Research Group on Risk in Finance and Insurance
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Barcelona Insurance
and Risk
Management Summer School |
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Home |
July 12-14th, 2010 |
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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) |