The following pages link to Alfred Müller (Q173676):
Displaying 42 items.
- Certainty equivalents as risk measures (Q367559) (← links)
- Fear of loss, inframodularity, and transfers (Q435911) (← links)
- The newsvendor game has a nonempty core (Q700099) (← links)
- A tilting algorithm for the estimation of fractional age survival probabilities (Q746137) (← links)
- Another tale of two tails: on characterizations of comparative risk (Q1272938) (← links)
- Comparing risks with unbounded distributions (Q1300437) (← links)
- Cost-minimal immunization in the Greenwood epidemic model (Q1361484) (← links)
- Stop-loss order for portfolios of dependent risks (Q1381453) (← links)
- Sensitivity analysis of a sequential decision problem with learning (Q1395381) (← links)
- Asymptotic ruin probabilities for risk processes with dependent increments. (Q1413275) (← links)
- On the interplay between variability and negative dependence for bivariate distributions. (Q1413897) (← links)
- Some remarks on the supermodular order (Q1570292) (← links)
- Even risk-averters may love risk (Q1611616) (← links)
- Expectiles, omega ratios and stochastic ordering (Q1617323) (← links)
- Archimedean copulae and positive dependence (Q1776879) (← links)
- Smooth generators of integral stochastic orders. (Q1872366) (← links)
- Some counterexamples in positive dependence (Q1878840) (← links)
- Orderings of risks: A comparative study via stop-loss transforms (Q1921975) (← links)
- On the waiting times in queues with dependency between interarrival and service times (Q1970427) (← links)
- Expected utility maximization of optimal stopping problems (Q1971994) (← links)
- Generalized quantiles as risk measures (Q2015471) (← links)
- Comparison and bounds for functionals of future lifetimes consistent with life tables (Q2427828) (← links)
- Dependence properties and comparison results for Lévy processes (Q2482691) (← links)
- Stochastic orders and risk measures: consistency and bounds (Q2507945) (← links)
- (Q2751340) (← links)
- On the optimal stopping values induced by general dependence structures (Q2774444) (← links)
- (Q2778807) (← links)
- Modeling and Comparing Dependencies in Multivariate Risk Portfolios (Q3509830) (← links)
- (Q4331899) (← links)
- Stochastic Orders Generated by Integrals: a Unified Study (Q4374014) (← links)
- Integral Probability Metrics and Their Generating Classes of Functions (Q4374015) (← links)
- How Does the Value Function of a Markov Decision Process Depend on the Transition Probabilities? (Q4385165) (← links)
- Characterizations of classes of lifetime distributions generalizing the NBUE class (Q4408533) (← links)
- A spot market model for pricing derivatives in electricity markets (Q4647601) (← links)
- (Q4876213) (← links)
- On a Conjecture of Koole (Q4950713) (← links)
- Technical Note—Ranking Distributions When Only Means and Variances Are Known (Q5058048) (← links)
- Stochastic Order Relations and Lattices of Probability Measures (Q5470230) (← links)
- Positive Dependence and Weak Convergence (Q5488987) (← links)
- Stochastic Comparison of Random Vectors with a Common Copula (Q5704052) (← links)
- Bounds for optimal stopping values of dependent random variables with given marginals (Q5930652) (← links)
- Stochastic ordering of multivariate normal distributions (Q5960154) (← links)
