Details about Alfred Müller

Access statistics for papers by Alfred Müller.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pml4

Working Papers

2006

1. Positive dependence and weak convergence
   Post-Print, HAL View citations (1)
2. Stochastic order relations and lattices of probability measures
   Post-Print, HAL View citations (17)

2005

3. Archimedean copulae and positive dependence
   Post-Print, HAL View citations (39)
   Also in ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research (2003) View citations (14)
   See also Journal Article Archimedean copulæ and positive dependence, Journal of Multivariate Analysis, Elsevier (2005) View citations (24) (2005)

2004

4. Some counterexamples in positive dependence
   Post-Print, HAL View citations (3)
   Also in ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research (2003) View citations (6)

2003

5. Sensitivity analysis of a sequential decision problem with learning
   Post-Print, HAL
   See also Journal Article Sensitivity analysis of a sequential decision problem with learning, Mathematical Methods of Operations Research, Springer (2003) (2003)

2002

6. Even Risk-Averters May Love Risk
   Post-Print, HAL
   See also Journal Article Even Risk-Averters may Love Risk, Theory and Decision, Springer (2002) View citations (3) (2002)
7. The newsvendor game has a non-empty core
   Post-Print, HAL View citations (17)
   See also Journal Article The Newsvendor Game Has a Nonempty Core, Games and Economic Behavior, Elsevier (2002) View citations (44) (2002)

2001

8. Stochastic comparison of random vectors with a common copula
   Post-Print, HAL View citations (44)

2000

9. Some remarks on the supermodular order
   Post-Print, HAL View citations (53)
   See also Journal Article Some Remarks on the Supermodular Order, Journal of Multivariate Analysis, Elsevier (2000) View citations (61) (2000)

1996

10. Another tale of two tails: On characterizations of comparative risk
    Working Papers, Risk and Insurance Archive
    See also Journal Article Another Tale of Two Tails: On Characterizations of Comparative Risk, Journal of Risk and Uncertainty, Springer (1998) View citations (1) (1998)
11. Comparing Risks with Unbounded Distributions
    Working Papers, Risk and Insurance Archive View citations (1)
    See also Journal Article Comparing risks with unbounded distributions, Journal of Mathematical Economics, Elsevier (1998) View citations (4) (1998)

Journal Articles

2023

1. A copula-based time series model for global horizontal irradiation
   International Journal of Forecasting, 2023, 39, (2), 869-883 View citations (1)

2022

2. Technical Note—Ranking Distributions When Only Means and Variances Are Known
   Operations Research, 2022, 70, (5), 2851-2859

2020

3. Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference
   Dependence Modeling, 2020, 8, (1), 239-253 View citations (1)

2018

4. Expectiles, Omega Ratios and Stochastic Ordering
   Methodology and Computing in Applied Probability, 2018, 20, (3), 855-873 View citations (10)
5. Probabilistic forecasting of industrial electricity load with regime switching behavior
   International Journal of Forecasting, 2018, 34, (2), 147-162 View citations (11)

2017

6. Between First- and Second-Order Stochastic Dominance
   Management Science, 2017, 63, (9), 2933-2947 View citations (16)

2015

7. Detecting anthropogenic footprints in sea level rise
   Nature Communications, 2015, 6, (1), 1-9 View citations (3)

2014

8. Generalized quantiles as risk measures
   Insurance: Mathematics and Economics, 2014, 54, (C), 41-48 View citations (137)

2012

9. Comparison and bounds for functionals of future lifetimes consistent with life tables
   Insurance: Mathematics and Economics, 2012, 50, (2), 229-235 View citations (2)
10. Fear of loss, inframodularity, and transfers
    Journal of Economic Theory, 2012, 147, (4), 1490-1500 View citations (20)

2008

11. Dependence properties and comparison results for Lévy processes
    Mathematical Methods of Operations Research, 2008, 67, (1), 161-186 View citations (5)

2006

12. Stochastic orders and risk measures: Consistency and bounds
    Insurance: Mathematics and Economics, 2006, 38, (1), 132-148 View citations (31)

2005

13. Archimedean copulæ and positive dependence
    Journal of Multivariate Analysis, 2005, 93, (2), 434-445 View citations (24)
    See also Working Paper Archimedean copulae and positive dependence, Post-Print (2005) View citations (39) (2005)

2004

14. A spot market model for pricing derivatives in electricity markets
    Quantitative Finance, 2004, 4, (1), 109-122 View citations (89)

2003

15. Sensitivity analysis of a sequential decision problem with learning
    Mathematical Methods of Operations Research, 2003, 57, (2), 321-327
    See also Working Paper Sensitivity analysis of a sequential decision problem with learning, Post-Print (2003) (2003)

2002

16. Even Risk-Averters may Love Risk
    Theory and Decision, 2002, 52, (1), 81-99 View citations (3)
    See also Working Paper Even Risk-Averters May Love Risk, Post-Print (2002) (2002)
17. The Newsvendor Game Has a Nonempty Core
    Games and Economic Behavior, 2002, 38, (1), 118-126 View citations (44)
    See also Working Paper The newsvendor game has a non-empty core, Post-Print (2002) View citations (17) (2002)

2001

18. Asymptotic ruin probabilities for risk processes with dependent increments
    Insurance: Mathematics and Economics, 2001, 28, (3), 381-392 View citations (7)
19. Bounds for optimal stopping values of dependent random variables with given marginals
    Statistics & Probability Letters, 2001, 52, (1), 73-78
20. Stochastic Ordering of Multivariate Normal Distributions
    Annals of the Institute of Statistical Mathematics, 2001, 53, (3), 567-575 View citations (21)

2000

21. Expected utility maximization of optimal stopping problems
    European Journal of Operational Research, 2000, 122, (1), 101-114 View citations (2)
22. Some Remarks on the Supermodular Order
    Journal of Multivariate Analysis, 2000, 73, (1), 107-119 View citations (61)
    See also Working Paper Some remarks on the supermodular order, Post-Print (2000) View citations (53) (2000)

1999

23. “Bounds for Actuarial Present Values Under the Fractional Independence Assumption”, Werner Hürlimann, July, 1999
    North American Actuarial Journal, 1999, 3, (3), 81-82

1998

24. Another Tale of Two Tails: On Characterizations of Comparative Risk
    Journal of Risk and Uncertainty, 1998, 16, (2), 187-97 View citations (1)
    See also Working Paper Another tale of two tails: On characterizations of comparative risk, Working Papers (1996) (1996)
25. Comparing risks with unbounded distributions
    Journal of Mathematical Economics, 1998, 30, (2), 229-239 View citations (4)
    See also Working Paper Comparing Risks with Unbounded Distributions, Working Papers (1996) View citations (1) (1996)
26. Modeling and Comparing Dependencies in Multivariate Risk Portfolios
    ASTIN Bulletin, 1998, 28, (1), 59-76 View citations (5)

1997

27. Stop-loss order for portfolios of dependent risks
    Insurance: Mathematics and Economics, 1997, 21, (3), 219-223 View citations (50)

1996

28. Orderings of risks: A comparative study via stop-loss transforms
    Insurance: Mathematics and Economics, 1996, 17, (3), 215-222 View citations (15)

Chapters

2018

1. On Consistency of the Omega Ratio with Stochastic Dominance Rules
   Chapter 14 in Innovations in Insurance, Risk- and Asset Management, 2018, pp 367-380 View citations (1)