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Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg; Pichler, Alois - In: European journal of operational research : EJOR 249 (2016) 1, pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
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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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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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Optimal pension fund management under multi-period risk minimization
Kilianová, Soňa; Pflug, Georg - 2009
Persistent link: https://www.econbiz.de/10003811764
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Are time consistent valuations information monotone?
Kovacevic, Raimund; Pflug, Georg - In: International journal of theoretical and applied finance 17 (2014) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10010363963
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A value-of-information approach to measuring risk in multi-period economic activity
Pflug, Georg - In: Journal of banking & finance 30 (2006) 2, pp. 695-715
Persistent link: https://www.econbiz.de/10003291359
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Modeling, measuring and managing risk
Pflug, Georg Ch.; Römisch, Werner - 2007
Persistent link: https://www.econbiz.de/10003466993
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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