Alfred Müller : Citation Profile


Are you Alfred Müller?

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H index

10

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340

Citations

RESEARCH PRODUCTION:

24

Articles

13

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (1996 - 2018). See details.
   Cites by year: 15
   Journals where Alfred Müller has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 13 (3.68 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pml4
   Updated: 2019-06-16    RAS profile: 2019-03-25    
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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:

Dhaene, Jan (8)

Slikker, Marco (8)

Chateauneuf, Alain (6)

Basili, Marcello (6)

Prokopczuk, Marcel (5)

Norde, Henk (5)

STUPFLER, Gilles (4)

Privault, Nicolas (4)

Goovaerts, Marc (4)

Hurn, Stan (4)

Cardin, Marta (4)

Cites to:

Rothschild, Michael (6)

Scarsini, Marco (6)

Rinott, Yosef (5)

Stiglitz, Joseph (5)

Schied, Alexander (4)

Dhaene, Jan (4)

Goovaerts, Marc (4)

Diebold, Francis (3)

Hong, Tao (3)

Lapan, Harvey (2)

Shanthikumar, Jevaveerasingam (2)

Main data


Where Alfred Müller has published?


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

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 (2018 and 2017)


YearTitle of citing document
2017Specifying An Efficient Renewable Energy Feed-in Tariff. (2017). Lyons, Sean ; Farrell, Niall ; Devine, Mel T. In: The Energy Journal. RePEc:aen:journl:ej38-2-farrell.

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2017Grassland Easement Evaluation and Acquisition: an Integrated Framework. (2017). Miao, Ruiqing ; Hennessy, David ; Feng, Hong Li. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252775.

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2018A composition between risk and deviation measures. (2018). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1511.06943.

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2017Elicitability and backtesting: Perspectives for banking regulation. (2017). Nolde, Natalia ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:1608.05498.

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2018A robust approach for minimization of risk measurement errors. (2018). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1707.09829.

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2017Optimal Risk Allocation in Reinsurance Networks. (2017). Bauerle, Nicole ; Glauner, Alexander. In: Papers. RePEc:arx:papers:1711.10210.

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2019A theory for combinations of risk measures. (2018). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1807.01977.

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2017Statistical Inference for Expectile-based Risk Measures. (2017). Kratschmer, Volker ; Zahle, Henryk. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:2:p:425-454.

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2017Welfare and Inequality Comparisons for Uni- and Multi-dimensional Distributions of Ordinal Data. (2017). Kobus, Martyna ; Cowell, Frank ; Kurek, Radoslaw . In: STICERD - Public Economics Programme Discussion Papers. RePEc:cep:stippp:31.

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2017Electricity price behavior and carbon trading: New evidence from California. (2017). woo, chi-keung ; Chen, Yan ; Schlag, N ; Olson, A ; Moore, J ; Ong, A ; Ho, T. In: Applied Energy. RePEc:eee:appene:v:204:y:2017:i:c:p:531-543.

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2018Experimental validation of an electrical and thermal energy demand model for rapid assessment of rural health centers in sub-Saharan Africa. (2018). Orosz, Matthew ; Lemort, Vincent ; Mueller, Amy ; Altes-Buch, Queralt. In: Applied Energy. RePEc:eee:appene:v:218:y:2018:i:c:p:382-390.

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2017An SVM-like approach for expectile regression. (2017). Steinwart, Ingo ; Farooq, Muhammad. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:109:y:2017:i:c:p:159-181.

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2018Bayesian quantile regression using the skew exponential power distribution. (2018). Bernardi, Mauro ; Petrella, Lea ; Bottone, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:126:y:2018:i:c:p:92-111.

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2019Mark to market value at risk. (2019). Chen, YU ; Zhang, Zhengjun ; Wang, Zhicheng. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:299-321.

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2019Reverse sensitivity testing: What does it take to break the model?. (2019). Pesenti, Silvana M ; Tsanakas, Andreas ; Millossovich, Pietro. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:2:p:654-670.

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2019Optimal strategies under Omega ratio. (2019). Ye, Jiang ; Vanduffel, Steven ; Bernard, Carole. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:2:p:755-767.

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2017Joint price and volumetric risk in wind power trading: A copula approach. (2017). Pircalabu, A ; Hog, E ; Jung, J ; Hvolby, T. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:139-154.

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2017An equilibrium pricing model for wind power futures. (2017). Gersema, Gerke ; Wozabal, David. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:64-74.

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2017A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets. (2017). Pircalabu, A ; Benth, F E. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:283-302.

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2017Hedging local volume risk using forward markets: Nordic case. (2017). Ernstsen, Rune Ramsdal ; Skajaa, Anders ; Tegner, Martin ; Boomsma, Trine Krogh. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:490-514.

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2019Bayesian estimation of stable CARMA spot models for electricity prices. (2019). Seibert, Armin ; Muller, Gernot. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:267-277.

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2018Consumption effects of an electricity decarbonization policy: Hong Kong. (2018). Zarnikau, Jay ; woo, chi-keung ; Luo, X ; Liu, Y ; Shiu, A. In: Energy. RePEc:eee:energy:v:144:y:2018:i:c:p:887-902.

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2018A simulation comparison of risk measures for portfolio optimization. (2018). Righi, Marcelo Brutti ; Borenstein, Denis. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:105-112.

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2017Bayesian persuasion with multiple senders and rich signal spaces. (2017). Gentzkow, Matthew ; Kamenica, Emir. In: Games and Economic Behavior. RePEc:eee:gamebe:v:104:y:2017:i:c:p:411-429.

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2017Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks. (2017). Lauer, Alexandra ; Zahle, Henryk. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:99-108.

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2017Optimal insurance design in the presence of exclusion clauses. (2017). Chi, Yichun ; Liu, Fangda . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:76:y:2017:i:c:p:185-195.

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2018Conditional expectiles, time consistency and mixture convexity properties. (2018). Bellini, Fabio ; Puccetti, Giovanni ; Bignozzi, Valeria. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:117-123.

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2018Upper bounds for strictly concave distortion risk measures on moment spaces. (2018). Cornilly, D ; Vanduffel, S ; Ruschendorf, L. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:141-151.

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2018Optimal risk allocation in reinsurance networks. (2018). Bauerle, Nicole ; Glauner, Alexander. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:37-47.

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2018Managing renewable energy production risk. (2018). Hain, Martin ; Fichtner, Wolf ; Uhrig-Homburg, Marliese ; Schermeyer, Hans. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:1-19.

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2017Nash equilibrium uniqueness in nice games with isotone best replies. (2017). Quartieri, Federico ; Ceparano, Maria Carmela. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:70:y:2017:i:c:p:154-165.

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2018Copula-based measurement of interdependence for discrete distributions. (2018). Kobus, Martyna ; Kurek, Radosaw. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:79:y:2018:i:c:p:27-39.

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2018Decomposing bivariate dominance for social welfare comparisons. (2018). Sudhölter, Peter ; Osterdal, Lars Peter ; Sudholter, Peter ; Range, Troels Martin ; Marling, Tina Gottschalk. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:95:y:2018:i:c:p:1-8.

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2017On the Lp-quantiles for the Student t distribution. (2017). Bernardi, Mauro ; Petrella, Lea ; Bignozzi, Valeria. In: Statistics & Probability Letters. RePEc:eee:stapro:v:128:y:2017:i:c:p:77-83.

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2019Extreme-aggregation measures in the RDEU model. (2019). Hu, Taizhong ; Chen, Ouxiang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:148:y:2019:i:c:p:155-163.

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2018A looming revolution: Implications of self-generation for the risk exposure of retailers. (2018). Bertsch, Valentin ; Russo, Marianna. In: Papers. RePEc:esr:wpaper:wp597.

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2017MULTIVARIATE EXTENSIONS OF EXPECTILES RISK MEASURES. (2017). Rulliere, Didier ; Said, Khalil ; Maume-Deschamps, Veronique. In: Post-Print. RePEc:hal:journl:hal-01367277.

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2017MULTIVARIATE EXTENSIONS OF EXPECTILES RISK MEASURES. (2017). Maume-Deschamps, Veronique ; Said, Khalil ; Rulliere, Didier . In: Working Papers. RePEc:hal:wpaper:hal-01367277.

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2018Assessing Tail Risk Using Expectile Regressions with Partially Varying Coefficients. (2018). Cai, Zongwu ; Tian, Dingshi ; Fang, Ying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201804.

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2018Econometric Modeling of Risk Measures: A Selective Review of the Recent Literature. (2018). Tian, Dingshi ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201807.

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2019Risk: An R Package for Financial Risk Measures. (2019). Chan, Stephen ; Nadarajah, Saralees. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:4:d:10.1007_s10614-018-9806-9.

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2017Multidimensional Pigou–Dalton transfers and social evaluation functions. (2017). Chateauneuf, Alain ; Basili, Marcello ; Franzini, Maurizio ; Casaca, Paulo . In: Theory and Decision. RePEc:kap:theord:v:83:y:2017:i:4:d:10.1007_s11238-017-9605-0.

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2017The Two-Moment Decision Model with Additive Risks. (2017). Wong, Wing-Keung ; Wagener, Andreas ; Guo, Xu ; Zhu, Lixing. In: MPRA Paper. RePEc:pra:mprapa:77625.

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2018Inventory centralization with risk-averse newsvendors. (2018). Zhang, Jiahua ; Xu, Yifan ; Fang, Shu-Cherng. In: Annals of Operations Research. RePEc:spr:annopr:v:268:y:2018:i:1:d:10.1007_s10479-017-2578-0.

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2017Total Reward Semi-Markov Mean-Field Games with Complementarity Properties. (2017). Wicek, Piotr. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:7:y:2017:i:3:d:10.1007_s13235-016-0194-2.

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2018Risk measures based on behavioural economics theory. (2018). Mao, Tiantian ; Cai, Jun. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:2:d:10.1007_s00780-018-0358-6.

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2017Estimation of Tail Risk based on Extreme Expectiles. (2017). STUPFLER, Gilles ; Daouia, Abdelaati ; Girard, Stephane. In: TSE Working Papers. RePEc:tse:wpaper:29257.

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2017Extreme M-quantiles as risk measures: From L1 to Lp optimization. (2017). STUPFLER, Gilles ; Daouia, Abdelaati ; Girard, Stephane. In: TSE Working Papers. RePEc:tse:wpaper:32050.

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2018Tail expectile process and risk assessment. (2018). STUPFLER, Gilles ; Girard, Stephane ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:32890.

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2018ExpectHill estimation, extreme risk and heavy tails. (2018). STUPFLER, Gilles ; Girard, Stephane ; Daouia, Abdelaati. In: TSE Working Papers. RePEc:tse:wpaper:32939.

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2017Models with Short-Term Variations and Long-Term Dynamics in Risk Management of Commodity Derivatives. (2017). Guo, Zi-Yi. In: EconStor Preprints. RePEc:zbw:esprep:167619.

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2017An Electricity Price Modeling Framework for Renewable-Dominant Markets. (2017). Hain, Martin ; Fichtner, Wolf ; Uhrig-Homburg, Marliese ; Schermeyer, Hans. In: Working Paper Series in Production and Energy. RePEc:zbw:kitiip:23.

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Works by Alfred Müller:


YearTitleTypeCited
1998Modeling and Comparing Dependencies in Multivariate Risk Portfolios In: ASTIN Bulletin: The Journal of the International Actuarial Association.
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article4
2000Expected utility maximization of optimal stopping problems In: European Journal of Operational Research.
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article2
2002The Newsvendor Game Has a Nonempty Core In: Games and Economic Behavior.
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article39
2002The newsvendor game has a non-empty core.(2002) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 39
paper
1996Orderings of risks: A comparative study via stop-loss transforms In: Insurance: Mathematics and Economics.
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article9
1997Stop-loss order for portfolios of dependent risks In: Insurance: Mathematics and Economics.
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article42
2001Asymptotic ruin probabilities for risk processes with dependent increments In: Insurance: Mathematics and Economics.
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article5
2006Stochastic orders and risk measures: Consistency and bounds In: Insurance: Mathematics and Economics.
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article16
2012Comparison and bounds for functionals of future lifetimes consistent with life tables In: Insurance: Mathematics and Economics.
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article1
2014Generalized quantiles as risk measures In: Insurance: Mathematics and Economics.
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article39
2018Probabilistic forecasting of industrial electricity load with regime switching behavior In: International Journal of Forecasting.
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article2
2012Fear of loss, inframodularity, and transfers In: Journal of Economic Theory.
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article10
2000Some Remarks on the Supermodular Order In: Journal of Multivariate Analysis.
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article39
2000Some remarks on the supermodular order.(2000) In: Post-Print.
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paper
2005Archimedean copulæ and positive dependence In: Journal of Multivariate Analysis.
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article31
2005Archimedean copulae and positive dependence.(2005) In: Post-Print.
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This paper has another version. Agregated cites: 31
paper
2003Archimedean Copulae and Positive Dependence..(2003) In: ICER Working Papers - Applied Mathematics Series.
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paper
1998Comparing risks with unbounded distributions In: Journal of Mathematical Economics.
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article4
1996Comparing Risks with Unbounded Distributions.(1996) In: Working Papers.
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This paper has another version. Agregated cites: 4
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2001Bounds for optimal stopping values of dependent random variables with given marginals In: Statistics & Probability Letters.
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2006Positive dependence and weak convergence In: Post-Print.
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2006Stochastic order relations and lattices of probability measures In: Post-Print.
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paper2
2004Some counterexamples in positive dependence In: Post-Print.
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paper7
2003Some Counterexamples in Positive Dependence..(2003) In: ICER Working Papers - Applied Mathematics Series.
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This paper has another version. Agregated cites: 7
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2003Sensitivity analysis of a sequential decision problem with learning In: Post-Print.
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2003Sensitivity analysis of a sequential decision problem with learning.(2003) In: Mathematical Methods of Operations Research.
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This paper has another version. Agregated cites: 0
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2002Even Risk-Averters May Love Risk In: Post-Print.
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paper3
2002Even Risk-Averters may Love Risk.(2002) In: Theory and Decision.
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This paper has another version. Agregated cites: 3
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2001Stochastic comparison of random vectors with a common copula In: Post-Print.
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2001Stochastic Comparison of Random Vectors with a Common Copula.(2001) In: Mathematics of Operations Research.
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1997How Does the Value Function of a Markov Decision Process Depend on the Transition Probabilities? In: Mathematics of Operations Research.
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1998Another Tale of Two Tails: On Characterizations of Comparative Risk. In: Journal of Risk and Uncertainty.
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1996Another tale of two tails: On characterizations of comparative risk.(1996) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2001Stochastic Ordering of Multivariate Normal Distributions In: Annals of the Institute of Statistical Mathematics.
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2008Dependence properties and comparison results for Lévy processes In: Mathematical Methods of Operations Research.
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article3
2004A spot market model for pricing derivatives in electricity markets In: Quantitative Finance.
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article60
1999“Bounds for Actuarial Present Values Under the Fractional Independence Assumption”, Werner Hürlimann, July, 1999 In: North American Actuarial Journal.
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2018On Consistency of the Omega Ratio with Stochastic Dominance Rules In: World Scientific Book Chapters.
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