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The value of perfect information as a risk measure

Pflug, Georg - In: Dynamic stochastic optimization : [this volume includes …, (pp. 275-291). 2004

Persistent link: https://www.econbiz.de/10003488178

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

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

Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties

Maier, Sebastian; Pflug, Georg; Polak, John W. - In: European journal of operational research : EJOR 285 (2020) 1, pp. 133-147

Persistent link: https://www.econbiz.de/10012239492

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

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

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

Coping with Uncertainty : Modeling and Policy Issues

Marti, Kurt; Ermol'ev, Jurij M.; Makowski, Marek; … - 2006

Ongoing global changes pose fundamentally new scientific problems requiring new concepts and tools. A key issue concerns a vast variety of practically irreducible uncertainties, which challenge traditional models and require new concepts and analytical tools. Uncertainty can dominate, as in the...

Persistent link: https://www.econbiz.de/10013520564