Hi Morphopera!
It is never too late to start investing in a Swiss pension! As a self employed, it's possible that you don't have an occupational pension plan (2nd pillar). But you do have the mandatory first pillar which is AVS/AI and unemployment insurance.
You can still invest in a private pension plan which is the 3rd pillar (although you might not have the 2nd pillar)! Self-employed persons without an occupational pension plan can pay in up to 20 % of their annual earned income, but a maximum of CHF 33'840.
You can also choose between the
3a pillar or the 3b one. With the first one, you have tax deductible contributions but you cannot take your savings out any time you like. The second one has fewer tax advantages but there are also less restrictions!
You can have a look on this website that provides useful information and advice about pensions plans and Swiss life in general:
https://www.ch.ch/en/3rd-pillar/
If you need an english speaking advisor, a specialised agency like Creditloan can offer you a free analyse of your financial situation if order to find you a third pillar plan that is adapted to you!
http://creditloan.ch/retirement-pension-in-switzerland
I hope I could help answering your question! I wish you the best with your future plans! Kind regards.