LOGO

Research Group on Risk in Finance and Insurance
RFA - IREA - University of Barcelona


Barcelona Insurance and Risk Management
Summer School



Home
July 12-14th, 2010

Programme
Day 1: Basis Methodologies on Investment and Risk Management in Retirement

9.00-10.30 Main lecture: Annuities and their Role in Hedging Longevity Risk (Prof. R. Maurer)

10.30-11.15 Topic 1: Monte Carlo Techniques in Asset and Pension Liability Modelling (P. Gerlach and A. Hubener)

11.15-11.45 Coffee-break

11-45-12.30 Topic 2: Numerical Solutions to Life Cycle Decision Making in Discrete Time (J. Chai and V. Kartashov)

12.30-13.15 Topic 3: Modelling Mortality Dynamics (Dr. R. Rogalla)

13.15-14.00 Topic 4: Ruin Minimization and Asset Allocation for Phased Withdrawal Plans (Y. Shen)