Edit Profile (opens in new tab) Rogalla, Ralph Compute Distance To: Compute Author ID: rogalla.ralph Published as: Rogalla, Ralph Documents Indexed: 6 Publications since 2009 Co-Authors: 5 Co-Authors with 5 Joint Publications 17 Co-Co-Authors Co-Authors 1 single-authored 5 Maurer, Raimond H. 3 Mitchell, Olivia S. 2 Siegelin, Ivonne 1 Horneff, Vanya 1 Hubener, Andreas Serials 3 Insurance Mathematics & Economics 1 ASTIN Bulletin 1 North American Actuarial Journal 1 Review of Finance Fields 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Statistics (62-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 6 Publications have been cited 43 times in 36 Documents Cited by ▼ Year ▼ Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection. Zbl 1348.91147Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph 16 2015 Participating payout life annuities: lessons from Germany. Zbl 1292.91093Maurer, Raimond; Rogalla, Ralph; Siegelin, Ivonne 11 2013 Accounting and actuarial smoothing of retirement payouts in participating life annuities. Zbl 1371.91105Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph; Siegelin, Ivonne 8 2016 Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints. Zbl 1231.91216Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph 4 2009 Optimal portfolio choice with annuities and life insurance for retired couples. Zbl 1417.91272Hubener, Andreas; Maurer, Raimond; Rogalla, Ralph 3 2014 Optimal portfolio choice in retirement with participating life annuities. Zbl 1461.91258Rogalla, Ralph 1 2021 Optimal portfolio choice in retirement with participating life annuities. Zbl 1461.91258Rogalla, Ralph 1 2021 Accounting and actuarial smoothing of retirement payouts in participating life annuities. Zbl 1371.91105Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph; Siegelin, Ivonne 8 2016 Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection. Zbl 1348.91147Horneff, Vanya; Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph 16 2015 Optimal portfolio choice with annuities and life insurance for retired couples. Zbl 1417.91272Hubener, Andreas; Maurer, Raimond; Rogalla, Ralph 3 2014 Participating payout life annuities: lessons from Germany. Zbl 1292.91093Maurer, Raimond; Rogalla, Ralph; Siegelin, Ivonne 11 2013 Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints. Zbl 1231.91216Maurer, Raimond; Mitchell, Olivia S.; Rogalla, Ralph 4 2009 all cited Publications top 5 cited Publications all top 5 Cited by 76 Authors 3 Blake, David 3 Gatzert, Nadine 3 Lin, Yijia 3 MacMinn, Richard D. 3 Maurer, Raimond H. 2 Bohnert, Alexander 2 Forsyth, Peter A. 2 Kaschützke, Barbara 2 Løchte Jørgensen, Peter 2 Moenig, Thorsten 2 Rogalla, Ralph 2 Siegelin, Ivonne 2 Tian, Ruilin 2 van Bilsen, Servaas 2 Ziveyi, Jonathan 1 Ai, Jing 1 Alexandrova, Maria 1 Balter, Anne G. 1 Bauer, Daniel J. 1 Both, Sandy 1 Boyle, Phelim P. 1 Bravo, Jorge Miguel 1 Brockett, Patrick L. 1 Bruszas, Sandy 1 Butt, Adam 1 Cairns, Andrew J. G. 1 Cox, Samuel H. jun. 1 Donnelly, Catherine 1 El Karoui, Nicole 1 El Mekkaoui de Freitas, Najat 1 Gao, Jin 1 Goudenège, Ludovic 1 Guillen, Montserrat 1 Horneff, Vanya 1 Ignatieva, Katja 1 Jacobson, Allen F. 1 Jarner, Søren Fiig 1 Kang, Boda 1 Khemka, Gaurav 1 Konicz, Agnieszka Karolina 1 Koshkin, Gennady M. 1 Laeven, Roger J. A. 1 Li, Johnny Siu-Hang 1 Linders, Daniël 1 Loisel, Stéphane 1 Lopukhin, Yaroslav 1 Mahayni, Antje 1 Mei, Yuchen 1 Menoncin, Francesco 1 Mitchell, Olivia S. 1 Molent, Andrea 1 Mück, Matthias 1 Nielsen, Jens Perch 1 Oguledo, Victor I. 1 Pérez-Marín, Ana María 1 Pisinger, David 1 Preisel, Michael 1 Ramsay, Colin M. 1 Regis, Luca 1 Ruß, Jochen 1 Shen, Zhiyi 1 Shi, Tianxiang 1 Song, Andrew 1 Tan, Ken Seng 1 Tsai, Jason Chenghsien 1 Ulm, Eric R. 1 Vetzal, Kenneth R. 1 Wang, Jennifer L. 1 Weissensteiner, Alex 1 Weng, Chengguo 1 Werker, Bas J. M. 1 Westmacott, Graham 1 Yu, Jifeng 1 Zanette, Antonino 1 Zhou, Rui 1 Zhu, Nan all top 5 Cited in 8 Serials 16 Insurance Mathematics & Economics 8 North American Actuarial Journal 3 ASTIN Bulletin 2 Scandinavian Actuarial Journal 2 Quantitative Finance 2 European Actuarial Journal 1 Review of Derivatives Research 1 Computational Management Science all top 5 Cited in 7 Fields 33 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Statistics (62-XX) 3 General and overarching topics; collections (00-XX) 2 Probability theory and stochastic processes (60-XX) 2 Operations research, mathematical programming (90-XX) 2 Systems theory; control (93-XX) 1 Biology and other natural sciences (92-XX) Citations by Year