Presentation – Brandon Schwab and Henk Keffert

1st speaker: Brandon Schwab, University of Hannover

Title: Advancing loss reserving: a hybrid neural network approach for individual claim development prediction

(Authors: Judith C. Schneider and Brandon Schwab)


2nd speaker: Henk Keffert, Tilburg University

Title: Optimal investment and consumption for retired couples with habit formation

Abstract: In this presentation, we will discuss optimal investment and consumption decisions for retired couples with habit formation preferences. We incorporate life-time uncertainty for both members of the couple, investment in a risky and risk-free asset, retirement wealth that consists of liquid wealth and annuities, and internal additive habit formation preferences. We will use the model to quantify the welfare effects of several partner pension designs.