Alfred Müller : Citation Profile

13

H index

16

i10 index

733

Citations

RESEARCH PRODUCTION:

30

Articles

13

Papers

1

Chapters

RESEARCH ACTIVITY:

   27 years (1996 - 2023). See details.
   Cites by year: 27
   Journals where Alfred Müller has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 14 (1.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pml4
   Updated: 2025-12-20    RAS profile: 2024-03-07    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Alfred Müller.

Is cited by:

STUPFLER, Gilles (16)

Chateauneuf, Alain (13)

Vanduffel, Steven (12)

Righi, Marcelo (12)

Franzini, Maurizio (10)

Basili, Marcello (10)

Scarsini, Marco (9)

Dhaene, Jan (9)

Slikker, Marco (8)

Norde, Henk (5)

Zarnikau, Jay (5)

Cites to:

Scarsini, Marco (26)

Rothschild, Michael (8)

Stiglitz, Joseph (7)

Rinott, Yosef (5)

Hong, Tao (5)

Shanthikumar, Jevaveerasingam (4)

Dhaene, Jan (4)

Schied, Alexander (4)

Diebold, Francis (4)

Cohen, Michèle (3)

Machina, Mark (3)

Main data

Where Alfred Müller has published?

Journals with more than one article published# docs
Insurance: Mathematics and Economics6
Journal of Multivariate Analysis2
Mathematical Methods of Operations Research2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Post-Print / HAL9
ICER Working Papers - Applied Mathematics Series / ICER - International Centre for Economic Research2

Recent works citing Alfred Müller (2025 and 2024)

YearTitle of citing document
2024Risk times in mission-oriented systems. (2024). Ortega-Jimenez, Patricia ; Navarro, Jorge ; Arriaza, Antonio. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024017.

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2024Star-shaped acceptability indexes. (2024). Righi, Marcelo. In: Papers. RePEc:arx:papers:2110.08630.

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2024Diversification quotients: Quantifying diversification via risk measures. (2024). Han, Xia ; Wang, Ruodu ; Lin, Liyuan. In: Papers. RePEc:arx:papers:2206.13679.

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2025Generalized Families of Fractional Stochastic Dominance. (2025). Hur, Ozan ; Azmoodeh, Ehsan. In: Papers. RePEc:arx:papers:2307.08651.

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2024Monotonic mean-deviation risk measures. (2024). Han, Xia ; Wang, Ruodu ; Wu, Qinyu. In: Papers. RePEc:arx:papers:2312.01034.

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2024Provisions and Economic Capital for Credit Losses. (2024). Cr, St'Ephane ; Bastide, Dorinel. In: Papers. RePEc:arx:papers:2401.07728.

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2024New approximate stochastic dominance approaches for Enhanced Indexation models. (2024). Puerto, Justo ; Cesarone, Francesco. In: Papers. RePEc:arx:papers:2401.12669.

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2025Max- and min-stability under first-order stochastic dominance. (2025). Miller, Alan ; Chambers, Christopher ; Wang, Ruodu ; Wu, Qinyu. In: Papers. RePEc:arx:papers:2403.13138.

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2025Elicitability and identifiability of tail risk measures. (2024). Fissler, Tobias ; Wang, Ruodu ; Wei, Linxiao ; Liu, Fangda. In: Papers. RePEc:arx:papers:2404.14136.

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2024Disappointment concordance and duet expectiles. (2024). Mao, Tiantian ; Wang, Ruodu ; Wu, Qinyu ; Bellini, Fabio. In: Papers. RePEc:arx:papers:2404.17751.

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2024Value-at-Risk- and Expectile-based Systemic Risk Measures and Second-order Asymptotics: With Applications to Diversification. (2024). Zhao, Yimiao ; Liu, Yang ; Geng, Bingzhen. In: Papers. RePEc:arx:papers:2404.18029.

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2024Risk, utility and sensitivity to large losses. (2024). Khan, Nazem ; Herdegen, Martin ; Munari, Cosimo. In: Papers. RePEc:arx:papers:2405.12154.

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2025A note on robust convex risk measures. (2025). Righi, Marcelo. In: Papers. RePEc:arx:papers:2406.12999.

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2024Upper Comonotonicity and Risk Aggregation under Dependence Uncertainty. (2024). Nendel, Max ; Streicher, Jan ; de Vecchi, Corrado. In: Papers. RePEc:arx:papers:2406.19242.

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2024Estimation of the Adjusted Standard-deviatile for Extreme Risks. (2024). Yang, Fan ; Mao, Tiantian ; Chen, Haoyu. In: Papers. RePEc:arx:papers:2411.07203.

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2024Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks. (2024). STUPFLER, Gilles ; Yang, Fan ; Mao, Tiantian. In: Papers. RePEc:arx:papers:2411.07212.

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2025On multivariate contribution measures of systemic risk with applications in cryptocurrency market. (2025). Zhang, Yiying ; Pu, Tong ; Li, Junxue ; Wen, Limin. In: Papers. RePEc:arx:papers:2411.13384.

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2024Diversification quotient based on expectiles. (2024). Wang, Ruodu ; Lin, Liyuan ; Han, Xia. In: Papers. RePEc:arx:papers:2411.14646.

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2025Choquet rating criteria, risk measures, and risk consistency. (2025). Yang, Jingping ; Xia, Chenxi ; Wang, Ruodu ; Guo, Nan. In: Papers. RePEc:arx:papers:2506.13435.

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2025Generalized Orlicz premia. (2025). Laeven, Roger ; Aygun, Mucahit ; Bellini, Fabio. In: Papers. RePEc:arx:papers:2507.09181.

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2025Disappointment Aversion and Expectiles. (2025). Maccheroni, Fabio ; Bellini, Fabio ; Mao, Tiantian ; Wang, Ruodu ; Wu, Qinyu. In: Papers. RePEc:arx:papers:2508.05541.

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2025When risk defies order: On the limits of fractional stochastic dominance. (2025). Liebrich, Felix-Benedikt ; Laudag, Christian. In: Papers. RePEc:arx:papers:2509.24747.

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2025A note on stochastic dominance, uniform integrability, and lattice properties. (2025). Nendel, Max. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:713.

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2025Upper Comonotonicity and Risk Aggregation under Dependence Uncertainty. (2025). de Vecchi, Corrado ; Streicher, Jan ; Nendel, Max. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:739.

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2024Risk concentration and the mean‐expected shortfall criterion. (2024). Wang, Ruodu ; Han, Xia ; Wu, Qinyu. In: Mathematical Finance. RePEc:bla:mathfi:v:34:y:2024:i:3:p:819-846.

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2024Estimation of the adjusted standard‐deviatile for extreme risks. (2024). Yang, Fan ; Mao, Tiantian ; Chen, Haoyu. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:2:p:643-671.

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2025A novel hybrid model based on evolving multi-quantile long and short-term memory neural network for ultra-short-term probabilistic forecasting of photovoltaic power. (2025). Zhu, Jianhua ; He, Yaoyao. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pc:s0306261924019846.

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2024Extreme expectile estimation for short-tailed data. (2024). STUPFLER, Gilles ; Padoan, Simone A ; Daouia, Abdelaati. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001167.

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2024A theory of multivariate stress testing. (2024). Wang, Ruodu ; Millossovich, Pietro ; Tsanakas, Andreas. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:3:p:851-866.

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2025Flexible enhanced indexation models through stochastic dominance and ordered weighted average optimization. (2025). Puerto, Justo ; Cesarone, Francesco. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:2:p:657-670.

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2025Robust elicitable functionals. (2025). Miao, Kathleen E ; Pesenti, Silvana M. In: European Journal of Operational Research. RePEc:eee:ejores:v:326:y:2025:i:2:p:311-325.

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2024Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives. (2024). Syuhada, Khreshna ; Suprijanto, Djoko ; Hakim, Arief. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007594.

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2024The energy transition and the value of Capacity Remuneration Mechanisms. (2024). moretto, michele ; Fontini, Fulvio ; Bonaldo, Cinzia. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005905.

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2024Optimizing electric vehicle charging in distribution networks: A dynamic pricing approach using internet of things and Bi-directional LSTM model. (2024). , Vinopraba ; Ramu, Senthil Kumar. In: Energy. RePEc:eee:energy:v:294:y:2024:i:c:s0360544224005875.

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2025Valuation and optimal operation of power investment projects with and without volume constraints under one-factor model. (2025). Shao, Lingjie ; Wu, Junle ; Ma, Jinghan ; Yu, Shengjie ; Li, Mengsi. In: Energy. RePEc:eee:energy:v:330:y:2025:i:c:s0360544225022765.

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2024Adjusted higher-order expected shortfall. (2024). Zou, Zhenfeng ; Hu, Taizhong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:1-12.

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2024Inter-order relations between equivalence for Lp-quantiles of the Students t distribution. (2024). Bignozzi, Valeria ; Merlo, Luca ; Petrella, Lea. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:44-50.

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2024Law-invariant return and star-shaped risk measures. (2024). Laeven, Roger ; Zullino, Marco ; Gianin, Emanuela Rosazza. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:140-153.

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2024Correlation aversion and bivariate stochastic dominance with respect to reference functions. (2024). Li, Jingyuan ; Zhou, Lin ; Wang, Jianli. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:157-174.

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2025A risk measurement approach from risk-averse stochastic optimization of score functions. (2025). Mller, Fernanda Maria ; Righi, Marcelo Brutti ; Moresco, Marlon Ruoso. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:42-50.

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2025Pricing insurance contracts with an existing portfolio as background risk. (2025). de Vecchi, Corrado ; Scherer, Matthias. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:180-193.

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2024A novel positive dependence property and its impact on a popular class of concordance measures. (2024). Fuchs, Sebastian ; Tschimpke, Marco. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:200:y:2024:i:c:s0047259x23001057.

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2024Estimation of extreme multivariate expectiles with functional covariates. (2024). Laloe, Thomas ; di Bernardino, Elena ; Pakzad, Cambyse. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x23001380.

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2025New multivariate Gini’s indices. (2025). Navarro, Jorge ; Capaldo, Marco. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:206:y:2025:i:c:s0047259x24001015.

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2025Tree-structured Markov random fields with Poisson marginal distributions. (2025). Marceau, Etienne ; Cossette, Hlne ; Ct, Benjamin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:207:y:2025:i:c:s0047259x25000132.

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2025Set-valued expectiles for ordered data analysis. (2025). Hamel, Andreas H ; Linh, Thi Khanh. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:208:y:2025:i:c:s0047259x2500020x.

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2024Comparative risk aversion vs. threshold choice in the Omega ratio. (2024). Schweizer, Nikolaus ; Chau, Ki Wai ; Balter, Anne G. In: Omega. RePEc:eee:jomega:v:123:y:2024:i:c:s0305048323001561.

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2025Conditional generalized quantiles as systemic risk measures: Properties, estimation, and application. (2025). Syuhada, Khreshna ; Salman, A. N. M., ; Hakim, Arief. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:235:y:2025:i:c:p:60-84.

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2024Generalized Gini’s mean difference through distortions and copulas, and related minimizing problems. (2024). Capaldo, Marco ; Pellerey, Franco ; di Crescenzo, Antonio. In: Statistics & Probability Letters. RePEc:eee:stapro:v:206:y:2024:i:c:s0167715223002055.

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2024Directional Dependence Orders of Random Vectors. (2024). del Rosario, Maria ; Ubeda-Flores, Manuel ; de Amo, Enrique. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:3:p:419-:d:1327852.

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2024Enhancing Portfolio Decarbonization Through SensitivityVaR and Distorted Stochastic Dominance. (2024). Syuhada, Khreshna ; Puspita, Dila ; Neswan, Oki ; Rohmawati, Aniq. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:10:p:167-:d:1502500.

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2025Forecasting Banking System Liquidity Using Payment System Data in Uzbekistan. (2025). Makhmudov, Shakhzod Abdullaevich. In: IHEID Working Papers. RePEc:gii:giihei:heidwp05-2025.

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2024An expectile computation cookbook. (2024). STUPFLER, Gilles ; Usseglio-Carleve, Antoine ; Daouia, Abdelaati. In: Post-Print. RePEc:hal:journl:hal-04524319.

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2024Extreme expectile estimation for short-tailed data. (2024). STUPFLER, Gilles ; Padoan, Simone A ; Daouia, Abdelaati. In: Post-Print. RePEc:hal:journl:hal-04672516.

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2024Forecasting price spikes in day-ahead electricity markets: techniques, challenges, and the road ahead. (2024). Sheybanivaziri, Samaneh ; le Dreau, Jerome ; Kazmi, Hussain. In: Discussion Papers. RePEc:hhs:nhhfms:2024_001.

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2025FINANCIAL MARKETS WITH HEDGING COMPLEMENTS. (2025). Chateauneuf, Alain ; Cornet, Bernard. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202510.

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2025ON ITERATED LORENZ CURVES WITH APPLICATIONS. (2025). Ignatov, Zvetan ; Yordanov, Vilimir. In: Yearbook of the Faculty of Economics and Business Administration, Sofia University. RePEc:sko:yrbook:v:24:y:2025:i:1:p:71-118.

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2024Inf-convolution and optimal risk sharing with countable sets of risk measures. (2024). Righi, Marcelo ; Moresco, Marlon Ruoso. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-04593-8.

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2024Implied value-at-risk and model-free simulation. (2024). Vanduffel, Steven ; Bernard, Carole ; Perchiazzo, Andrea. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-05048-w.

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2025Portfolio choice under loss aversion and diminishing sensitivity: a theoretical extension. (2025). Nguyen, Duc Khuong ; Xiong, Xiong ; Wang, Hongxia ; Dai, Peng-Fei. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-022-05081-9.

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2024Connection between higher order measures of risk and stochastic dominance. (2024). Pichler, Alois. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:2:d:10.1007_s10287-024-00523-0.

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2025A return-diversification approach to portfolio selection. (2025). Cesarone, Francesco ; Giacometti, Rosella ; Martino, Manuel L ; Tardella, Fabio. In: Computational Management Science. RePEc:spr:comgts:v:22:y:2025:i:2:d:10.1007_s10287-025-00538-1.

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2024Cost-efficient payoffs under model ambiguity. (2024). Vanduffel, Steven ; Lux, Thibaut ; Junike, Gero ; Bernard, Carole. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:4:d:10.1007_s00780-024-00547-z.

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2025The market price of jump risk for delivery periods: pricing of electricity swaps with geometric averaging. (2025). Kemper, Annika ; Schmeck, Maren Diane. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:2:d:10.1007_s11579-025-00383-5.

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2024The local linear functional kNN estimator of the conditional expectile: uniform consistency in number of neighbors. (2024). Laksaci, Ali ; Kaid, Zoulikha ; Bouzebda, Salim ; Almanjahie, Ibrahim M. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:87:y:2024:i:8:d:10.1007_s00184-023-00942-0.

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2025Bayesian composite $$L^p$$ L p -quantile regression. (2025). Arnroth, Lukas. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:88:y:2025:i:1:d:10.1007_s00184-024-00950-8.

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2024Unravelling increasing flood hazard and influential factors in a tidal river. (2024). Zhang, Wei ; Hu, Xiaozhang ; Lu, Chen ; Gao, Shiyou ; Wu, Yao. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:120:y:2024:i:5:d:10.1007_s11069-023-06371-6.

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2024Centre-free kurtosis orderings for asymmetric distributions. (2024). Eberl, Andreas ; Klar, Bernhard. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:1:d:10.1007_s00362-023-01403-6.

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2024Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science. (2024). Yang, Yang ; Yao, Jing ; Yin, Chuancun. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:7:d:10.1007_s00362-024-01580-y.

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2024Boundedly rational demand. (2024). Stewart, Colin ; Steiner, Jakub ; Kocourek, Pavel. In: Theoretical Economics. RePEc:the:publsh:5796.

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2024Extreme expectile estimation for short-tailed data, with an application to market risk assessment. (2024). STUPFLER, Gilles ; Padoan, Simone A ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:127937.

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2025Tail expectile-VaR estimation in the semiparametric Generalized Pareto model. (2025). STUPFLER, Gilles ; Nemouchi, Boutheina ; Daouia, Abdelaati ; Abbas, Yasser. In: TSE Working Papers. RePEc:tse:wpaper:130105.

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Works by Alfred Müller:

YearTitleTypeCited
1998Modeling and Comparing Dependencies in Multivariate Risk Portfolios In: ASTIN Bulletin.
[Full Text][Citation analysis]		article5
2000Expected utility maximization of optimal stopping problems In: European Journal of Operational Research.
[Full Text][Citation analysis]		article2
2002The Newsvendor Game Has a Nonempty Core In: Games and Economic Behavior.
[Full Text][Citation analysis]		article52
2002The newsvendor game has a non-empty core.(2002) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 52		paper
1996Orderings of risks: A comparative study via stop-loss transforms In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article13
1997Stop-loss order for portfolios of dependent risks In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article50
2001Asymptotic ruin probabilities for risk processes with dependent increments In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article7
2006Stochastic orders and risk measures: Consistency and bounds In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article31
2012Comparison and bounds for functionals of future lifetimes consistent with life tables In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article2
2014Generalized quantiles as risk measures In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article145
2018Probabilistic forecasting of industrial electricity load with regime switching behavior In: International Journal of Forecasting.
[Full Text][Citation analysis]		article11
2023A copula-based time series model for global horizontal irradiation In: International Journal of Forecasting.
[Full Text][Citation analysis]		article1
2012Fear of loss, inframodularity, and transfers In: Journal of Economic Theory.
[Full Text][Citation analysis]		article22
2000Some Remarks on the Supermodular Order In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article57
2000Some remarks on the supermodular order.(2000) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 57		paper
2005Archimedean copulæ and positive dependence In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article54
2005Archimedean copulae and positive dependence.(2005) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 54		paper
2003Archimedean Copulae and Positive Dependence..(2003) In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
1998Comparing risks with unbounded distributions In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article4
1996Comparing Risks with Unbounded Distributions.(1996) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2001Bounds for optimal stopping values of dependent random variables with given marginals In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article0
2006Positive dependence and weak convergence In: Post-Print.
[Citation analysis]		paper1
2006Stochastic order relations and lattices of probability measures In: Post-Print.
[Citation analysis]		paper18
2004Some counterexamples in positive dependence In: Post-Print.
[Citation analysis]		paper7
2003Some Counterexamples in Positive Dependence..(2003) In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2003Sensitivity analysis of a sequential decision problem with learning In: Post-Print.
[Citation analysis]		paper0
2003Sensitivity analysis of a sequential decision problem with learning.(2003) In: Mathematical Methods of Operations Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2002Even Risk-Averters May Love Risk In: Post-Print.
[Citation analysis]		paper3
2002Even Risk-Averters may Love Risk.(2002) In: Theory and Decision.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2001Stochastic comparison of random vectors with a common copula In: Post-Print.
[Citation analysis]		paper44
2017Between First- and Second-Order Stochastic Dominance In: Management Science.
[Full Text][Citation analysis]		article18
1997How Does the Value Function of a Markov Decision Process Depend on the Transition Probabilities? In: Mathematics of Operations Research.
[Full Text][Citation analysis]		article5
2001Stochastic Comparison of Random Vectors with a Common Copula In: Mathematics of Operations Research.
[Full Text][Citation analysis]		article42
2022Technical Note—Ranking Distributions When Only Means and Variances Are Known In: Operations Research.
[Full Text][Citation analysis]		article0
1998Another Tale of Two Tails: On Characterizations of Comparative Risk. In: Journal of Risk and Uncertainty.
[Full Text][Citation analysis]		article1
1996Another tale of two tails: On characterizations of comparative risk.(1996) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2015Detecting anthropogenic footprints in sea level rise In: Nature Communications.
[Full Text][Citation analysis]		article4
2001Stochastic Ordering of Multivariate Normal Distributions In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]		article21
2008Dependence properties and comparison results for Lévy processes In: Mathematical Methods of Operations Research.
[Full Text][Citation analysis]		article5
2018Expectiles, Omega Ratios and Stochastic Ordering In: Methodology and Computing in Applied Probability.
[Full Text][Citation analysis]		article12
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1999“Bounds for Actuarial Present Values Under the Fractional Independence Assumption”, Werner Hürlimann, July, 1999 In: North American Actuarial Journal.
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2020Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference In: Dependence Modeling.
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