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