Works matching AU Pflug, Georg Ch.
Results: 27
Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals.
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- Mathematics of Operations Research, 2016, v. 41, n. 2, p. 682, doi. 10.1287/moor.2015.0747
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- Article
On the Glivenko-Cantelli Problem in Stochastic Programming; Linear Recourse and Extensions.
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- Mathematics of Operations Research, 1998, v. 23, n. 1, p. 204, doi. 10.1287/moor.23.1.204
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- Article
11th International Conference on Stochastic Programming.
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- Optimization, 2010, v. 59, n. 3, p. 321, doi. 10.1080/02331931003736891
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- Article
A difference of convex formulation of value-at-risk constrained optimization.
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- Optimization, 2010, v. 59, n. 3, p. 377, doi. 10.1080/02331931003700731
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- Article
Shape-restricted nonparametric regression with overall noisy measurements.
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- Journal of Nonparametric Statistics, 2013, v. 25, n. 2, p. 323, doi. 10.1080/10485252.2012.754890
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- Article
Efficient calculation of the Greeks for exponential Lévy processes: an application of measure valued differentiation.
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- Quantitative Finance, 2016, v. 16, n. 2, p. 247, doi. 10.1080/14697688.2015.1114364
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- Article
Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant.
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- 2020
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- Correction Notice
Distributionally robust optimization with multiple time scales: valuation of a thermal power plant.
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- Computational Management Science, 2020, v. 17, n. 3, p. 357, doi. 10.1007/s10287-019-00358-0
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Does Insurance Help to Escape the Poverty Trap?-A Ruin Theoretic Approach.
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- Journal of Risk & Insurance, 2011, v. 78, n. 4, p. 1003, doi. 10.1111/j.1539-6975.2010.01396.x
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- Article
Multiscale stochastic optimization: modeling aspects and scenario generation.
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- Computational Optimization & Applications, 2020, v. 75, n. 1, p. 1, doi. 10.1007/s10589-019-00135-4
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- Article
Measuring Risk for Income Streams.
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- Computational Optimization & Applications, 2005, v. 32, n. 1/2, p. 161, doi. 10.1007/s10589-005-2058-3
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- Article
A Note on the Recursive and Parallel Structure of the Birge and Qi Factorization for Tree Structured Linear Programs.
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- Computational Optimization & Applications, 2003, v. 24, n. 2/3, p. 251, doi. 10.1023/A:1021810125060
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- Article
ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE?
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- International Journal of Theoretical & Applied Finance, 2014, v. 17, n. 1, p. 1, doi. 10.1142/S0219024914500034
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Introduction to the special issue on portfolio construction and risk management.
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- Quantitative Finance, 2007, v. 7, n. 4, p. 357, doi. 10.1080/14697680701562561
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- Article
Introduction to the special issue on financial planning in a dynamical setting.
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- Quantitative Finance, 2007, v. 7, n. 2, p. 111, doi. 10.1080/14697680701287144
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- Article
Stochastic programs and statistical data.
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- Annals of Operations Research, 1999, v. 85, n. 1-4, p. 59, doi. 10.1023/A:1018982129937
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- Article
Business Cycles and Conditional Credit-Rating Migration Matrices.
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- Quarterly Journal of Finance, 2018, v. 8, n. 4, p. N.PAG, doi. 10.1142/S2010139218400050
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- Article
Systemic risk and copula models.
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- Central European Journal of Operations Research, 2018, v. 26, n. 2, p. 465, doi. 10.1007/s10100-018-0525-z
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Incorporating statistical model error into the calculation of acceptability prices of contingent claims.
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- Mathematical Programming, 2019, v. 174, n. 1/2, p. 499, doi. 10.1007/s10107-018-1352-7
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- Article
Subdifferential representations of risk measures.
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- Mathematical Programming, 2006, v. 108, n. 2/3, p. 339, doi. 10.1007/s10107-006-0714-8
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- Article
Dependence Models for Multi-Hazard-Events.
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- Natural Hazards & Earth System Sciences Discussions, 2024, p. 1, doi. 10.5194/nhess-2023-194
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- Article
Infrastructure in Developing and Transition Countries: Risk and Protection.
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- Risk Analysis: An International Journal, 2003, v. 23, n. 3, p. 601, doi. 10.1111/1539-6924.00340
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- Article
Risk‐layering and optimal insurance uptake under ambiguity: With an application to farmers exposed to drought risk in Austria.
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- Risk Analysis: An International Journal, 2022, v. 42, n. 12, p. 2639, doi. 10.1111/risa.13884
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The distortion principle for insurance pricing: properties, identification and robustness.
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- Annals of Operations Research, 2020, v. 292, n. 2, p. 771, doi. 10.1007/s10479-018-3119-1
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- Article
Optimal pension fund management under multi-period risk minimization.
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- Annals of Operations Research, 2009, v. 166, n. 1, p. 261, doi. 10.1007/s10479-008-0405-3
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- Article
Financial scenario generation for stochastic multi-stage decision processes as facility location problems.
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- Annals of Operations Research, 2007, v. 152, n. 1, p. 257, doi. 10.1007/s10479-006-0140-6
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- Article
Distance Testing for Selecting the Best Population.
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- Australian & New Zealand Journal of Statistics, 1998, v. 40, n. 4, p. 443, doi. 10.1111/1467-842x.00049
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- Article