NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Raimond Maurer

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers and Chapters

May 2014Accounting and Actuarial Smoothing of Retirement Payouts in Participating Life Annuities
with Olivia S. Mitchell, Ralph Rogalla, Ivonne Siegelin: w20124
December 2013Time is Money: Life Cycle Rational Inertia and Delegation of Investment Management
with Hugh H. Kim, Olivia S. Mitchell: w19732
October 2013How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios
with Andreas Hubener, Olivia S. Mitchell: w19583
July 2013Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection
with Vanya Horneff, Olivia S. Mitchell, Ralph Rogalla: w19206
May 2013Exchanging Delayed Social Security Benefits for Lump Sums: Could This Incentivize Longer Work Careers?
with Jingjing Chai, Olivia S. Mitchell, Ralph Rogalla: w19032
October 2011Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities
with Vasily Kartashov, Olivia S. Mitchell, Ralph Rogalla: w17505

Published: Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla & Vasily Kartashov, 2013. "Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment—Linked Deferred Annuities," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(3), pages 649-676, 09. citation courtesy of

June 2011Lifecycle Impacts of the Financial and Economic Crisis on Household Optimal Consumption, Portfolio Choice, and Labor Supply
with Jingjing Chai, Olivia S. Mitchell, Ralph Rogalla: w17134

Published: Chai, Jingjing, Raimond Maurer, Olivia S. Mitchell, & Ralph Rogalla. (2012). “Lifecycle Impacts of the Financial and Economic Crisis on Household Optimal Consumption, Portfolio Choice, and Labor Supply.” In Reshaping Retirement Security: Lessons from the Global Financial Crisis. Eds. R. Maurer, O.S. Mitchell, and M. Warshawsky. Oxford: Oxford University Press. 120-151.

January 2010The Effect of Uncertain Labor Income and Social Security on Life-cycle Portfolios
with Olivia S. Mitchell, Ralph Rogalla: w15682
June 2009Extending Life Cycle Models of Optimal Portfolio Choice: Integrating Flexible Work, Endogenous Retirement, and Investment Decisions with Lifetime Payouts
with Jingjing Chai, Wolfram Horneff, Olivia S. Mitchell: w15079
September 2008Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints
with Olivia S. Mitchell, Ralph Rogalla: w14332

Published: Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph, 2009. "Managing contribution and capital market risk in a funded public defined benefit plan: Impact of CVaR cost constraints," Insurance: Mathematics and Economics, Elsevier, vol. 45(1), pages 25-34, August.

June 2008Asset Allocation and Location over the Life Cycle with Survival-Contingent Payouts
with Wolfram J. Horneff, Olivia S. Mitchell, Michael Z. Stamos: w14055
February 2007Money in Motion: Dynamic Portfolio Choice in Retirement
with Wolfram J. Horneff, Olivia S. Mitchell, Michael Z. Stamos: w12942
July 2006Optimizing the Retirement Portfolio: Asset Allocation, Annuitization, and Risk Aversion
with Wolfram J. Horneff, Olivia S. Mitchell, Ivica Dus: w12392
April 2005Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities
with Ivica Dus, Olivia S. Mitchell: w11271

Published: Dus, Ivica, Raimond Maurer and Olivia S. Mitchell. "Betting On Death And Capital Marekts In Retirement: A Shortfall Risk Analysis Of Life Annuities Versus Phased Withdrawal Plans," Financial Services Review, 2005, v14(3,Fall), 169-196.

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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