review

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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 management for long-term insurance business. Topics include valuation, innovations in insurance products, investment, and modelling aspects.

Original language	English
Pages (from-to)	9-25
Number of pages	17
Journal	European Actuarial Journal
Volume	8
Issue number	1
DOIs	https://doi.org/10.1007/s13385-018-0167-5
Publication status	Published - Jun 2018

Keywords

PARTICIPATING LIFE-INSURANCE
MARKET-CONSISTENT VALUATION
RISK MEASURES
PORTFOLIOS
COST

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10.1007/s13385-018-0167-5

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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 management for long-term insurance business. Topics include valuation, innovations in insurance products, investment, and modelling aspects.",

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AU - Albrecher, Hansjorg

AU - Bauer, Daniel

AU - Embrechts, Paul

AU - Filipovic, Damir

AU - Koch-Medina, Pablo

AU - Korn, Ralf

AU - Loisel, Stephane

AU - Pelsser, Antoon

AU - Schiller, Frank

AU - Schmeiser, Hato

AU - Wagner, Joel

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PY - 2018/6

Y1 - 2018/6

N2 - 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 management for long-term insurance business. Topics include valuation, innovations in insurance products, investment, and modelling aspects.

AB - 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 management for long-term insurance business. Topics include valuation, innovations in insurance products, investment, and modelling aspects.

KW - PARTICIPATING LIFE-INSURANCE

KW - MARKET-CONSISTENT VALUATION

KW - RISK MEASURES

KW - PORTFOLIOS

KW - COST

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DO - 10.1007/s13385-018-0167-5

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SP - 9

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JO - European Actuarial Journal

JF - European Actuarial Journal

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Asset-liability management for long-term insurance business

Abstract

Keywords

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