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 journalArticleAcademicpeer-review

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 languageEnglish
Pages (from-to)9-25
Number of pages17
JournalEuropean Actuarial Journal
Volume8
Issue number1
DOIs
Publication statusPublished - Jun 2018

Keywords

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

Cite this

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