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OPTIMIZING THE RETIREMENT PORTFOLIO: ASSET ALLOCATION, ANNUITIZATION, AND RISK AVERSION
Horneff, Wolfram J.; Maurer, Raimond; Mitchell, Olivia S.; … - 2006
Persistent link: https://www.econbiz.de/10007278701
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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 - 2008
Persistent link: https://www.econbiz.de/10008239918
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Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment—Linked Deferred Annuities
Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph; … - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 649-676
Persistent link: https://www.econbiz.de/10010171191
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BETTING ON DEATH AND CAPITAL MARKETS IN RETIREMENT: A SHORTFALL RISK ANALYSIS OF LIFE ANNUITIES VERSUS PHASED WITHDRAWAL PLANS
Dus, Ivica; Maurer, Raimond; Mitchell, Olivia S. - 2005
Persistent link: https://www.econbiz.de/10006959673
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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
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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