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Alfred Müller

Personal Details

First Name:Alfred
Middle Name:
Last Name:Muller
Suffix:
RePEc Short-ID:pml4
[This author has chosen not to make the email address public]
http://www.uni-siegen.de/fb6/src/mueller/

Affiliation

Universität Siegen, Fachbereich Mathematik

http://www.mathematik.uni-siegen.de
Germany

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Marco Scarsini & Alfred Muller, 2006. "Stochastic order relations and lattices of probability measures," Post-Print hal-00539119, HAL.
  2. Marco Scarsini & A. Colangelo & A. Müller, 2006. "Positive dependence and weak convergence," Post-Print hal-00539004, HAL.
  3. Marco Scarsini & Alfred Muller, 2005. "Archimedean copulae and positive dependence," Post-Print hal-00539618, HAL.
  4. Marco Scarsini & A. Müller & Taizhong Hu, 2004. "Some counterexamples in positive dependence," Post-Print hal-00539628, HAL.
  5. Marco Scarsini & Alfred Muller, 2003. "Sensitivity analysis of a sequential decision problem with learning," Post-Print hal-00539803, HAL.
  6. Marco Scarsini & Alfred Muller & Moshe Shaked, 2002. "The newsvendor game has a non-empty core," Post-Print hal-00539841, HAL.
  7. Marco Scarsini & Alfred Muller, 2002. "Even Risk-Averters May Love Risk," Post-Print hal-00539830, HAL.
  8. Marco Scarsini & Alfred Muller, 2001. "Stochastic comparison of random vectors with a common copula," Post-Print hal-00540198, HAL.
  9. Marco Scarsini & Alfred Muller, 2000. "Some remarks on the supermodular order," Post-Print hal-00540239, HAL.
  10. Alfred Mueller, 1996. "Comparing Risks with Unbounded Distributions," Working Papers 026, Risk and Insurance Archive.
  11. Alfred Mueller, 1996. "Another tale of two tails: On characterizations of comparative risk," Working Papers 025, Risk and Insurance Archive.

Articles

  1. Müller, Alfred & Reuber, Matthias, 2023. "A copula-based time series model for global horizontal irradiation," International Journal of Forecasting, Elsevier, vol. 39(2), pages 869-883.
  2. Alfred Müller & Marco Scarsini & Ilia Tsetlin & Robert L. Winkler, 2022. "Technical Note—Ranking Distributions When Only Means and Variances Are Known," Operations Research, INFORMS, vol. 70(5), pages 2851-2859, September.
  3. Bernard Carole & Müller Alfred, 2020. "Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference," Dependence Modeling, De Gruyter, vol. 8(1), pages 239-253, January.
  4. Fabio Bellini & Bernhard Klar & Alfred Müller, 2018. "Expectiles, Omega Ratios and Stochastic Ordering," Methodology and Computing in Applied Probability, Springer, vol. 20(3), pages 855-873, September.
  5. Berk, K. & Hoffmann, A. & Müller, A., 2018. "Probabilistic forecasting of industrial electricity load with regime switching behavior," International Journal of Forecasting, Elsevier, vol. 34(2), pages 147-162.
  6. Alfred Müller & Marco Scarsini & Ilia Tsetlin & Robert L. Winkler, 2017. "Between First- and Second-Order Stochastic Dominance," Management Science, INFORMS, vol. 63(9), pages 2933-2947, September.
  7. Sönke Dangendorf & Marta Marcos & Alfred Müller & Eduardo Zorita & Riccardo Riva & Kevin Berk & Jürgen Jensen, 2015. "Detecting anthropogenic footprints in sea level rise," Nature Communications, Nature, vol. 6(1), pages 1-9, November.
  8. Bellini, Fabio & Klar, Bernhard & Müller, Alfred & Rosazza Gianin, Emanuela, 2014. "Generalized quantiles as risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 54(C), pages 41-48.
  9. Barz, Christiane & Müller, Alfred, 2012. "Comparison and bounds for functionals of future lifetimes consistent with life tables," Insurance: Mathematics and Economics, Elsevier, vol. 50(2), pages 229-235.
  10. Müller, Alfred & Scarsini, Marco, 2012. "Fear of loss, inframodularity, and transfers," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1490-1500.
  11. Nicole Bäuerle & Anja Blatter & Alfred Müller, 2008. "Dependence properties and comparison results for Lévy processes," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 67(1), pages 161-186, February.
  12. Bauerle, Nicole & Muller, Alfred, 2006. "Stochastic orders and risk measures: Consistency and bounds," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 132-148, February.
  13. Müller, Alfred & Scarsini, Marco, 2005. "Archimedean copulæ and positive dependence," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 434-445, April.
  14. Markus Burger & Bernhard Klar & Alfred Muller & Gero Schindlmayr, 2004. "A spot market model for pricing derivatives in electricity markets," Quantitative Finance, Taylor & Francis Journals, vol. 4(1), pages 109-122.
  15. Alfred Müller & Marco Scarsini, 2003. "Sensitivity analysis of a sequential decision problem with learning," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 57(2), pages 321-327, May.
  16. Alfred Müller & Marco Scarsini, 2002. "Even Risk-Averters may Love Risk," Theory and Decision, Springer, vol. 52(1), pages 81-99, February.
  17. Muller, Alfred & Scarsini, Marco & Shaked, Moshe, 2002. "The Newsvendor Game Has a Nonempty Core," Games and Economic Behavior, Elsevier, vol. 38(1), pages 118-126, January.
  18. Alfred Müller, 2001. "Stochastic Ordering of Multivariate Normal Distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(3), pages 567-575, September.
  19. Müller, Alfred, 2001. "Bounds for optimal stopping values of dependent random variables with given marginals," Statistics & Probability Letters, Elsevier, vol. 52(1), pages 73-78, March.
  20. Muller, Alfred & Pflug, Georg, 2001. "Asymptotic ruin probabilities for risk processes with dependent increments," Insurance: Mathematics and Economics, Elsevier, vol. 28(3), pages 381-392, June.
  21. Muller, Alfred, 2000. "Expected utility maximization of optimal stopping problems," European Journal of Operational Research, Elsevier, vol. 122(1), pages 101-114, April.
  22. Müller, Alfred & Scarsini, Marco, 2000. "Some Remarks on the Supermodular Order," Journal of Multivariate Analysis, Elsevier, vol. 73(1), pages 107-119, April.
  23. Alfred Müller, 1999. "“Bounds for Actuarial Present Values Under the Fractional Independence Assumption”, Werner Hürlimann, July, 1999," North American Actuarial Journal, Taylor & Francis Journals, vol. 3(3), pages 81-82.
  24. Muller, Alfred, 1998. "Comparing risks with unbounded distributions," Journal of Mathematical Economics, Elsevier, vol. 30(2), pages 229-239, September.
  25. Muller, Alfred, 1998. "Another Tale of Two Tails: On Characterizations of Comparative Risk," Journal of Risk and Uncertainty, Springer, vol. 16(2), pages 187-197, May-June.
  26. Bäuerle, Nicole & Müller, Alfred, 1998. "Modeling and Comparing Dependencies in Multivariate Risk Portfolios," ASTIN Bulletin, Cambridge University Press, vol. 28(1), pages 59-76, May.
  27. Muller, Alfred, 1997. "Stop-loss order for portfolios of dependent risks," Insurance: Mathematics and Economics, Elsevier, vol. 21(3), pages 219-223, December.
  28. Muller, Alfred, 1996. "Orderings of risks: A comparative study via stop-loss transforms," Insurance: Mathematics and Economics, Elsevier, vol. 17(3), pages 215-222, April.
    RePEc:inm:ormoor:v:26:y:2001:i:4:p:723-740 is not listed on IDEAS
    RePEc:inm:ormoor:v:22:y:1997:i:4:p:872-885 is not listed on IDEAS

Chapters

  1. Bernhard Klar & Alfred Müller, 2018. "On Consistency of the Omega Ratio with Stochastic Dominance Rules," World Scientific Book Chapters, in: Kathrin Glau & Daniël Linders & Aleksey Min & Matthias Scherer & Lorenz Schneider & Rudi Zagst (ed.), Innovations in Insurance, Risk- and Asset Management, chapter 14, pages 367-380, World Scientific Publishing Co. Pte. Ltd..

More information

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2003-09-14

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