The following pages link to Georg Ch. Pflug (Q320890):
Displaying 50 items.
- (Q161488) (redirect page) (← links)
- (Q181241) (redirect page) (← links)
- Time-inconsistent multistage stochastic programs: martingale bounds (Q320891) (← links)
- Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence (Q519025) (← links)
- (Q650756) (redirect page) (← links)
- Asymptotic distribution of law-invariant risk functionals (Q650758) (← links)
- Non-asymptotic confidence bounds for stochastic approximation algorithms with constant step size (Q753365) (← links)
- A note on the comparison of stationary laws of Markov processes (Q805075) (← links)
- The distortion principle for insurance pricing: properties, identification and robustness (Q827147) (← links)
- A new extreme value copula and new families of univariate distributions based on Freund's exponential model (Q830306) (← links)
- Polynomial algorithms for pricing path-dependent interest rate instruments (Q862839) (← links)
- Dynamic generation of scenario trees (Q902085) (← links)
- Optimal pension fund management under multi-period risk minimization (Q1026572) (← links)
- Electricity swing options: behavioral models and pricing (Q1042024) (← links)
- A characterization of translation-invariant experiments admitting adaptive estimates (Q1106582) (← links)
- A statistically important Gaussian process (Q1165519) (← links)
- The asymptotic contour process of a binary tree is a Brownian excursion (Q1198554) (← links)
- The asymptotic distribution of leaf heights in binary trees (Q1199121) (← links)
- Optimal allocation of simulation experiments in discrete stochastic optimization and approximative algorithms (Q1278957) (← links)
- Stochastic programs and statistical data (Q1289296) (← links)
- A branch and bound method for stochastic global optimization (Q1290672) (← links)
- On the Glivenko-Cantelli problem in stochastic programming: mixed-integer linear recourse. (Q1298755) (← links)
- The likelihood ratio test for simple tree order: A useful asymptotic expansion (Q1299412) (← links)
- Asymptotic ruin probabilities for risk processes with dependent increments. (Q1413275) (← links)
- Z-theorems: Limits of stochastic equations (Q1590232) (← links)
- Selected parallel optimization methods for financial management under uncertainty (Q1606885) (← links)
- Incorporating model uncertainty into optimal insurance contract design (Q1681190) (← links)
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
- Systemic risk and copula models (Q1787919) (← links)
- Optimal stochastic single-machine-tardiness scheduling by stochastic branch-and-bound (Q1847179) (← links)
- A note on the recursive and parallel structure of the Birge and Qi factorization for tree structured linear programs (Q1866132) (← links)
- Confidence sets for discrete stochastic optimization (Q1896447) (← links)
- Simulated annealing for noisy cost functions (Q1923784) (← links)
- Random planar shapes and their statistical recognition (Q1924771) (← links)
- Two-stage stochastic standard quadratic optimization (Q2077956) (← links)
- Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties (Q2183319) (← links)
- Distributionally robust optimization with multiple time scales: valuation of a thermal power plant (Q2221473) (← links)
- Correction to: ``Distributionally robust optimization with multiple time scales: valuation of a thermal power plant'' (Q2221474) (← links)
- Stochastic vs deterministic programming in water management: the value of flexibility (Q2259041) (← links)
- Optimal XL-insurance under Wasserstein-type ambiguity (Q2273974) (← links)
- Modelling cascading effects for systemic risk: properties of the Freund copula (Q2283659) (← links)
- Multiscale stochastic optimization: modeling aspects and scenario generation (Q2301125) (← links)
- On distributionally robust multiperiod stochastic optimization (Q2355207) (← links)
- Financial scenario generation for stochastic multi-stage decision processes as facility location problems (Q2480248) (← links)
- An algorithm for calculating steady state probabilities of \(M/E_r/c/K\) queueing systems (Q2493267) (← links)
- Subdifferential representations of risk measures (Q2502205) (← links)
- Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches (Q2514869) (← links)
- Measuring risk for income streams (Q2574064) (← links)
- (Q2712312) (← links)
