Preprints / Publications
Publications:
for Publications of Alfred Müller see also his Google Scholar Profile
- Dangendorf, S., Hay, C., Calafat, F.M., Macos, M., Piecuch, C.G., Berk, K., Jensen, J. (2019).
Persistent accelaration in global sea-level rise since the 1960s. Nature Climate Change. - Klar, B., Müller, A. (2018).
On consistency of the Omega ratio with stochastic dominance rules. Innovations in Insurance, Risk- and Asset-Management, pp.367-380. - Berk, K., Hoffmann, A., Müller, A. (2018).
Probabilistic forecasting of industrial electricity load with regime switching behavior. International Journal of Forecasting 34, 147-162. - Bellini, F., Klar, B., Müller A. (2018). Expectiles, Omega ratios and Stochastic Orderings. Methodology and Computing in Applied Probability 20, 855-873.
- Müller, A., Scarsini, M., Tsetlin, I., Winkler. R.L. (2017).
Between First and Second-Order Stochastic Dominance. Management Science, 63, 2933-2947. - Berk, K., Müller, A. (2016). Probabilistic Forecasting of Medium-Term Electricity Demand: A Comparison of Time Series Models. The Journal of Energy Markets 9, 1-20
- Bender, J., Wahl, T., Müller, A., Jensen, J. (2016).
- Dangendorf, S., Marcos, M., Müller, A., Zorita, E., Riva, R., Berk, K., Jensen, J. (2015).
Detecting anthropogenic footprints in sea level rise. Nature Communications 6:7849 - Müller, J., Hirsch, G., Müller, A. (2015).
Modeling the price of natural gas with temperature and oil price as exogenous factors. Innovations in Quantitative Risk Management, Springer Proceedings in Mathematics & Statistics 99, 109-128. - Berk, K. (2015).
Modeling and Forecasting Electricity Demand: A Risk Management Perspective. Springer Spektrum, Heidelberg. - Dangendorf, S., Rybski, D., Mudersbach, C., Müller, A., Kaufmann, E., Zorita, E., Jensen, J. (2014).
Evidence for long-term memory in sea level. Geophysical Research Letters 41, 5530-5537. - Bellini, F., Klar, B., Müller A. and Rosazza Gianin, E. (2014).
Generalized quantiles as risk measures. Insurance: Mathematics and Economics 54, 41-48. - Alfred Müller and Moshe Shaked (2013).
Stochastic Orders for Stochastic Processes. In: Wiley Encyclopedia of Operations Research and Management Science, pp. 1-7. - Alfred Müller (2013).
Duality Theory and Transfers for Stochastic Order Relations. In: Stochastic Orders in Reliability and Risk. Lecture Notes in Statistics 208, 41-57. - Christiane Barz and Alfred Müller (2012).
A tilting algorithm for the estimation of fractional age survival probabilities. Lifetime Data Analysis 18, 234-246. - Christiane Barz and Alfred Müller (2012).
Comparison and bounds for functionals of future lifetimes consistent with life tables. Insurance: Mathematics and Economics 50, 229-235. - Alfred Müller and Marco Scarsini (2012).
Fear of loss, inframodularity, and transfers. Journal of Economic Theory 147, 1490-1500. - Bäuerle, Nicole, Blatter, Anja and Müller, Alfred (2008).
Dependence properties and comparison results for Levy processes. Mathematical Methods of Operations Research 67, 161-186. - Müller, Alfred (2007).
Certainty equivalents as risk measures. Brazilian Journal of Probability and Statistsics 21, 1-12. - Colangelo, Antonio, Müller, Alfred and Scarsini, Marco (2006).
Positive Dependence and Weak Convergence. Journal of Applied Probability 43, 48 - 59. - Bäuerle, Nicole and Müller, Alfred (2006).
Stochastic Orders and Risk Measures: Consistency and Bounds. Insurance: Mathematics and Economics 38, 132 - 148. - Müller, Alfred and Scarsini, Marco (2006).
Stochastic order relations and lattices of probability measures. SIAM Journal on Optimization 16, 1024 - 1043. - Müller, Alfred and Scarsini, Marco (2005).
Archimedean copulae and positive dependence. Journal of Multivariate Analysis 93, 434 - 445. - 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. - 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. - 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. - Hu, Taizhong, Müller, Alfred and Scarsini, Marco (2004).
Some counter-examples in positive dependence. Journal of Statistical Planning and Inference 124, 153 - 158. - Müller, Alfred and Scarsini, Marco (2003).
Sensitivity analysis of a sequential decision problem with learning. Mathematical Methods of Operations Research 57, 321-327. - Müller, Alfred (2003).
On the interplay between variability and negative dependence for bivariate distributions. Operations Research Letters 31, 90-94. - Klar, Bernhard and Müller, Alfred (2003).
Characterizations of classes of lifetime distributions generalizing the NBUE class. Journal of Applied Probability 40, 20-32. - Müller, Alfred; Scarsini, Marco and Shaked, Moshe (2002).
The newsvendor game has a non-empty core. Games and Economic Behavior 38, 118 - 126. - Müller, Alfred and Scarsini, Marco (2002).
Even risk averters may love risk. Theory and Decision 52, 81 - 99. - Denuit, Michel and Müller, Alfred (2002).
Smooth generators of integral stochastic orders. Annals of Applied Probability 12, 1174-1184. - Müller, Alfred; Stoyan, Dietrich (2002).
Comparison Methods for Stochastic Models and Risks. Wiley, Chichester.
- Müller, Alfred (2001).
Bounds for optimal stopping values of dependent random variables with given marginals. Statistics and Probability Letters 52, 73 - 78. - Müller, Alfred and Pflug, Georg (2001).
Asymptotic ruin probabilities for risk processes with dependent increments. Insurance: Mathematics and Economics 28, 381 - 392. - Müller, Alfred (2001).
Stochastic orders generated by generalized convex functions. Lecture Notes in Economics and Mathematical Systems 502, 264 - 278. - Müller, Alfred (2001).
Stochastic ordering of multivariate normal distributions. Annals of the Institute of Statistical Mathematics 53, 567 - 575. - Müller, Alfred and Rüschendorf, Ludger (2001).
On the optimal stopping values induced by general dependence structures. Journal of Applied Probability 38, 672 - 684. - Müller, Alfred and Scarsini, Marco (2001).
Stochastic comparison of random vectors with a common copula. Mathematics of Operations Research 26, 723 - 740. - Müller, Alfred (2000).
Expected Utility Maximization of Optimal Stopping Problems. European Journal of Operational Research 122, 102 - 115. - Müller, Alfred and Scarsini, Marco (2000).
Some Remarks on the Supermodular Order. Journal of Multivariate Analysis 73, 107 - 119. - Müller, Alfred (2000).
On the Waiting Times in Queues with Dependency between Interarrival and Service Times. Operations Research Letters 26, 43 - 47. - 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. - Müller, Alfred (1998).
On a Conjecture of Koole. Probability in the Engineering and Informational Sciences 12,141 - 142. - Bäuerle, Nicole and Müller, Alfred (1998).
Modeling and Comparing Dependencies in Multivariate Risk Portfolios. ASTIN Bulletin 28, 59 - 76. - Müller, Alfred (1998).
Another tale of two tails: On characterizations of comparative risk. Journal of Risk and Uncertainty 16, 187 - 197. - Müller, Alfred (1998).
Comparing Risks with Unbounded Distributions. Journal of Mathematical Economics 30, 229 - 239. - Müller, Alfred (1997).
Stochastic Orders generated by Integrals: A Unified Study. Advances in Applied Probability 29, 414 - 428. - Müller, Alfred (1997).
Integral Probability Metrics and their Generating Classes of Functions. Advances in Applied Probability 29, 429 - 443. - Hinderer, Karl and Müller, Alfred (1997).
Cost-Minimal Immunization in the Greenwood Epidemic Model. Mathematical Biosciences 142, 31 - 58. - 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. - Müller, Alfred (1997).
Stop-Loss Order for Portfolios of Dependent Risks. Insurance: Mathematics and Economics 21, 219 - 223. - Müller, Alfred (1996).
Ordering of risks: A comparative study via stop-loss transforms. Insurance: Mathematics and Economics 17, 215-222. - Müller, Alfred (1996).
Optimal Selection from Distributions with unknown Parameters: Robustness of Bayesian Models. Mathematical Methods of Operations Research 44, 371-386.