Asset-Liability Management for Long-Term Insurance Business

Hansjoerg Albrecher, Daniel Bauer, Paul Embrechts, Damir Filipović, Pablo Koch-Medina, Ralf Korn, Stéphane Loisel, Antoon Pelsser, Frank Schiller, Hato Schmeiser and Joël Wagner
Additional contact information
Hansjoerg Albrecher: University of Lausanne and Swiss Finance Institute
Daniel Bauer: University of Alabama
Paul Embrechts: Swiss Federal Institute of Technology Zurich and Swiss Finance Institute
Damir Filipović: Ecole Polytechnique Fédérale de Lausanne and Swiss Finance Institute
Pablo Koch-Medina: University of Zurich and Swiss Finance Institute
Ralf Korn: University of Kaiserslautern
Frank Schiller: MunichRe
Hato Schmeiser: University of Muenster and University of St. Gallen
Joël Wagner: University of Lausanne and Swiss Finance Institute

No 17-69, Swiss Finance Institute Research Paper Series from Swiss Finance Institute

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.

Keywords: asset-liability management; long-term insurance; valuation; insurance products; investments; models (search for similar items in EconPapers)
JEL-codes: G11 G22 (search for similar items in EconPapers)
Pages: 18 pages
Date: 2017-12, Revised 2018-01
New Economics Papers: this item is included in nep-ias and nep-rmg
References: Add references at CitEc
Citations: View citations in EconPapers (10)

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https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3089627 (application/pdf)

Related works:
Working Paper: Asset-liability management for long-term insurance business (2018)
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Persistent link: https://EconPapers.repec.org/RePEc:chf:rpseri:rp1769

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