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~source:"econis"
~subject:"Decision under uncertainty"
~subject:"Mathematische Optimierung"
~subject:"Risk measure"
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Search: person:"Pflug, Georg Ch"
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Decision under uncertainty
Mathematische Optimierung
Risk measure
Theorie
30
Theory
30
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18
Stochastic process
11
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11
Entscheidung unter Unsicherheit
9
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7
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Pflug, Georg
27
Pichler, Alois
4
Escobar, Debora Daniela
2
Kovacevic, Raimund
2
Pflug, Georg Ch.
2
Wozabal, David
2
Ackooij, Wim van
1
Analui, Bita
1
Birghila, Corina
1
Bomze, Immanuel M.
1
Dieter, Ulrich
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Gabl, Markus
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Glanzer, Martin
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Gutjahr, Walter J.
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Hung, Mao-Wei
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Kilianová, Soňa
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Maier, Sebastian
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Polak, John W.
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5
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3
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2
Insurance / Mathematics & economics
2
Journal of banking & finance
2
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
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1
Czechoslovak journal for operations research : CSJOR
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
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International journal of theoretical and applied finance
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Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
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Modelling and decisions in economics : essays in honor of Franz Ferschl ; with 31 tables
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Risk measures for the 21st century
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Stochastic optimization: theory and applications
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1
Multistage stochastic decision problems : approximation by recursive structures and ambiguity modeling
Pflug, Georg
- In:
European journal of operational research : EJOR
306
(
2023
)
3
,
pp. 1027-1039
Persistent link: https://www.econbiz.de/10014279689
Saved in:
2
Two-stage stochastic standard quadratic optimization
Bomze, Immanuel M.
;
Gabl, Markus
;
Maggioni, Francesca
; …
- In:
European journal of operational research : EJOR
299
(
2022
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10013206946
Saved in:
3
Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
Maier, Sebastian
;
Pflug, Georg
;
Polak, John W.
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10012239492
Saved in:
4
Distributionally robust optimization with multiple time scales : valuation of a thermal power plant
Ackooij, Wim van
;
Escobar, Debora Daniela
;
Glanzer, Martin
- In:
Computational management science
17
(
2020
)
3
,
pp. 357-385
Persistent link: https://www.econbiz.de/10012308484
Saved in:
5
The distortion principle for insurance pricing : properties, identification and robustness
Escobar, Debora Daniela
;
Pflug, Georg
- In:
Stochastic optimization: theory and applications
,
(pp. 771-794)
.
2020
Persistent link: https://www.econbiz.de/10012290841
Saved in:
6
Optimal XL-insurance under Wasserstein-type ambiguity
Birghila, Corina
;
Pflug, Georg
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 30-43
Persistent link: https://www.econbiz.de/10012105357
Saved in:
7
Systemic risk and copula models
Pflug, Georg
;
Pichler, Alois
- In:
Central European journal of operations research : CEJOR …
26
(
2018
)
2
,
pp. 465-483
Persistent link: https://www.econbiz.de/10011866135
Saved in:
8
Incorporating model uncertainty into optimal insurance contract design
Pflug, Georg
;
Hung, Mao-Wei
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 68-74
Persistent link: https://www.econbiz.de/10011702048
Saved in:
9
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg
;
Pichler, Alois
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
Saved in:
10
Time-consistent decisions and temporal decomposition of coherent risk functionals
Pflug, Georg
;
Pichler, Alois
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 682-699
Persistent link: https://www.econbiz.de/10011520518
Saved in:
1
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