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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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Mathematics of operations research
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Risk measures for the 21st century
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Wirtschafts- und Sozialwissenschaftliches Institut, Universität Freiburg/Schweiz, Forschungspapiere
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Time-consistent decisions and temporal decomposition of coherent risk functionals
Pflug, Georg
;
Pichler, Alois
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 682-699
Persistent link: https://www.econbiz.de/10011520518
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The distortion principle for insurance pricing : properties, identification and robustness
Escobar, Debora Daniela
;
Pflug, Georg
- In:
Stochastic optimization: theory and applications
,
(pp. 771-794)
.
2020
Persistent link: https://www.econbiz.de/10012290841
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3
Systemic risk and copula models
Pflug, Georg
;
Pichler, Alois
- In:
Central European journal of operations research : CEJOR …
26
(
2018
)
2
,
pp. 465-483
Persistent link: https://www.econbiz.de/10011866135
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A risk measure for income processes
Pflug, Georg Ch.
;
Ruszczyński, Andrzej
- In:
Risk measures for the 21st century
,
(pp. 249-269)
.
2004
Persistent link: https://www.econbiz.de/10002081543
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5
Estimating various inequality measures from grouped data with a strictly convex interpolation of the Lorenz curve
Abele, H. A.
;
Lüthi, A. P.
;
Pflug, G.
-
1981
Persistent link: https://www.econbiz.de/10003085073
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