NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Ralph Rogalla

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 Raimond Maurer, Olivia S. Mitchell, Ivonne Siegelin: w20124
July 2013Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection
with Vanya Horneff, Raimond Maurer, Olivia S. Mitchell: w19206
May 2013Exchanging Delayed Social Security Benefits for Lump Sums: Could This Incentivize Longer Work Careers?
with Jingjing Chai, Raimond Maurer, Olivia S. Mitchell: w19032
October 2011Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities
with Vasily Kartashov, Raimond Maurer, Olivia S. Mitchell: 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, Raimond Maurer, Olivia S. Mitchell: 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 Raimond Maurer, Olivia S. Mitchell: w15682
September 2008Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints
with Raimond Maurer, Olivia S. Mitchell: 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.

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

 
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