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Search: person:"Pflug, Georg Ch"
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Pflug, Georg
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Pflug, Georg Ch.
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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
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:
4
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:
5
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:
6
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:
7
Business cycles and conditional credit-rating migration matrices
Boreiko, Dmitri
;
Kaniovski, Serguei
;
Kaniovski, Yuri M.
; …
- In:
The quarterly journal of finance
8
(
2018
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011922062
Saved in:
8
Numerical modeling of dependent credit rating transitions with asynchronously moving industries
Boreiko, D. V.
;
Kaniovski, Yuri M.
;
Pflug, Georg
- In:
Computational economics
49
(
2017
)
3
,
pp. 499-516
Persistent link: https://www.econbiz.de/10011762130
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
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