Publications
For publications by Alfred Müller, see also his Google Scholar Profile.
Monographs
Müller, A., & Stoyan, D.
(2002).
|
 |
Articles, preprints and miscellanea
2020-
- Chen, A., Müller,
A., & Rach, M. (2023).
Comparing Retirement Plans With Almost Stochastic Dominance.
SSRN preprint. - Bernard, C., Müller,
A., & Oesting, M. (in press).
Lp-Norm Spherical Copulas.
Journal of Multivariate Analysis. (arXiv preprint) - Müller, A.,
Scarsini, M., Tsetlin, I., & Winkler, R. L. (in press).
Multivariate Almost Stochastic Dominance: Transfer Characterizations and Sufficient Conditions Under Dependence Uncertainty.
Operations Research. - Müller, A., &
Reuber, M. (2023).
A Copula-Based Time Series Model for Global Horizontal Irradiation.
International Journal of Forecasting, 39(2), 869-883. - Müller, A.,
Scarsini, M., Tsetlin, I., & Winkler, R. L. (2022).
Technical Note—Ranking Distributions When Only Means and Variances Are Known.
Operations Research, 70(5), 2851-2859. - Bernard, C., & Müller,
A. (2020).
Dependence Uncertainty Bounds for the Energy Score and the Multivariate Gini Mean Difference.
Dependence Modeling, 8(1), 239-253. - Gehrels, W. R., Dangendorf, S.,
Barlow, N. L. M., Saher, M. H., Long, A. J., Woodworth, P.
L, Piecuch, C. G., & Berk, K. (2020).
A Preindustrial Sea‐Level Rise Hotspot Along the Atlantic Coast of North America.
Geophysical Research Letters, 47(4).
2015-2019
- Ziel, F., & Berk,
K. (2019).
Multivariate Forecasting Evaluation: On Sensitive and Strictly Proper Scoring Rules.
arXiv preprint. - Dangendorf, S., Hay, C., Calafat,
F. M., Macos, M., Piecuch, C. G., Berk,
K., & Jensen, J. (2019).
Persistent Acceleration in Global Sea-Level Rise Since the 1960s.
Nature Climate Change, 9, 705-710. - Klar, B., & Müller,
A. (2018).
On Consistency of the Omega Ratio with Stochastic Dominance Rules.
Innovations in Insurance, Risk- and Asset Management, 367-380. - Bellini, F., Klar, B., &
Müller, A. (2018).
Expectiles, Omega Ratios and Stochastic Ordering.
Methodology and Computing in Applied Probability, 20, 855-873. - Berk, K.,
Hoffmann, A., & Müller, A. (2018).
Probabilistic Forecasting of Industrial Electricity Load with Regime Switching Behavior.
International Journal of Forecasting, 34(2), 147-162. - Müller, A.,
Scarsini, M., Tsetlin, I., & Winkler, R. L. (2017).
Between First- and Second-Order Stochastic Dominance.
Management Science, 63(9), 2933-2947. - Berk, K., &
Müller, A. (2016).
Probabilistic Forecasting of Medium-Term Electricity Demand: A Comparison of Time Series Models.
Journal of Energy Markets, 9(2), 1-20. - Bender, J., Wahl, T.,
Müller, A., & Jensen, J. (2016).
A Multivariate Design Framework for River Confluences.
Hydrological Sciences Journal, 61(3), 471-482. - 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.
In: Innovations in Quantitative Risk Management (109-128). Springer, Cham. - Berk, K. (2015).
Modeling and Forecasting Electricity Demand: A Risk Management Perspective.
Springer Spektrum, Wiesbaden.
2010-2014
- 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(15), 5530-5537. - Bellini, F., Klar, B., Müller, A., & Rosazza Gianin, E. (2014).
Generalized Quantiles as Risk Measures.
Insurance: Mathematics and Economics, 54, 41-48. - Müller, A. (2013).
Duality Theory and Transfers for Stochastic Order Relations.
In: Stochastic Orders in Reliability and Risk (41-47). Springer, New York. - Müller, A., & Shaked, M. (2013).
Stochastic Orders for Stochastic Processes.
In: Wiley Encyclopedia of Operations Research and Management Science. John Wiley and Sons. - Müller, A., & Scarsini, M. (2012).
Fear of Loss, Inframodularity, and Transfers.
Journal of Economic Theory, 147(4), 1490-1500. - Barz, C., & Müller, A. (2012).
A Tilting Algorithm for the Estimation of Fractional Age Survival Probabilities.
Lifetime Data Analysis, 18(2), 234-246. - Barz, C., & Müller, A. (2012).
Comparison and Bounds for Functionals of Future Lifetimes Consistent With Life Tables.
Insurance: Mathematics and Economics, 50(2), 229-235. - Burger, M., & Müller, J. (2011).
Risk-Adequate Pricing of Retail Power Contracts.
Journal of Energy Markets 4(4), 53-75.
2005-2009
- Bäuerle, N., Blatter, A., & Müller, A. (2008).
Dependence Properties and Comparison Results for Lévy Processes.
Mathematical Methods of Operations Research 67(1), 161-186. - Müller, A. (2007).
Certainty Equivalents as Risk Measures.
Brazilian Journal of Probability and Statistics 21(1), 1-12. - Müller, A., & Scarsini, M. (2006).
Stochastic Order Relations and Lattices of Probability Measures.
SIAM Journal on Optimization 16(4), 1024-1043. - Colangelo, A., Müller, A., & Scarsini, M. (2006).
Positive Dependence and Weak Convergence.
Journal of Applied Probability 43(1), 48-59. - Bäuerle, N., & Müller, A. (2006).
Stochastic Orders and Risk Measures: Consistency and Bounds.
Insurance: Mathematics and Economics 38(1), 132-148. - Müller, A., & Scarsini, M. (2005).
Archimedean Copulae and Positive Dependence.
Journal of Multivariate Analysis 93(2), 434-445.
2000-2004
- Denuit, M., & Müller, A. (2004).
Convexity.
In: Encyclopedia of Actuarial Science. John Wiley and Sons. - Denuit, M., & Müller, A. (2004).
Stochastic Orderings.
In: Encyclopedia of Actuarial Science. John Wiley and Sons. - Hu, T., Müller, A., & Scarsini, M. (2004).
Some Counterexamples in Positive Dependence.
Journal of Statistical Planning and Inference 124(1), 153-158. - Burger, M., Klar, B., Müller, A., & Schindlmayr, G. (2004).
A Spot Market Model for Pricing Derivatives in Electricity Markets.
Quantitative Finance 4(1), 109-122. - Müller, A., & Scarsini, M. (2003).
Sensitivity Analysis of a Sequential Decision Problem With Learning.
Mathematical Methods of Operations Research 57(2), 321-327. - Müller, A. (2003).
On the Interplay Between Variability and Negative Dependence for Bivariate Distributions.
Operations Research Letters 31(2), 90-94. - Klar, B., & Müller, A. (2003).
Characterizations of Classes of Lifetime Distributions Generalizing the NBUE Class.
Journal of Applied Probability 40(1), 20-32. - Denuit, M., & Müller, A. (2002).
Smooth Generators of Integral Stochastic Orders.
The Annals of Applied Probability 12(4), 1174-1184. - Müller, A., & Scarsini, M. (2002).
Even Risk-Averters May Love Risk.
Theory and Decision 52(1), 81-99. - Müller, A., Scarsini, M., & Shaked, M. (2002).
The Newsvendor Game Has a Nonempty Core.
Games and Economic Behavior 38(1), 118-126. - Müller, A., & Rüschendorf, L. (2001).
On the Optimal Stopping Values Induced by General Dependence Structures.
Journal of Applied Probability 38(3), 672-684. - Müller, A., & Scarsini, M. (2001).
Stochastic Comparison of Random Vectors with a Common Copula.
Mathematics of Operations Research 26(4), 723-740. - Müller, A., & Scarsini, M. (2001).
Stochastic Comparison of Random Vectors with a Common Copula.
Mathematics of Operations Research 26(4), 723-740. - Müller, A. (2001).
Stochastic Ordering of Multivariate Normal Distributions.
Annals of the Institute of Statistical Mathematics 53(3), 567-575. - Müller, A., & Pflug, G. (2001).
Asymptotic Ruin Probabilities for Risk Processes With Dependent Increments.
Insurance: Mathematics and Economics 28(3), 381-392. - Müller, A. (2001).
Stochastic Orders Generated by Generalized Convex Functions.
In: Generalized Convexity and Generalized Monotonicity. Springer, Berlin, Heidelberg. - Müller, A. (2001).
Bounds for Optimal Stopping Values of Dependent Random Variables With Given Marginals.
Statistics & Probability Letters 52(1), 73-78. - Müller, A., & Scarsini, M. (2000).
Some Remarks on the Supermodular Order.
Journal of Multivariate Analysis 73(1), 107-119. - Müller, A. (2000).
Expected Utility Maximization of Optimal Stopping Problems.
European Journal of Operational Research 122(1), 101-114. - Müller, A. (2000).
On the Waiting Times in Queues With Dependency Between Interarrival and Service Times.
Operations Research Letters 26(1), 43-47.
1995-1999
- Müller, A. (1999).
Discussion of "Bounds for Actuarial Present Values Under the Fractional Independence Age Assumption", Werner Hürlimann, July 1999.
North American Actuarial Journal 3(3), 81-82. - Müller, A. (1998).
Comparing Risks With Unbounded Distributions.
Journal of Mathematical Economics 30(2), 229-239. - Müller, A. (1998).
Another Tale of Two Tails: On Characterizations of Comparative Risk.
Journal of Risk and Uncertainty 16(2), 187-197. - Bäuerle, N., & Müller, A. (1998).
Modeling and Comparing Dependencies in Multivariate Risk Portfolios.
ASTIN Bulletin: The Journal of the IAA 28(1), 59-76. - Müller, A. (1998).
On a Conjecture of Koole.
Probability in the Engineering and Informational Sciences 12(1), 141-142. - Müller, A. (1997).
Stop-Loss Order for Portfolios of Dependent Risks.
Insurance: Mathematics and Economics 21(3), 219-223. - Müller, A. (1997).
How Does the Value Function of a Markov Decision Process Depend on the Transition Probabilities?.
Mathematics of Operations Research 22(4), 872-885. - Müller, A. (1997).
Integral Probability Metrics and Their Generating Classes of Functions.
Advances in Applied Probability 29(2), 429-443. - Müller, A. (1997).
Stochastic Orders Generated by Integrals: A Unified Study.
Advances in Applied Probability 29(2), 414-428. - Hinderer, K., & Müller, A. (1997).
Cost-Minimal Immunization in the Greenwood Epidemic Model.
Mathematical Biosciences 142(1), 31-58. - Müller, A. (1996).
Optimal Selection From Distributions With Unknown Parameters: Robustness of Bayesian Models.
Mathematical Methods of Operations Research 44(3), 371-386. - Müller, A. (1996).
Orderings of Risks: A Comparative Study via Stop-Loss Transforms.
Insurance: Mathematics and Economics 17(3), 215-222.