Ralph Rogalla

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Optimal Portfolio Choice in Retirement With Participating Life Annuities
North American Actuarial Journal
2021-04-28Paper
Optimal portfolio choice with annuities and life insurance for retired couples
Review of Finance
2018-11-07Paper
Accounting and actuarial smoothing of retirement payouts in participating life annuities
Insurance Mathematics & Economics
2016-12-14Paper
Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection
Insurance Mathematics & Economics
2015-08-20Paper
Participating payout life annuities: lessons from Germany
ASTIN Bulletin
2014-02-27Paper
Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints
Insurance Mathematics & Economics
2012-02-10Paper


Research outcomes over time


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