Rogalla, Ralph Optimal portfolio choice in retirement with participating life annuities. (English) Zbl 1461.91258 N. Am. Actuar. J. 25, Suppl. 1, S182-S195 (2021). MSC: 91G05 91G10 PDFBibTeX XMLCite \textit{R. Rogalla}, N. Am. Actuar. J. 25, S182--S195 (2021; Zbl 1461.91258) Full Text: DOI Link
Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph; Siegelin, Ivonne Accounting and actuarial smoothing of retirement payouts in participating life annuities. (English) Zbl 1371.91105 Insur. Math. Econ. 71, 268-283 (2016). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{R. Maurer} et al., Insur. Math. Econ. 71, 268--283 (2016; Zbl 1371.91105) Full Text: DOI
Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection. (English) Zbl 1348.91147 Insur. Math. Econ. 63, 91-107 (2015). MSC: 91B30 91G10 93E20 PDFBibTeX XMLCite \textit{V. Horneff} et al., Insur. Math. Econ. 63, 91--107 (2015; Zbl 1348.91147) Full Text: DOI Link
Hubener, Andreas; Maurer, Raimond; Rogalla, Ralph Optimal portfolio choice with annuities and life insurance for retired couples. (English) Zbl 1417.91272 Rev. Finance 18, No. 1, 147-188 (2014). MSC: 91B30 91G10 PDFBibTeX XMLCite \textit{A. Hubener} et al., Rev. Finance 18, No. 1, 147--188 (2014; Zbl 1417.91272) Full Text: DOI Link
Maurer, Raimond; Rogalla, Ralph; Siegelin, Ivonne Participating payout life annuities: lessons from Germany. (English) Zbl 1292.91093 Astin Bull. 43, No. 2, 159-187 (2013). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 91G40 91B16 PDFBibTeX XMLCite \textit{R. Maurer} et al., ASTIN Bull. 43, No. 2, 159--187 (2013; Zbl 1292.91093) Full Text: DOI Link
Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints. (English) Zbl 1231.91216 Insur. Math. Econ. 45, No. 1, 25-34 (2009). MSC: 91B30 PDFBibTeX XMLCite \textit{R. Maurer} et al., Insur. Math. Econ. 45, No. 1, 25--34 (2009; Zbl 1231.91216) Full Text: DOI Link