Asset-liability management for long-term insurance business

Albrecher, H.; Bauer, D.; Embrechts, P.; Filipovic, D.; Koch-Medina, P.; Korn, R.; Loisel, S.; Pelsser, A.; Schiller, F.; Schmeiser, H.; Wagner, J.

doi:10.1007/s13385-018-0167-5

2018

Journal Article

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.

Author(s)

Albrecher, H.

Bauer, D.

Embrechts, P.

Filipovic, D.

Koch-Medina, P.

Korn, R.

Loisel, S.

Pelsser, A.

Schiller, F.

Schmeiser, H.

Wagner, J.

Journal

European actuarial journal

Options

Asset-liability management for long-term insurance business