Joël Wagner
Contact
![]() |
Full Professor
Department of Actuarial Science Contact Joel.Wagner@unil.ch Tel 021.692.33.58 Postal address Université de Lausanne Quartier UNIL-Chamberonne Bâtiment Extranef 1015 Lausanne Autres coordonnées Personal website |
Teaching
bachelor Risk Management Related programmes Bachelor of Science (BSc) in Management Bachelor of Science (BSc) in Economics Bachelor (BSc) in Economic Sciences |
Research
Research areas
Actuarial ScienceLife and Pension Insurance
Insurance Economics
Market trends, company value, customer behavior
Risk Management
Risk measures
Regulation and Reporting
Solvency, guaranty funds, IFRS 4
Management of Insurance Companies
Strategy, value creation chain, products, pricing, distribution, claims
Collaborations
Interuniversity
Department of Management, Technology, and Economics (Chair of Information Management), Swiss Federal Institute of Technology ZurichSwitzerland
http://www.im.ethz.ch
Haute Ecole de Gestion, HES-SO Genève
Switzerland
http://www.hesge.ch/heg/
Institute of Insurance Economics, University of St. Gallen
Switzerland
http://www.ivw.unisg.ch
Institute of Management, University of St. Gallen
Switzerland
http://www.ifb.unisg.ch
With professional background
Die Mobiliar - Versicherung & VorsorgeSwitzerland
http://www.mobi.ch
Pittet Associates
Switzerland
http://www.pittet.net
Swiss Insurance Association
Switzerland
http://www.svv.ch
Vaudoise Assurances
Switzerland
http://www.vaudoise.ch
Events
Conferences
See http://people.unil.ch/joelwagner/ for a complete list.Suisse
Mathematical and Statistical Methods for Actuarial Sciences and Finance International Conference (MAF), 30 March - 1 April 2016, Paris
Contributed talk: On the Adequate Funding Ratio in Occupational Pension Funds from the Insured's Perspective
France
Jahrestagung Deutscher Verein für Versicherungswissenschaft, 10-11 March 2016, Vienna
Contributed talk: Impact of Catastrophe Events on Insurance Companies' Market Valuation - an Event Study Analysis
Autriche
Western Risk and Insurance Annual Meeting (WRIA), 3-6 January 2016, Maui
Contributed talk: On the Optimal Funding in Occupational Pension Funds from the Insured's Perspective
U.S.A.
The Swiss Risk and Insurance Forum, 16-17 November 2015, Rüschlikon
Meeting 2015: Old-age provision - past, present, future
Organizers: H.J. Albrecher (University of Lausanne), P. Embrechts (ETH Zurich), D. Filipovic (EPFL Lausanne), P. Koch-Medina (University of Zurich), and J. Wagner (University of Lausanne).
Suisse
World Risk and Insurance Economics Congress (WRIEC), 2-6 August 2015, Munich
Contributed talks:
- Multichannel Distribution, Customer Characteristics and Consumption in Non-Life Insurance: A Data-Driven Approach
- Determinants of Research Shopping Behaviour in the Insurance Sector: An Empirical Analysis
Allemagne
Jahrestagung Deutscher Verein für Versicherungswissenschaft, 18-19 March 2015, Berlin
Contributed talk: Von der Recherche zur Kaufentscheidung: Eine empirische
Analyse von Research-Shopping in der Versicherungsbranche (presented by co-author)
Allemagne
2nd European Actuarial Journal (EAJ) Conference, 10-12 September 2014, Vienna
Contributed talk: What Transaction Costs are Acceptable in Life Insurance Products from the Policyholders' Viewpoint?
Autriche
Congres
Cycle de Conférences en Assurances, 1 / 2016, 22 March 2016, LausanneInvited talk: Gestion du Cyber Risk et assurabilité
Suisse
Cycle de Conférences en Assurances, 3 / 2015, 2 December 2015, Prangins
Invited talk: Perspectives sur la prévoyance vieillesse
Suisse
Cycle de Conférences en Assurances, 2 / 2015, 5 October 2015, Nyon
Invited talk: Assurance auto - tendances de marché et conséquences pour la tarification
Suisse
Cycle de Conférences en Assurances, 1 / 2015, 18 June 2015, Lausanne
Invited talk: Défis actuels et futurs de l'assurance vie
Suisse
Journées de la Prévoyance, 10-12 June 2015, Montreux
Invited talk: Invalidité en Suisse : un risque maîtrisé ?
Suisse
1st Anniversary Event MobilarLab at ETHZ, 30 October 2014, Zurich
Invited talk: Smart consumer - research collaboration Mobilab and HEC Lausanne
Suisse
CRO Forum 10 Year Anniversary Conference, 26 September 2014, Bologna
Invited panelist: Risk Management - Past & Future
Italie
Annual Meeting of the Swiss Association of Actuaries, 5 September 2014, Davos
Invited talk: Défis dans la prévoyance vieillesse et l'assurance-vie - 2014, 2020 et au-delà
Suisse
Chambre Vaudoise des Agents Généraux, tba.
Invited talk: Tendances dans le marché d'assurance en Suisse - quelles évolutions pour la distribution ?
Suisse
Seminaires
Swiss Insurance Association, 18 January 2016, NeuchâtelInvited talk: Digitalisierung in der Assekuranz: Chancen? Risiken? Herausforderungen!
Suisse
Swiss Life, 19 and 20 January 2016, Lausanne and Geneva
Invited talk: Assurance vie - moins de garantie, plus de valeur pour le client?
Suisse
Kessler & Co, 7 October 2015, Lausanne
Invited talk: Cyber Risk - un risque maîtrisé ?
Suisse
La Mobilière, 10 December 2014, Nyon
Invited talk: Enjeux actuels et futurs de l'assurance-vie
Suisse
Séminaires Lyon-Lausanne, 11 December 2014, Lyon
Invited talk: Current challenges in life insurance
Suisse
Formations continues
(Undisclosed) Swiss insurance company, 28 August 2015, NyonInvited talk
Suisse
(Undisclosed) Swiss insurance company, 14 November 2014, Nyon
Invited talk: Tendances dans le marché des assurances
Suisse
(Undisclosed) Swiss insurance company, 15 September 2014, Madrid
Invited talk: Les marchés d'assurance européens en 2020 - enjeux stratégiques et facteurs de succès
Espagne
CIM-HSG St.Galler AssekuranzForum, 5 September 2014, St. Gallen
Invited talk: Die Zukunft des Versicherungsvertriebs
Suisse
Assistants
![]() |
Vanessa Carrard
vanessa.carrard@unil.ch full description |
![]() |
Veronika Kalouguina
veronika.kalouguina@unil.ch Tel: (021 692) 3389 Room: EXT 201 full description |
|
![]() |
Aleksandr Shemendyuk
aleksandr.shemendyuk@unil.ch Tel: (021 692) 3342 Room: EXT 107 full description |
![]() |
Andrey Ugarte
andrey.ugarte@unil.ch Tel: (021 692) 3389 Room: EXT 201 full description |
|
Publications
96 last publications
: Peer Reviewed
2020
Fuino M., Maichel-Guggemoos L. ; Wagner J. (2020). Customer Preferences in German Life Insurance Savings Products: A Conjoint Analysis Approach. Journal of Insurance Issues, 43, 97-133. ![]() | |
Fuino M., Rudnytskyi I. ; Wagner J. (2020). On the Characteristics of Reporting ADL Limitations and Formal LTC Usage across Europe. European Actuarial Journal, 10, 557-597. ![]() | |
Fuino M. , Wagner J. (2020). Duration of Long-Term Care: Socio-Economic Factors, Type of Care Interactions and Evolution. Insurance: Mathematics and Economics, 90, 151-168. ![]() | |
Kalouguina V. , Wagner J. (2020). How Do Health, Care Services Consumption and Lifestyle Factors Affect the Choice of Health Insurance Plans in Switzerland?. Risks, 8, 41. | |
MAICHEL-GUGGEMOOS Liselotte, Wagner Joël (Dir.) (2020). FOUR ESSAYS ON THE GERMAN INSURANCE MARKET. Université de Lausanne, Faculté des hautes études commerciales. | |
Wagner J. , Bonoli G. (2020). Nouvelles formes de travail : Quelles perspectives pour la sécurité sociale ?. Bulletin de l'Association Suisse des Actuaires, 2020, 22-23. | |
2019
(2019). Special Issue on Long-Term Care Financing and Insurance, The Geneva Papers on Risk and Insurance - Issues and Practice (44). The Geneva Association. | |
Costa-Font J., Courbage C. ; Wagner J. (2019). Long-term care insurance research and trajectory. The Geneva Papers on Risk and Insurance - Issues and Practice, 44, 179-182. ![]() | |
Daily-Amir D., Albrecher H., Bladt M. ; Wagner J. (2019). On market share drivers in the Swiss mandatory health insurance sector. Risks, 7, 114. ![]() | |
FUINO Michel, Wagner Joël (Dir.) (2019). Actuarial and Econometric Studies on Long-Term Care in Switzerland. Université de Lausanne, Faculté des hautes études commerciales. | |
MIRZA Charbel, Wagner Joël (Dir.) (2019). FOUR ESSAYS ON LIFE INSURANCE, PERSONALIZED MEDICINE AND INSURTECH. Université de Lausanne, Faculté des hautes études commerciales. | |
Rudnytskyi I. , Wagner J. (2019). Drivers of Old-Age Dependence and Long-Term Care Usage in Switzerland: a Structural Equation Model Approach. Risks, 7, 92. | |
Rudnytskyi Iegor, Wagner Joël (Dir.) (2019). ESSAYS ON LONG-TERM CARE AND INSURANCE MANAGEMENT. Université de Lausanne, Faculté des hautes études commerciales. | |
2018
Albrecher H., Bauer D., Embrechts P., Filipović D., Koch-Medina P., Korn R. et al. (2018). Asset-liability management for long-term insurance business. European Actuarial Journal, 8, 9-25. ![]() | |
Fuino M. , Wagner J. (2018). Long-Term Care Models and Dependence Probability Tables by Acuity Level: New Empirical Evidence from Switzerland. Insurance: Mathematics and Economics, 81, 51-70. ![]() | |
Fuino M. , Wagner J. (2018). Old-Age Care Prevalence in Switzerland: Drivers and Future Development. European Actuarial Journal, 8, 321-362. ![]() | |
Mirza C. , Wagner J. (2018). Policy Characteristics and Stakeholder Returns in Participating Life Insurance: Which Contracts Can Lead to a Win-Win?. European Actuarial Journal, 8, 291-320. ![]() | |
Müller K., Schmeiser H. ; Wagner J. (2018). Insurance Claims Fraud: Optimal Auditing Strategies in Insurance Companies. Variance, 10, 204-226. ![]() | |
Müller P., Wagner J. (Dir.) (2018). Essays on Funding Mechanisms, Asset Allocation and Calibration of Annuities in Swiss Pension Funds. Université de Lausanne, Faculté des hautes études commerciales. | |
2017
2016
Albrecher H., Embrechts P., Filipovic D., Harrison G., Koch P., Loisel S. et al. (2016). Old-age provision: past, present, future. European Actuarial Journal, 6, 287-306. ![]() | |
Laas D., Schmeiser H. ; Wagner J. (2016). Empirical Findings on Motor Insurance Pricing in Germany, Austria, and Switzerland. Geneva Papers on Risk and Insurance - Issues and Practice, 41, 398-431. ![]() | |
Mahlow N. , Wagner J. (2016). Process Landscape and Efficiency in Non-Life Insurance Claims Management: An Industry Benchmark. Journal of Risk Finance, 17, 218-244. ![]() | |
Mahlow N. , Wagner J. (2016). Evolution of Strategic Levers in Insurance Claims Management: An Industry Survey. Risk Management and Insurance Review, 19, 197-223. ![]() | |
Müller K., Schmeiser H. ; Wagner J. (2016). The Impact of Auditing Strategies on Insurers' Profitability. Journal of Risk Finance, 17, 46-79. ![]() | |
Schmeiser H. , Wagner J. (2016). What Transaction Costs are Acceptable in Life Insurance Products from the Policyholders' Viewpoint?. Journal of Risk Finance, 17, 277-294. ![]() | |
2015
Schmeiser H. , Wagner J. (2015). A Proposal on How the Regulator Should Set Minimum Interest Rate Guarantees in Participating Life Insurance Contracts. Journal of Risk and Insurance, 82, 659-686. ![]() | |
Wagner J. (2015). Gestion du risque. Université de Lausanne. | |
Wagner J. (2015). L'avenir de l'assurance vie : une mort lente. HEC Lausanne, Département de Sciences Actuarielles. | |
2014
Hartmann M., Laas D., Nützenadel C., Schmeiser H. ; Wagner J. (2014). Pricing-Strategien in der KFZ-Versicherung. Institute of Insurance Economics, University of St. Gallen and Solution Providers. | |
Laas D., Schmeiser H. ; Wagner J. (2014). Pricing: Kampf geht weiter?. Schweizer Versicherung, No. 7, 54-55. | |
Lorson J. , Wagner J. (2014). The Pricing of Hedging Longevity Risk with the Help of Annuity Securitizations: An Application to the German Market. Journal of Risk Finance, 15, 385-416. ![]() | |
Lorson J. , Wagner J. (2014). Sales Efficiency in Life Insurance: The Drivers for Growth in the German Market. Geneva Papers on Risk and Insurance - Issues and Practice, 39, 493-524. ![]() | |
Mahlow N. , Wagner J. (2014). Entwicklungen im Schadenmanagement: Strategische Themenfelder und Prozessmodell-Benchmark. I.VW Management-Information, No. 3, 29-32. | |
Schmeiser H., Störmer T. ; Wagner J. (2014). Possible market implications of unisex insurance pricing. Asia Insurance Review. | |
Schmeiser H., Störmer T. ; Wagner J. (2014). Possible Market Implications of Unisex Insurance Pricing. Geneva Association, Insurance Economics Newsletter, 2-4. | |
Schmeiser H., Störmer T. ; Wagner J. (2014). Unisex Insurance Pricing: Consumers' Perception and Market Implications. Geneva Papers on Risk and Insurance - Issues and Practice, 39, 322-350. ![]() | |
Schmeiser H., Wagner J. ; Zemp A. (2014). Proposal for a Capital Market-Based Guaranty Scheme for the Financial Industry. European Journal of Finance, 20, 1133-1160. ![]() | |
Wagner J. (2014). Insurance Economics. University of Lausanne. | |
Wagner J. (2014). Asset and Liability Management for Actuaries. University of Lausanne. | |
Wagner J. (2014). Steigende Kosten für Garantien. AWP Soziale Sicherheit, 40, 6. | |
Wagner J. (2014). A Note on the Appropriate Choice of Risk Measures in the Solvency Assessment of Insurance Companies. Journal of Risk Finance, 15, 110-130. ![]() | |
2013
Kreutzer M. , Wagner J. (2013). New Solvency Regulation: What CEOs of Insurance Companies Think. Geneva Papers on Risk and Insurance - Issues and Practice, 38, 213-249. ![]() | |
Lorson J. , Wagner J. (2013). Hedging Longevity Risk with the Help of Annuity Securitizations: An Application to the German Market. I.VW Management-Information, No. 1, 33-35. | |
Schmeiser H. , Wagner J. (2013). The Impact of Introducing Insurance Guaranty Schemes on Pricing and Capital Structure. Journal of Risk and Insurance, 80, 273-308. ![]() | |
2012
(2012). Strategische Unternehmensführung: Auf der Suche nach einer neuen Balance. | |
Loher V., Wagner J. (Dir.) (2012). A Comparison of Islamic Insurance (Takaful) and Conventional Insurance. University of St. Gallen, Master in Banking and Finance. | |
Lorson J., Schmeiser H. ; Wagner J. (2012). Evaluation of Benefits and Costs of Insurance Regulation - A Conceptual Model for Solvency II. Journal of Insurance Regulation, 31, 125-156. ![]() | |
Rymaszewski P., Schmeiser H. ; Wagner J. (2012). Under What Conditions is an Insurance Guaranty Fund Beneficial for Policyholders?. Journal of Risk and Insurance, 79, 785-815. ![]() | |
Schmeiser H., Siegel C. ; Wagner J. (2012). The Risk of Model Misspecification and its Impact on Solvency Measurement in the Insurance Sector. Journal of Risk Finance, 13, 285-308. ![]() | |
Schmeiser H., Störmer T. ; Wagner J. (2012). Ungleiches Risiko, gleicher Preis. Schweizer Versicherung, No. 3, 8-13. | |
Schmeiser H., Störmer T. ; Wagner J. (2012). Unisex Insurance Pricing: Consumers' Perception and Market Implications. I.VW Management-Information, No. 3, 35-38. | |
Schmeiser H. , Wagner J. (2012). The Influence of Interest Rate Guarantees and Solvency Requirements on the Asset Allocation of Life Insurers. I.VW Management-Information, No. 3, 31-33. | |
Schmeiser H. , Wagner J. (2012). Weniger ist oft mehr: Warum sich mit niedrigerem Zins ein höherer Nutzwert erzielen lässt. Schweizer Versicherung, No. 11, 24-25. | |
Wagner J. , Zemp A. (2012). Comparison of Stakeholder Perspectives on Current Regulatory and Reporting Reforms. Risk Management and Insurance Review, 15, 225-254. ![]() | |
Wiget M., Wagner J. (Dir.) (2012). Integrated Financial Market Regulation: A Comparative Analysis. University of St. Gallen, Master in Banking and Finance. | |
Yorulmaz E., Wagner J. (Dir.) (2012). Key Performance Indicators in Insurance Multi-Channel Distribution Management. University of St. Gallen, Master in Banking and Finance. | |
2011
Gaus C., Ströbel A. ; Wagner J. (2011). Die strategische Steuerung des Versicherungsvertriebs im integrierten Vertriebsmodell. I.VW Management-Information, No. 4, 19-23. | |
Müller K., Schmeiser H. ; Wagner J. (2011). How Insurance Companies and Policyholders Behave Optimally in Case of Insurance Claims Fraud. I.VW Management-Information, No. 4, 29-33. | |
Roche C., Wagner J. (Dir.) (2011). The Use of Gender in Insurance Pricing. University of St. Gallen, Master in Banking and Finance. | |
Schmeiser H., Siegel C. ; Wagner J. (2011). Model Risk in Solvency Frameworks for Property-Liability Insurers. I.VW Management-Information, No. 1, 31-34. | |
Schmeiser H. , Wagner J. (2011). A Joint Valuation of Premium Payment and Surrender Options in Participating Life Insurance Contracts. Insurance: Mathematics and Economics, 49, 580-596. ![]() | |
Zemp A. , Wagner J. (2011). Comparison of Stakeholder Perspectives on Current Regulatory and Reporting Reforms. I.VW Management-Information, No. 2, 46-49. | |
2010
2007
Choquard P. , Wagner J. (2007). On a class of implicit solutions of the continuity and Euler's equations for 1D systems with long range interactions, II. Physica D: Nonlinear Phenomena, 226, 173-180. ![]() | |
Lozinski A., Rappaz J. ; Wagner J. (2007, Jan). Finite Element Method with Patches for Poisson problems in polygonal domains. ESAIM: Proceedings, 21 (pp. 45-64). ![]() | |
Rezzonico V., Lozinski A., Picasso M., Rappaz J. ; Wagner J. (2007). Multiscale algorithm with patches of finite elements. Mathematics and Computers in Simulation, 76, 181-187. ![]() | |
2006
Wagner J., Rappaz J. (Dir.) (2006). Finite Element Methods with patches and Applications. Swiss Federal Institute of Technology Lausanne. | |
2005
Choquard P. , Wagner J. (2005). On a class of implicit solutions of the continuity and Euler's equations for 1D systems with long range interactions. Physica D: Nonlinear Phenomena, 201, 230-248. ![]() | |
Glowinski R., He J., Lozinski A., Rappaz J. ; Wagner J. (2005). Finite element approximation of multi-scale elliptic problems using patches of elements. Numerische Mathematik, 101, 663-687. ![]() | |
2004
Choquard P. , Wagner J. (2004). On the "Mean Field" Interpretation of Burgers' Equation. Journal of Statistical Physics, 116, 843-853. ![]() | |
2003
2002
Choquard P. , Wagner J. (2002). The homogeneous Hamilton-Jacobi and Bernoulli equations revisited, II. Foundations of Physics, 32, 1225-1249. ![]() | |
Curriculum
Education
Privatdozent (venia legendi) in Business Administration with special emphasis on Risk Management, 2014Habilitation in Risk Management and Insurance, 2013
University of St. Gallen
Ph.D. in Mathematics (Dr. ès sc.), 2006
Doctoral Thesis in Applied Mathematics
Swiss Federal Institute of Technology Lausanne, Switzerland
Master of Science in Physics (ing. phys. dipl. EPF), 2002
Swiss Federal Institute of Technology Lausanne, Switzerland
Work experience
Full Professor in Actuarial ScienceFaculty of Business and Economics (HEC), University of Lausanne (since 2014)
Swiss Finance Institute Professor
Faculty Member, SFI@UNIL (since 2017)
Invited Professor
Executive MBA, University of Geneva (since 2016)
Assistant Professor in Risk Management and Insurance
School of Management, University of St. Gallen (2010-2014)
Member of the Executive Board of the Institute of Insurance Economics
University of St. Gallen (2013-2014)
Executive Director at the Responsible Corporate Competitiveness profile unit
University of St. Gallen (2010-2014)
Postdoctoral Research Fellow and Project Leader
Institute of Insurance Economics, University of St. Gallen (2010-2013)
Strategy Consultant in Financial Services and Insurance
The Boston Consulting Group, Zurich (2006-2009)
Visiting Research Scholar
Department of Mathematics, University of Houston, USA (2002, 2003)
Research and Teaching Assistant
Chair of Analysis and Numerical Analysis, Swiss Federal Institute of Technology Lausanne (2002-2006)
Academic honors
International Congress of Actuaries 2018 Best Paper AwardBest Paper Award in the subject area "Demographic Change and Longevity" for the paper entitled "Long-Term Care Models and Dependence Probability Tables by Acuity Level: New Empirical Evidence from Switzerland"
Année : 2018
Récipiendaire : Michel Fuino, Joël Wagner
Dr. Hans Kessler Award
Best published research paper in 2012 at the Institute of Insurance Economics, University of St. Gallen
Année : 2013
Récipiendaire : Joël Wagner
Dr. Hans Kessler award
Best published research paper in 2011 at the Institute of Insurance Economics, University of St. Gallen
Année : 2012
Récipiendaire : Joël Wagner
Auguste Dommer award
University-wide best average grade for the whole diploma program, Swiss Federal Institute of Technology Lausanne
Année : 2002
Récipiendaire : Joël Wagner
Jean Landry award
Scientific work with outstanding personal research, Swiss Federal Institute of Technology Lausanne
Année : 2002
Récipiendaire : Joël Wagner
René Cousin award
Best average grade in first and second year and special abilities in mathematics, Swiss Federal Institute of Technology Lausanne
Année : 2000
Récipiendaire : Joël Wagner