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)