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Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S.; … - In: Insurance / Mathematics & economics 63 (2015), pp. 91-107
Persistent link: https://www.econbiz.de/10011349847
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Unisex pricing of German participating life annuities : boon or bane for customer and insurance company?
Bruszas, Sandy; Kaschützke, Barbara; Maurer, Raimond; … - In: Insurance / Mathematics & economics 78 (2018), pp. 230-245
Persistent link: https://www.econbiz.de/10011825278
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Managing contribution and capital market risk in a funded public defined benefit plan : impact of CVaR cost constraints
Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 25-34
Persistent link: https://www.econbiz.de/10009517602
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Following the rules : integrating asset allocation and annuitization in retirement portfolios
Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 396-408
Persistent link: https://www.econbiz.de/10003682561
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Managing contribution and capital market risk in a funded public defined benefit plan: Impact of CVaR cost constraints
Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 25-34
Persistent link: https://www.econbiz.de/10008277121
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Accounting and actuarial smoothing of retirement payouts in participating life annuities
Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph; … - In: Insurance / Mathematics & economics 71 (2016), pp. 268-283
Persistent link: https://www.econbiz.de/10011630840
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Managing contribution and capital market risk in a funded public defined benefit plan: Impact of CVaR cost constraints
Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 25-35
Persistent link: https://www.econbiz.de/10008895444