Alfred Müller

Available identifiers

zbMath Open muller.alfredWikidataQ58351408 ScholiaQ58351408MaRDI QIDQ173676

List of research outcomes

Publication	Date of Publication	Type
Technical Note—Ranking Distributions When Only Means and Variances Are Known	2022-12-01	Paper
A spot market model for pricing derivatives in electricity markets	2019-01-15	Paper
Expectiles, omega ratios and stochastic ordering	2018-11-08	Paper
A tilting algorithm for the estimation of fractional age survival probabilities	2015-10-15	Paper
Generalized quantiles as risk measures	2014-06-23	Paper
Certainty equivalents as risk measures	2013-09-16	Paper
Fear of loss, inframodularity, and transfers	2012-07-13	Paper
Comparison and bounds for functionals of future lifetimes consistent with life tables	2012-04-18	Paper
Modeling and Comparing Dependencies in Multivariate Risk Portfolios	2008-06-25	Paper
Dependence properties and comparison results for Lévy processes	2008-04-23	Paper
Stochastic orders and risk measures: consistency and bounds	2006-10-05	Paper
Positive Dependence and Weak Convergence	2006-09-25	Paper
Stochastic Order Relations and Lattices of Probability Measures	2006-05-30	Paper
Stochastic Comparison of Random Vectors with a Common Copula	2005-11-11	Paper
Archimedean copulae and positive dependence	2005-05-12	Paper
Some counterexamples in positive dependence	2004-09-09	Paper
On the interplay between variability and negative dependence for bivariate distributions.	2003-11-17	Paper
Asymptotic ruin probabilities for risk processes with dependent increments.	2003-11-16	Paper
Sensitivity analysis of a sequential decision problem with learning	2003-06-26	Paper
Smooth generators of integral stochastic orders.	2003-05-06	Paper
On the optimal stopping values induced by general dependence structures	2003-01-01	Paper
Characterizations of classes of lifetime distributions generalizing the NBUE class	2003-01-01	Paper
The newsvendor game has a nonempty core	2002-09-30	Paper
Even risk-averters may love risk	2002-08-21	Paper
Stochastic ordering of multivariate normal distributions	2002-04-11	Paper
https://portal.mardi4nfdi.de/entity/Q2751340	2002-04-08	Paper
https://portal.mardi4nfdi.de/entity/Q2778807	2002-03-21	Paper
Bounds for optimal stopping values of dependent random variables with given marginals	2002-02-18	Paper
On a Conjecture of Koole	2001-11-07	Paper
Some remarks on the supermodular order	2001-04-09	Paper
Expected utility maximization of optimal stopping problems	2000-03-23	Paper
On the waiting times in queues with dependency between interarrival and service times	2000-03-21	Paper
Comparing risks with unbounded distributions	1999-09-01	Paper
Another tale of two tails: on characterizations of comparative risk	1999-05-25	Paper
Cost-minimal immunization in the Greenwood epidemic model	1998-10-19	Paper
How Does the Value Function of a Markov Decision Process Depend on the Transition Probabilities?	1998-07-16	Paper
Integral Probability Metrics and Their Generating Classes of Functions	1998-06-23	Paper
Stop-loss order for portfolios of dependent risks	1998-03-17	Paper
Stochastic Orders Generated by Integrals: a Unified Study	1998-02-04	Paper
https://portal.mardi4nfdi.de/entity/Q4331899	1997-02-13	Paper
Orderings of risks: A comparative study via stop-loss transforms	1997-02-02	Paper
https://portal.mardi4nfdi.de/entity/Q4876213	1996-04-28	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

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This page was built for person: Alfred Müller