WP 2016-03 Old-Age Provision: Past, Present, Future

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Published in 2016 in European Actuarial Journal, Volume 6, Issue 2.

AUTHORS: Hansjörg Albrecher, Paul Embrechts, Damir Filipović, Glenn Harrison, Pablo Koch, Stéphane Loisel, Paolo Vanini, Joël Wagner

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.