Ralph Rogalla

Goethe University Frankfurt - Department of Finance

House of Finance

Grueneburgplatz 1

Frankfurt am Main, Hessen 60323

Germany

St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial Science

101 Astor Place

New York, NY 10003

United States

SCHOLARLY PAPERS

20

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94

CROSSREF CITATIONS

38

Scholarly Papers (20)

Will They Take the Money and Work? An Empirical Analysis of People's Willingness to Delay Claiming Social Security Benefits for a Lump Sum

SAFE Working Paper No. 84
Number of pages: 42 Posted: 21 Feb 2015
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Ralph Rogalla and Tatjana Schimetschek
Goethe University Frankfurt, University of Pennsylvania - The Wharton School, St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Department of Finance
Downloads 159 (236,928)
Citation 1

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Annuity, lump sum, Social Security, delayed retirement, lifetime income, pension

Will They Take the Money and Work? An Empirical Analysis of People's Willingness to Delay Claiming Social Security Benefits for a Lump Sum

Michigan Retirement Research Center Research Paper No. 2014-308
Number of pages: 39 Posted: 20 Dec 2014
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Ralph Rogalla and Tatjana Schimetschek
Goethe University Frankfurt, University of Pennsylvania - The Wharton School, St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Department of Finance
Downloads 30 (598,989)
Citation 5

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Social Security, annuity, delayed retirement, lump sum, lifetime income, FRA, full retirement age, pension

Will They Take the Money and Work? An Empirical Analysis of People's Willingness to Delay Claiming Social Security Benefits for a Lump Sum

Pension Research Council WP 2014-22
Number of pages: 38 Posted: 13 Nov 2014
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Ralph Rogalla and Tatjana Schimetschek
Goethe University Frankfurt, University of Pennsylvania - The Wharton School, St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Department of Finance
Downloads 24 (640,890)
Citation 1

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Annuity, lump sum, Social Security, delayed retirement, lifetime income, pension

2.

Reforming German Civil Servant Pensions: Funding Policy, Investment Strategy, and Intertemporal Risk Budgeting

Pension Research Council Working Paper No. 2008-09
Number of pages: 36 Posted: 09 Jul 2008
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla and Ralph Rogalla
Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance
Downloads 212 (183,577)
Citation 6

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3.

Investment Risks and Returns of Hybrid Pension Plans: Sponsor and Member Perspectives

Number of pages: 34 Posted: 21 Sep 2006
Peter Albrecht, Joachim Coche, Raimond Maurer, Ralph Rogalla and Ralph Rogalla
University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance, European Central Bank - Risk Management Division, Goethe University Frankfurt - Finance Department and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance
Downloads 192 (201,025)
Citation 2

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Pension Plans, Investment Risks

4.

Participating Payout Life Annuities: Lessons from Germany

Pension Research Council WP No. 2012-03
Number of pages: 34 Posted: 05 Jun 2012 Last Revised: 05 Apr 2013
Raimond Maurer, Ralph Rogalla, Ralph Rogalla and Ivonne Siegelin
Goethe University Frankfurt - Finance Department, St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance and Goethe University Frankfurt
Downloads 169 (224,570)
Citation 8

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The Effect of Uncertain Labor Income and Social Security on Life-Cycle Portfolios

Pension Research Council WP 2009-06
Number of pages: 22 Posted: 06 Jul 2009
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla and Ralph Rogalla
Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance
Downloads 115 (305,144)

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The Effect of Uncertain Labor Income and Social Security on Life-Cycle Portfolios

Number of pages: 21 Posted: 25 Jan 2010 Last Revised: 09 May 2021
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla and Ralph Rogalla
Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance
Downloads 25 (633,435)

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Lifecycle Impacts of the Financial and Economic Crisis on Household Optimal Consumption, Portfolio Choice, and Labor Supply

Michigan Retirement Research Center Research Paper No. WP 2011-246
Number of pages: 33 Posted: 17 Nov 2011
Jingjing Chai, Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla and Ralph Rogalla
Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance
Downloads 65 (435,198)

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retirement, financial crisis, retirement savings, labor supply

Lifecycle Impacts of the Financial and Economic Crisis on Household Optimal Consumption, Portfolio Choice, and Labor Supply

Netspar Discussion Paper No. 06/2011-051
Number of pages: 38 Posted: 01 Jul 2011 Last Revised: 26 Nov 2011
Jingjing Chai, Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla and Ralph Rogalla
Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance
Downloads 42 (531,571)
Citation 1

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Lifecycle Impacts of the Financial and Economic Crisis on Household Optimal Consumption, Portfolio Choice, and Labor Supply

Number of pages: 37 Posted: 20 Jun 2011 Last Revised: 27 Oct 2021
Jingjing Chai, Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla and Ralph Rogalla
Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance
Downloads 25 (633,435)
Citation 2

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7.

The Victory of Hope Over Angst? Funding, Asset Allocation, and Risk-Taking in German Public Sector Pension Reform

Pension Research Council Paper No. WP2007-8
Number of pages: 38 Posted: 11 Apr 2007
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla and Ralph Rogalla
Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance
Downloads 125 (285,984)
Citation 1

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Optimal Social Security Claiming Behavior Under Lump Sum Incentives: Theory and Evidence

SAFE Working Paper No. 164
Number of pages: 36 Posted: 18 Jan 2017 Last Revised: 06 Feb 2017
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Ralph Rogalla and Tatjana Schimetschek
Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School, St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Department of Finance
Downloads 61 (449,765)

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Annuity, delayed retirement, lifetime income, pension, early retirement, Social Security

Optimal Social Security Claiming Behavior under Lump Sum Incentives: Theory and Evidence

CFS Working Paper, No. 629, 2019
Number of pages: 39 Posted: 06 Nov 2019
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Ralph Rogalla and Tatjana Schimetschek
Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School, St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Department of Finance
Downloads 41 (536,612)

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Retirement, annuity, delayed claiming, pension, early retirement, Social Security

Optimal Social Security Claiming Behavior Under Lump Sum Incentives: Theory and Evidence

Number of pages: 32 Posted: 23 Jan 2017 Last Revised: 26 Feb 2021
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Ralph Rogalla and Tatjana Schimetschek
Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School, St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Department of Finance
Downloads 7 (780,168)

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Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection

Michigan Retirement Research Center Research Paper No. 2013-286
Number of pages: 43 Posted: 06 Aug 2013 Last Revised: 03 Sep 2013
Vanya Horneff, Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla and Ralph Rogalla
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance
Downloads 94 (350,088)
Citation 22

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dynamic portfolio choice, variable annuity, retirement income

Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection

Number of pages: 41 Posted: 12 Jul 2013
Vanya Horneff, Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla and Ralph Rogalla
Leibniz Institute for Financial Research SAFE, Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance
Downloads 14 (720,094)

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10.

Implications of Optimal Investment Policies for Hybrid Pension Plans: Sponsor and Member Perspectives

Pension Research Council WP2005-11
Number of pages: 34 Posted: 02 Nov 2005
Raimond Maurer, Peter Albrecht, Joachim Coche, Ralph Rogalla and Ralph Rogalla
Goethe University Frankfurt - Finance Department, University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance, European Central Bank - Risk Management Division and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance
Downloads 70 (413,078)

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Optimal Portfolio Choice in Retirement with Participating Life Annuities

Pension Research Council WP 2014-20
Number of pages: 31 Posted: 13 Nov 2014
Ralph Rogalla and Ralph Rogalla
St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance
Downloads 49 (498,437)
Citation 2

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Life-cycle investing, annuitization, stochastic mortality, pension, household finance

Optimal Portfolio Choice in Retirement with Participating Life Annuities

Number of pages: 31 Posted: 14 Sep 2014
Ralph Rogalla and Ralph Rogalla
St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance
Downloads 19 (679,475)

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Life-cycle investing, annuitization, stochastic mortality, pension, household finance

12.

Accounting-Based Asset Return Smoothing in Participating Life Annuities: Implications for Annuitants, Insurers, and Policymakers

CFS Working Paper No. 518
Number of pages: 23 Posted: 23 Sep 2015
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Ralph Rogalla and Ivonne Siegelin
Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School, St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance and Goethe University Frankfurt
Downloads 65 (429,604)

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Accounting and Actuarial Smoothing of Retirement Payouts in Participating Life Annuities

Pension Research Council WP 2014-02
Number of pages: 45 Posted: 12 Nov 2014
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Ralph Rogalla and Ivonne Siegelin
Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School, St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance and Goethe University Frankfurt
Downloads 56 (469,146)
Citation 6

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Accounting and Actuarial Smoothing of Retirement Payouts in Participating Life Annuities

Number of pages: 45 Posted: 19 May 2014
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Ralph Rogalla and Ivonne Siegelin
Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School, St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance and Goethe University Frankfurt
Downloads 7 (780,168)

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Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 34 Posted: 26 Aug 2008 Last Revised: 26 Nov 2011
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla and Ralph Rogalla
Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance
Downloads 24 (640,890)

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Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of Cvar Cost Constraints

Number of pages: 34 Posted: 15 Sep 2008 Last Revised: 30 Aug 2021
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla and Ralph Rogalla
Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance
Downloads 20 (671,518)

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Exchanging Delayed Social Security Benefits for Lump Sums: Could this Incentivize Longer Work Careers?

Michigan Retirement Research Center Research Paper No. 2012-266
Number of pages: 34 Posted: 28 Mar 2013
Jingjing Chai, Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla and Ralph Rogalla
Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance
Downloads 33 (580,657)
Citation 1

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Social Security, retirement age, lump sum pension

Exchanging Delayed Social Security Benefits for Lump Sums: Could this Incentivize Longer Work Careers?

Number of pages: 31 Posted: 11 May 2013 Last Revised: 04 Jul 2021
Jingjing Chai, Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla and Ralph Rogalla
Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance
Downloads 9 (762,929)

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16.

Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities

Number of pages: 35 Posted: 14 Oct 2011 Last Revised: 02 May 2021
Vasily Kartashov, Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla and Ralph Rogalla
Goethe University Frankfurt, Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance
Downloads 24 (622,102)

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17.

Optimal Social Security Claiming Behavior Under Lump Sum Incentives: Theory and Evidence

Number of pages: 32 Posted: 16 Jan 2017
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Ralph Rogalla and Tatjana Schimetschek
Goethe University Frankfurt, University of Pennsylvania - The Wharton School, St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Department of Finance
Downloads 19 (657,339)

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Annuity, delayed retirement, lifetime income, pension, early retirement, Social Security

18.

Will They Take the Money and Work? An Empirical Analysis of People&Apos;S Willingness to Delay Claiming Social Security Benefits for a Lump Sum

Number of pages: 38 Posted: 27 Oct 2014 Last Revised: 30 Oct 2021
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Ralph Rogalla and Tatjana Schimetschek
Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School, St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Department of Finance
Downloads 11 (717,930)

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19.

Will They Take the Money and Work? People's Willingness to Delay Claiming Social Security Benefits for a Lump Sum

Journal of Risk and Insurance, Vol. 85, Issue 4, pp. 877-909, 2018
Number of pages: 33 Posted: 16 Nov 2018
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Ralph Rogalla and Tatjana Schimetschek
Goethe University Frankfurt, University of Pennsylvania - The Wharton School, St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance and Goethe University Frankfurt - Department of Finance
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20.

Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment — Linked Deferred Annuities

Journal of Risk and Insurance, Vol. 80, Issue 3, pp. 649-676, 2013
Number of pages: 28 Posted: 30 Aug 2013
Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla, Ralph Rogalla and Vasily Kartashov
Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School, St. John's University - Tobin College of Business - School of Risk Management, Insurance, and Actuarial ScienceGoethe University Frankfurt - Department of Finance and Goethe University Frankfurt
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Citation 6
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