Research Group on Risk in Finance and Insurance
| RFA - IREA - University of Barcelona
|
Summer School
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)