Joël Wagner

University of Lausanne - Department of Actuarial Science (HEC Lausanne)

Full Professor

Unil-Chamberonne - Extranef

Lausanne, 1015

Switzerland

http://people.unil.ch/joelwagner

Swiss Finance Institute

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

  • University of Lausanne - Department of Actuarial Science (HEC Lausanne)

  • Swiss Finance Institute

SCHOLARLY PAPERS

3

DOWNLOADS

772

TOTAL CITATIONS

9

Scholarly Papers (3)

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1.

Asset-Liability Management for Long-Term Insurance Business

Swiss Finance Institute Research Paper No. 17-69
Number of pages: 18 Posted: 21 Dec 2017 Last Revised: 09 Jan 2018
Hansjoerg Albrecher, Daniel Bauer, Paul Embrechts, Damir Filipović, Pablo Koch-Medina, Ralf Korn, Stéphane Loisel, Antoon Pelsser, Frank Schiller, Hato Schmeiser and Joël Wagner
University of Lausanne, University of Wisconsin-Madison, Swiss Federal Institute of Technology Zurich, École Polytechnique Fédérale de Lausanne (EPFL), University of Zurich - Department Finance, University of Kaiserslautern - Department of Mathematics, University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA), Maastricht University, MunichRe, University of Münster - Faculty of Economics and University of Lausanne - Department of Actuarial Science (HEC Lausanne)
Downloads 559 (106,747)
Citation 7

Abstract:

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asset-liability management, long-term insurance, valuation, insurance products, investments, models

2.

Old-Age Provision: Past, Present, Future

European Actuarial Journal, Forthcoming, Swiss Finance Institute Research Paper No. 16-55
Number of pages: 22 Posted: 17 Sep 2016 Last Revised: 20 Sep 2016
Hansjoerg Albrecher, Paul Embrechts, Damir Filipović, Glenn W. Harrison, Pablo Koch-Medina, Stéphane Loisel, Paolo Vanini and Joël Wagner
University of Lausanne, Swiss Federal Institute of Technology Zurich, École Polytechnique Fédérale de Lausanne (EPFL), Georgia State University - J. Mack Robinson College of Business, University of Zurich - Department Finance, University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA), University of Basel and University of Lausanne - Department of Actuarial Science (HEC Lausanne)
Downloads 213 (307,635)
Citation 2

Abstract:

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Pension funding gap, Demographic and societal challenges, Valuation of pension liabilities, Economic and regulatory capital models, Role of financial markets

3.

Profitability and Growth in Motor Insurance Business – Empirical Evidence from Germany

The Geneva Papers on Risk and Insurance – Issues and Practice, Forthcoming
Posted: 08 Dec 2017
Liselotte Maichel-Guggemoos and Joël Wagner
University of Lausanne and University of Lausanne - Department of Actuarial Science (HEC Lausanne)

Abstract:

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Motor Insurance, German Market, Empirical Analysis