Narrow search
Showing 1 - 10 of 145
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Risikoanreize bei der Gestaltung erfolgsabhängiger Entlohnungs-systeme für Kapitalanlagegesellschafiten
Maurer, Raimond - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 50 (1998) 6, pp. 507-530
Persistent link: https://www.econbiz.de/10006700735
Cover Image
Multi-Faktorenmodelle: Grundlagen und Einsatz im Management von Aktien-Portefeuilles
Albrecht, Peter; Maurer, Raimond; Mayser, Jürgen - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 48 (1996) 1, pp. 3-30
Persistent link: https://www.econbiz.de/10006705501
Cover Image
Analysen . Berichte . Aufsätze - Ergebnisse für Aktien--Rentenfondsmischungen - Private Rentenversicherung versus Fondsentnahmepläne (II)
Albrecht, Peter; Maurer, Raimond - In: Versicherungswirtschaft : insurance, business, report 56 (2001) 6, pp. 388-390
Persistent link: https://www.econbiz.de/10006833790
Cover Image
Analysen...Berichte...Aufsätze - Kapitalverzehrrisiko unter Berücksichtigung von Steuereffekten - Private Rentenversicherung versus Fondsentnahmepläne (I)
Albrecht, Peter; Maurer, Raimond - In: Versicherungswirtschaft : insurance, business, report 56 (2001) 5, pp. 304-307
Persistent link: https://www.econbiz.de/10006834023