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


Barcelona Insurance and Risk Management
Summer School



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July 12-14th, 2010



Programme
Day 2: Current Research on Investment and Risk Management in Retirement

9.00-10.30 Main lecture: Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts (Prof. R. Maurer)

10.30-11:15 Topic 1: Dynamic Portfolio Choice with Deferred Annuities (Dr. R. Rogalla)

11.15-11.45 Coffee-break

11-45-12.30 Topic 2: Optimal Annuitization with Habit Formation (V. Kartashov)

12.30-13.15 Topic 3: Optimal Annuitization over the Life Cycle with Regime Switches in the Business Cycle (J. Chai)

13.15-14.00 Topic 4: Housing and Annuitization (A. Hubener)