- Home
- Academics
- Our Faculty
- Ralph Rogalla, Ph.D.
Teaching Interests
Research Interests
Courses Taught
Select Publications
Journal Articles
Maurer, R., Mitchell, O. S., Rogalla, R., and Siegelin, I. (2016). Accounting and Actuarial Smoothing of Retirement Payouts in Participating Life Annuities. Insurance: Mathematics and Economics. vol. 71, pp. 268-283.
Horneff, V., Maurer, R., Mitchell, O. S., and Rogalla, R. (2015). Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection. Insurance: Mathematics and Economics. vol. 63, pp. 91-107.
Horneff, V., Kaschützke, B., Maurer, R., and Rogalla, R. (2014). Welfare Implications of Product Choice Regulation During the Payout Phase of Funded Pensions. Journal of Pension Economics and Finance. vol. 13, pp. 272-296.
Hubener, A., Maurer, R., and Rogalla, R. (2014). Optimal Portfolio Choice with Annuities and Life Insurance for Retired Couples. Review of Finance. vol. 18, pp. 147-188.
Maurer, R., Mitchell, O. S., Rogalla, R., and Kartashov, V. (2013). Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment-linked Deferred Annuities. Journal of Risk and Insurance. vol. 80, pp. 649-676.
Maurer, R., Rogalla, R., and Siegelin, I. (2013). Participating Payout Life Annuities - Lessons from Germany. ASTIN Bulletin. vol. 43, pp. 159-187.
Maurer, R., Rogalla, R., and Shen, Y. (2012). The Liquidity Crisis of German Open-end Real Estate Funds and their Impact on Optimal Asset Allocation in Retirement . Zeitschrift für Betriebswirtschaft. vol. 82, pp. 79-107.
Horneff, W., Maurer, R., and Rogalla, R. (2010). Dynamic Portfolio Choice with Deferred Annuities . Journal of Banking and Finance. vol. 34, pp. 2652-2664.
Maurer, R., Mitchell, O. S., and Rogalla, R. (2009). Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints. Insurance: Mathematics and Economics. vol. 45, pp. 25-34.
Maurer, R., Reiner, F., and Rogalla, R. (2004). Return and Risk of German Open-End Real Estate Funds . Journal of Property Research. vol. 21, pp. 209-233.
Books Chapters
Chai, J., Maurer, R., Mitchell, O. S., and Rogalla, R. (2012). Life Cycle Impacts of the Financial Crisis on Optimal Consumption-Portfolio Choices and Labor Supply. In: Reshaping Retirement Security: Lessons from the Global Financial Crisis. Oxford: Oxford University Press. pp. 120-151.
Rogalla, R., Maurer, R., and Mitchell, O. S. (2010). The Effect of Uncertain Labor Income and Social Security on Life-cycle Portfolios. In: Reorienting Retirement Risk Management. Oxford: Oxford University Press. pp. 107-121.
Maurer, R., Mitchell, O. S., and Rogalla, R. (2009). Reforming German Civil Servant Pensions: Funding Policy, Investment Strategy, and Intertemporal Risk Budgeting. In: The Future of Public Employee Retirement Systems. Oxford: Oxford University Press. pp. 115-142.
Maurer, R., Mitchell, O. S., and Rogalla, R. (2008). The Victory of Hope over Angst? Funding, Asset Allocation, and Risk-Taking in German Public Sector Pension Reform. In: Frontiers in Pension Finance. Cheltenham: Edward Elgar. pp. 51-79.
Albrecht, P., Coche, J., Maurer, R., and Rogalla, R. (2006). Understanding and Allocating Investment Risks in a Hybrid Pension Plan. In: Restructuring Retirement Risks. Oxford: Oxford University Press. pp. 204-225.