A. Müller

发表

Integral Probability Metrics and Their Generating Classes of Functions

A. Müller, 1997, Advances in Applied Probability.

Comparison Methods for Stochastic Models and Risks

A. Müller, D. Stoyan, 2002 .

Stochastic Orders Generated by Integrals: a Unified Study

A. Müller, 1997, Advances in Applied Probability.

The Newsvendor Game Has a Nonempty Core

Moshe Shaked, Marco Scarsini, Alfred Müller, 2002, Games Econ. Behav..

Some Remarks on the Supermodular Order

A. Müller, M. Scarsini, 2000 .

Orderings of risks: A comparative study via stop-loss transforms

A. Müller, 1996 .

Stop-loss order for portfolios of dependent risks

A. Müller, 1997 .

A spot market model for pricing derivatives in electricity markets

A. Müller, B. Klar, Markus Burger, 2004 .

Between First and Second-Order Stochastic Dominance

R. L. Winkler, A. Müller, M. Scarsini, 2015 .

Generalized Quantiles as Risk Measures

A. Müller, B. Klar, E. R. Gianin, 2013 .

Generalized Quantiles as Risk Measures

A. Müller, B. Klar, Emanuela Rosazza Gianin, 2013 .

Stochastic Orders and Risk Measures: Consistency and Bounds

N. Bäuerle, A. Müller, 2006 .

Archimedean copulae and positive dependence

Marco Scarsini, Alfred Müller, A. Müller, 2005 .

A tilting algorithm for the estimation of fractional age survival probabilities

A. Müller, Christiane Barz, 2012, Lifetime data analysis.

Probabilistic Forecasting of Electricity Load with Inhomogeneous Markov Switching Models

A. Müller, Kevin Berk, Alexander Hoffmann, 2017 .

Probabilistic forecasting of medium-term electricity demand: a comparison of time series models

Alfred Müller, Kevin Berk, A. Müller, 2016 .

Stochastic Orders Generated by Generalized Convex Functions

A. Müller, 2001 .

Positive dependence and weak convergence

A. Müller, M. Scarsini, A. Colangelo, 2006 .

Stochastic Orderings: Theory

A. Müller, M. Denuit, 2014 .

Asymptotic ruin probabilities for risk processes with dependent increments

G. Pflug, A. Müller, 2001 .

Ranking Distributions when only Means and Variances are Known

R. L. Winkler, A. Müller, M. Scarsini, 2020, SSRN Electronic Journal.

Cost-minimal immunization in the Greenwood epidemic model.

A. Müller, K. Hinderer, 1997, Mathematical biosciences.

Technical Note—Ranking Distributions When Only Means and Variances Are Known

R. L. Winkler, A. Müller, M. Scarsini, 2021 .

Expectiles, Omega Ratios and Stochastic Ordering

A. Müller, B. Klar, Fabio Bellini, 2018 .

Stochastic Orders Generated by Integrals: a Unified Study

A. Müller, 1997, Advances in Applied Probability.

Bounds for optimal stopping values of dependent random variables with given marginals

A. Müller, 2001 .

Expectiles, Omega Ratios and Stochastic Ordering

A. Müller, B. Klar, Fabio Bellini, 2016, Methodology and Computing in Applied Probability.

Stochastic Orders for Stochastic Processes

A. Müller, M. Shaked, 2013 .

Stochastic Order Relations and Lattices of Probability Measures

ALFRED MÜLLER, MARCO SCARSINI, A. Müller, 2006, SIAM J. Optim..

Smooth generators of integral stochastic orders

Michel Denuit, Alfred Müller, A. Müller, 2002 .

On the optimal stopping values induced by general dependence structures

Ludger Rüschendorf, Alfred Müller, A. Müller, 2001, Journal of Applied Probability.

Fear of loss, inframodularity, and transfers

Marco Scarsini, Alfred Müller, A. Müller, 2012, J. Econ. Theory.

Expected utility maximization of optimal stopping problems

Alfred Müller, A. Müller, 2000, Eur. J. Oper. Res..

Comparing risks with unbounded distributions

Alfred Müller, A. Müller, 1998 .

Evidence for long‐term memory in sea level

A. Müller, D. Rybski, E. Zorita, 2014 .

Probabilistic forecasting of industrial electricity load with regime switching behavior

Alfred Müller, Kevin Berk, Anke Hoffmann, 2018 .

GENERATING CLASSES OF FUNCTIONS

A. Müller, U. Karlsruhe, 1997 .

Stochastic Comparison of Random Vectors with a Common Copula

Marco Scarsini, Alfred Müller, A. Müller, 2001, Math. Oper. Res..

Decisions with Several Objectives under Uncertainty: Sufficient Conditions for Multivariate Almost Stochastic Dominance Based on Means and Variances

Robert L. Winkler, Marco Scarsini, Alfred Müller, 2021, SSRN Electronic Journal.

How Does the Value Function of a Markov Decision Process Depend on the Transition Probabilities?

Alfred Müller, A. Müller, 1997, Math. Oper. Res..

Optimal selection from distributions with unknown parameters: Robustness of Bayesian models

Alfred Müller, A. Müller, 1996, Math. Methods Oper. Res..

Some counterexamples in positive dependence

Marco Scarsini, Taizhong Hu, Alfred Müller, 2004 .

Characterizations of classes of lifetime distributions generalizing the NBUE class

A. Müller, B. Klar, 2003, Journal of Applied Probability.

Brussel Dependence uncertainty bounds for the energy score and the multivariate

A. Müller, 2020 .

Expectiles, Omega Ratios and Stochastic Ordering

A. Müller, B. Klar, Fabio Bellini, 2016 .

Even Risk-Averters may Love Risk

Marco Scarsini, Alfred Müller, A. Müller, 2002 .

Another Tale of Two Tails: On Characterizations of Comparative Risk

A. Müller, 1998 .

Duality Theory and Transfers for Stochastic Order Relations

Alfred Müller, A. Müller, 2013 .

Modeling and Comparing Dependencies in Multivariate Risk Portfolios

N. Bäuerle, A. Müller, Nicole Bauerle, 1998, ASTIN Bulletin.

Dependence properties and comparison results for Lévy processes

Alfred Müller, Nicole Bäuerle, Anja Blatter, 2008, Math. Methods Oper. Res..