University of Lausanne - Department of Actuarial Science (HEC Lausanne); Swiss Finance Institute
Date Written: June 14, 2016
Abstract
This is a summary of the main topics and findings from the Swiss Risk and Insurance Forum 2015. That event gathered experts from academia, insurance industry, regulatory bodies, and consulting companies to discuss the past and current developments and necessary next steps for dealing with old-age provision. Topics include the pension funding gap, demographic and societal challenges, the valuation of pension liabilities, economic and regulatory capital models, and the role of financial markets.
Keywords: Pension funding gap, Demographic and societal challenges, Valuation of pension liabilities, Economic and regulatory capital models, Role of financial markets
Albrecher, Hansjoerg and Embrechts, Paul and Filipovic, Damir and Harrison, Glenn William and Koch-Medina, Pablo and Loisel, Stéphane and Vanini, Paolo and Wagner, Joël, Old-Age Provision: Past, Present, Future (June 14, 2016). European Actuarial Journal, Forthcoming, Swiss Finance Institute Research Paper No. 16-55, Available at SSRN: https://ssrn.com/abstract=2839253 or http://dx.doi.org/10.2139/ssrn.2839253