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.
- PARTICIPATING LIFE-INSURANCE
- MARKET-CONSISTENT VALUATION
- RISK MEASURES
Albrecher, H., Bauer, D., Embrechts, P., Filipovic, D., Koch-Medina, P., Korn, R., Loisel, S., Pelsser, A., Schiller, F., Schmeiser, H., & Wagner, J. (2018). Asset-liability management for long-term insurance business. European Actuarial Journal, 8(1), 9-25. https://doi.org/10.1007/s13385-018-0167-5