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Integrated risk management for defined benefit pensions : models and metrics

Maurer, Raimond - In: Journal of pension economics and finance 14 (2015) 2, pp. 151-160

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Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph - 2008

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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

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Extending life cycle models of optimal portfolio choice : integrated flexible work, endogenous retirement, and investment decisions with lifetime payouts

Chai, Jingjing; Horneff, Wolfram J.; Maurer, Raimond; … - 2009

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The effect of uncertain labor income and social security on life-cycle portfolios

Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph - 2010

"The NBER Bulletin on Aging and Health provides summaries of publications like this. You can sign up to receive the NBER Bulletin on Aging and Health by email. This paper examines how labor income volatility and social security benefits can influence lifecycle household portfolios. We examine...

Persistent link: https://www.econbiz.de/10003932192