Alfred Müller
Alfred Müller
E-mail megerősítve itt: mathematik.uni-siegen.de
Cím
Hivatkozott rá
Hivatkozott rá
Év
Comparison methods for stochastic models and risks
A Müller, D Stoyan
Wiley, 2002
23042002
Comparison methods for stochastic models and risks. 2002
A Müller, D Stoyan
John Wiley&Sons Ltd., Chichester, 0
2290*
Integral probability metrics and their generating classes of functions
A Müller
Advances in Applied Probability, 429-443, 1997
4441997
A spot market model for pricing derivatives in electricity markets
M Burger, B Klar, A Müller, G Schindlmayr
Quantitative Finance 4 (1), 109-122, 2004
3012004
Generalized quantiles as risk measures
F Bellini, B Klar, A Müller, E Rosazza Gianin
Insurance: Mathematics and Economics 54, 41-48, 2014
2322014
Stop-loss order for portfolios of dependent risks
A Müller
Insurance: Mathematics and Economics 21 (3), 219-223, 1997
2091997
Some remarks on the supermodular order
A Müller, M Scarsini
Journal of Multivariate Analysis 73 (1), 107-119, 2000
1652000
Modeling and comparing dependencies in multivariate risk portfolios
N Baeuerle, A Mueller
Astin Bulletin 28, 59-76, 1998
1561998
The newsvendor game has a nonempty core
A Müller, M Scarsini, M Shaked
Games and Economic Behavior 38 (1), 118-126, 2002
1552002
Archimedean copulae and positive dependence
A Müller, M Scarsini
Journal of Multivariate Analysis 93 (2), 434-445, 2005
1532005
Stochastic comparison of random vectors with a common copula
A Müller, M Scarsini
Mathematics of operations research 26 (4), 723-740, 2001
1492001
Stochastic orders generated by integrals: a unified study
A Müller
Advances in Applied Probability, 414-428, 1997
1391997
Stochastic orders and risk measures: Consistency and bounds
N Bäuerle, A Müller
Insurance: Mathematics and Economics 38 (1), 132-148, 2006
1372006
Stochastic ordering of multivariate normal distributions
A Müller
Annals of the Institute of Statistical Mathematics 53 (3), 567-575, 2001
892001
Orderings of risks: A comparative study via stop-loss transforms
A Müller
Insurance: Mathematics and Economics 17 (3), 215-222, 1996
741996
Evidence for long‐term memory in sea level
S Dangendorf, D Rybski, C Mudersbach, A Müller, E Kaufmann, E Zorita, ...
Geophysical Research Letters 41 (15), 5530-5537, 2014
632014
Asymptotic ruin probabilities for risk processes with dependent increments
A Müller, G Pflug
Insurance: Mathematics and Economics 28 (3), 381-392, 2001
612001
How does the value function of a Markov decision process depend on the transition probabilities?
A Müller
Mathematics of Operations Research 22 (4), 872-885, 1997
561997
Detecting anthropogenic footprints in sea level rise
S Dangendorf, M Marcos, A Müller, E Zorita, R Riva, K Berk, J Jensen
Nature communications 6, 7849, 2015
502015
Smooth generators of integral stochastic orders
M Denuit, A Müller
Annals of Applied Probability 12 (4), 1174-1184, 2002
502002
A rendszer jelenleg nem tudja elvégezni a műveletet. Próbálkozzon újra később.
Cikkek 1–20