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Publications of Alfred
Müller:
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Bäuerle, Nicole
 ,
Blatter, Anja and Müller, Alfred
(2008).
Dependence properties and comparison results for Levy processes. Mathematical Methods of Operations Research 67, 161-186. |
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Müller, Alfred (2007).
Certainty equivalents as risk measures. Brazilian Journal of Probability and Statistsics 21, 1-12. |
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Colangelo, Antonio, Müller, Alfred and
Scarsini,
Marco
(2006).
Positive Dependence and Weak Convergence. Journal of Applied Probability 43, 48 - 59. |
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Bäuerle, Nicole
and Müller, Alfred
(2006).
Stochastic Orders and Risk Measures: Consistency and Bounds. Insurance: Mathematics and Economics 38, 132 - 148. |
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Müller, Alfred and Scarsini,
Marco
(2006).
Stochastic order relations and lattices of probability measures. SIAM Journal on Optimization 16, 1024 - 1043. |
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Müller, Alfred and Scarsini,
Marco
(2005).
Archimedean copulae and positive dependence. Journal of Multivariate Analysis 93, 434 - 445. |
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Denuit, Michel
and Müller, Alfred
(2004).
Convexity. Encyclopedia of Actuarial Science, B. Sundt and J. L. Teugels (editors), Vol. 1, pp. 362 - 364. John Wiley, Chichester. |
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Denuit, Michel
and Müller, Alfred
(2004).
Stochastic orderings. Encyclopedia of Actuarial Science, B. Sundt and J. L. Teugels (editors), Vol. 3, pp. 1606 - 1610. John Wiley, Chichester. |
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Burger, Markus,
Klar, Bernhard
, Müller, Alfred and
Schindlmayr, Gero (2004).
A spot market model for the pricing of derivatives in electricity markets. Quantitative Finance, 4, 109-122. |
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Hu, Taizhong, Müller, Alfred and
Scarsini,
Marco
(2004).
Some counter-examples in positive dependence. Journal of Statistical Planning and Inference 124, 153 - 158. |
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Müller, Alfred and Scarsini,
Marco
(2003).
Sensitivity analysis of a sequential decision problem with learning. Mathematical Methods of Operations Research 57, 321-327. |
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Müller, Alfred (2003).
On the interplay between variability and negative dependence for bivariate distributions. Operations Research Letters 31, 90-94. |
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Klar, Bernhard
and Müller, Alfred
(2003).
Characterizations of classes of lifetime distributions generalizing the NBUE class. Journal of Applied Probability 40, 20-32. |
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Müller, Alfred; Scarsini,
Marco
and
Shaked, Moshe (2002).
The newsvendor game has a non-empty core. Games and Economic Behavior 38, 118 - 126. |
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Müller, Alfred and Scarsini,
Marco
(2002).
Even risk averters may love risk. Theory and Decision 52, 81 - 99. |
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Denuit, Michel
and Müller, Alfred
(2002).
Smooth generators of integral stochastic orders. Annals of Applied Probability 12, 1174-1184. |
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Müller, Alfred;
Stoyan, Dietrich
(2002).
Comparison Methods for Stochastic Models and Risks. Wiley, Chichester.
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Müller, Alfred (2001).
Bounds for optimal stopping values of dependent random variables with given marginals. Statistics and Probability Letters 52, 73 - 78. |
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Müller, Alfred and
Pflug, Georg
(2001).
Asymptotic ruin probabilities for risk processes with dependent increments. Insurance: Mathematics and Economics 28, 381 - 392. |
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Müller, Alfred (2001).
Stochastic orders generated by generalized convex functions. Lecture Notes in Economics and Mathematical Systems
502, 264 - 278.
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Müller, Alfred (2001).
Stochastic ordering of multivariate normal distributions. Annals of the Institute of Statistical Mathematics 53, 567 - 575. |
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Müller, Alfred and
Rüschendorf, Ludger
(2001).
On the optimal stopping values induced by general dependence structures. Journal of Applied Probability 38, 672 - 684. |
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Müller, Alfred and Scarsini,
Marco
(2001).
Stochastic comparison of random vectors with a common copula. Mathematics of Operations Research 26, 723 - 740. |
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Müller, Alfred (2000).
Expected Utility Maximization of Optimal Stopping Problems. European Journal of Operational Research 122, 102 - 115. |
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Müller, Alfred and Scarsini,
Marco
(2000).
Some Remarks on the Supermodular Order. Journal of Multivariate Analysis 73, 107 - 119. |
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Müller, Alfred (2000).
On the Waiting Times in Queues with Dependency between Interarrival and Service Times. Operations Research Letters 26, 43 - 47. |
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Müller, Alfred (1999).
Invited discussion of "Bounds for Actuarial Present Values under the Fractional Independence Age Assumption" by Werner Hürlimann. North American Actuarial Journal 3, 81 - 82. |
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Müller, Alfred (1998).
On a Conjecture of Koole. Probability in the Engineering and Informational Sciences 12,141 - 142. |
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Bäuerle, Nicole
and Müller, Alfred
(1998).
Modeling and Comparing Dependencies in Multivariate Risk Portfolios. ASTIN Bulletin 28, 59 - 76. |
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Müller, Alfred (1998).
Another tale of two tails: On characterizations of comparative risk. Journal of Risk and Uncertainty 16, 187 - 197. |
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Müller, Alfred (1998).
Comparing Risks with Unbounded Distributions. Journal of Mathematical Economics 30, 229 - 239. |
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Müller, Alfred (1997).
Stochastic Orders generated by Integrals: A Unified Study. Advances in Applied Probability 29, 414 - 428. |
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Müller, Alfred (1997).
Integral Probability Metrics and their Generating Classes of Functions. Advances in Applied Probability 29, 429 - 443. |
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Hinderer, Karl
and Müller, Alfred
(1997).
Cost-Minimal Immunization in the Greenwood Epidemic Model. Mathematical Biosciences 142, 31 - 58. |
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Müller, Alfred (1997).
How does the Value Function of a Markov Decision Process depend on the Transition Probabilities? Mathematics of Operations Research 22, 872 - 885. |
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Müller, Alfred (1997).
Stop-Loss Order for Portfolios of Dependent Risks. Insurance: Mathematics and Economics 21, 219 - 223. |
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Müller, Alfred (1996).
Ordering of risks: A comparative study via stop-loss transforms. Insurance: Mathematics and Economics 17, 215-222. |
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Müller, Alfred (1996).
Optimal Selection from Distributions with unknown Parameters: Robustness of Bayesian Models. Mathematical Methods of Operations Research 44, 371-386. |
