NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Raimond Maurer

Goethe University Frankfurt
Finance Department
Theodor-W. Adorno Platz 3
60323 Frankfurt am Main
Germany

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org

NBER Working Papers and Publications

January 2017Optimal Social Security Claiming Behavior under Lump Sum Incentives: Theory and Evidence
with Olivia S. Mitchell, Ralph Rogalla, Tatjana Schimetschek: w23073
December 2016Older Peoples’ Willingness to Delay Social Security Claiming
with Olivia S. Mitchell: w22942
October 2016Putting the Pension Back in 401(k) Plans: Optimal versus Default Longevity Income Annuities
with Vanya Horneff, Olivia S. Mitchell: w22717
July 2016Time Discounting and Economic Decision-making Among the Elderly
with David Huffman, Olivia S. Mitchell: w22438
October 2014Will They Take the Money and Work? An Empirical Analysis of People's Willingness to Delay Claiming Social Security Benefits for a Lump Sum
with Olivia S. Mitchell, Ralph Rogalla, Tatjana Schimetschek: w20614
May 2014Accounting and Actuarial Smoothing of Retirement Payouts in Participating Life Annuities
with Olivia S. Mitchell, Ralph Rogalla, Ivonne Siegelin: w20124

Published: Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph & Siegelin, Ivonne, 2016. "Accounting and actuarial smoothing of retirement payouts in participating life annuities," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 268-283. citation courtesy of

December 2013Time is Money: Life Cycle Rational Inertia and Delegation of Investment Management
with Hugh Hoikwang 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

Published: Andreas Hubener & Raimond Maurer & Olivia S. Mitchell, 2016. "How Family Status and Social Security Claiming Options Shape Optimal Life Cycle Portfolios," Review of Financial Studies, Society for Financial Studies, vol. 29(4), pages 937-978. citation courtesy of

July 2013Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection
with Vanya Horneff, Olivia S. Mitchell, Ralph Rogalla: w19206

Published: Insurance: Mathematics and Economics Volume 63, July 2015, Pages 91–107 Special Issue: Longevity Nine - the Ninth International Longevity Risk and Capital Markets Solutions Conference Cover image Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection Vanya Horneffa, , Raimond Maurera, , , Olivia S. Mitchellb, , Ralph Rogallaa, citation courtesy of

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. citation courtesy of

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.

 
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