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Old-Age Provision: Past, Present, Future

Author

Listed:
  • Hansjoerg Albrecher

    (University of Lausanne; Swiss Finance Institute)

  • Paul Embrechts

    (Swiss Federal Institute of Technology Zurich; Swiss Finance Institute)

  • Damir Filipović

    (Ecole Polytechnique Fédérale de Lausanne; Swiss Finance Institute)

  • Glenn W. Harrison

    (Georgia State University - J. Mack Robinson College of Business)

  • Pablo Koch-Medina

    (University of Zurich - Department of Banking and Finance; Swiss Finance Institute)

  • Stéphane Loisel

    (University of Lyon 1 - Institute of Finance and Insurance Science (ISFA))

  • Paolo Vanini

    (University of Basel)

  • Joël Wagner

    (University of Lausanne - Department of Actuarial Science (HEC Lausanne); Swiss Finance Institute)

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.

Suggested Citation

  • Hansjoerg Albrecher & Paul Embrechts & Damir Filipović & Glenn W. Harrison & Pablo Koch-Medina & Stéphane Loisel & Paolo Vanini & Joël Wagner, 2016. "Old-Age Provision: Past, Present, Future," Swiss Finance Institute Research Paper Series 16-55, Swiss Finance Institute.
    • Handle: RePEc:chf:rpseri:rp1655
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    File URL: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2839253
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    Cited by:

    1. Albrecher, Hansjörg & Bladt, Martin & Bladt, Mogens & Yslas, Jorge, 2022. "Mortality modeling and regression with matrix distributions," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 68-87.

    More about this item

    Keywords

    Pension funding gap; Demographic and societal challenges; Valuation of pension liabilities; Economic and regulatory capital models; Role of financial markets;
    All these keywords.

    JEL classification:

    • H55 - Public Economics - - National Government Expenditures and Related Policies - - - Social Security and Public Pensions
    • G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation

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