- Inventory processes: Quasi-regenerative property,
- Metric entropy and nonasymptotic confidence bands in
- Publications of Georg Pflug (since 2005) G. Ch. Pflug, W. Rmisch
- Schriftliche Prufung aus Mathematik, Logik und Systemtheorie
- Schriftliche Prufung aus Mathematik, Logik und Systemtheorie
- The OLDENBOURG Journal STATISTICS and DECISIONS
- Tree approximations to multiperiod stochastic Radoslava Mirkov and Georg Ch. Pflug
- SOMEREMARKS ON THE VALUEATRISK AND THE CONDITIONAL VALUEATRISK
- Introduction to Stochastic Optimization Part 1: Decisions under uncertainty
- Error List of "Modeling, Measuring and Managing Risk"
- A Risk Measure For Income Streams Georg Ch. Pflug1
- Credit portfolios Credit risk models
- Approximations of stochastic optimization problems
- Schriftliche Prufung aus Mathematik, Logik und Systemtheorie
- Schriftliche Prufung aus Mathematik, Logik und Systemtheorie
- Schriftliche Prufung aus Statistik und Datenanalyse
- Schriftliche Prufung aus Statistik und Datenanalyse
- Stochastic Approximation with Multiple Roots
- How to measure risk? Georg Ch. Pflug 1 , IIASA and University of Vienna,
- Ztheorems: Limits of stochastic equations Vladimir V. Anisimov, 1 Georg Ch. Pflug 2
- One-and multiperiod risk functionals Georg Ch. Pflug
- Schriftliche Prufung aus Mathematik, Logik und Systemtheorie
- Introduction Stochastic games and minimax models: From the
- RiskReshaping Contracts and Stochastic Optimization
- Value-at-Risk in Portfolio Optimization: Properties and Computational Approach
- Computational Economics (2006) DOI: 10.1007/s10614-006-9049-z C Springer 2006
- Tree approximations of dynamic stochastic R. Mirkov and G. Ch. Pflug
- Schriftliche Prufung aus Mathematik, Logik und Systemtheorie
- Risk management for CAT events Georg Ch. Pflug
- On Distortion Functionals Georg Ch. Pflug1
- Uncertainty and Risk Risk functionals
- Schriftliche Prufung aus Statistik und Datenanalyse
- Schriftliche Prufung aus Mathematik, Logik und Systemtheorie
- Risk assessment for credit portfolios: a coupled Markov Chain model
- Finding the Optimal (s; S)Policy for Inventory Models by Stochastic
- Scenario tree generation for multiperiod financial optimization by optimal
- Ambiguity in portfolio selection Georg Pflug
- Schriftliche Prufung aus Statistik und Datenanalyse
- Schriftliche Prufung aus Mathematik, Logik und Systemtheorie
- A value-of-information approach to measuring risk in multi-period
- Ann Oper Res DOI 10.1007/s10479-006-0140-6
- Ambiguity in portfolio selection Georg Ch. Pflug und David Wozabal 1
- Assetliability Optimization for Pension Fund Management G.Ch. Pflug A. '
- Preprint 0 (2000) 121 1 The Aurora nancial management system
- Schriftliche Prufung aus Mathematik, Logik und Systemtheorie
- Subdifferential Representations of Risk Georg Ch. Pflug1
- Probability gradient estimation by set-valued calculus and applications in network design
- UNCORRECTEDPROOF Insurance: Mathematics and Economics 728 (2001) 112
- Polynomial algorithms for pricing path dependent interest rate
- Introduction to Stochastic Optimization Part 0: Fundamentals
- Introduction to Stochastic Optimization Part 2: Formulation of single-stage portfolio
- Introduction to Stochastic Optimization Part 3: Approximations
- Introduction to Stochastic Optimization Part 4: Multi-stage decision problems
- Introduction Solution techniques
- Distortion risk functionals Georg Ch. Pflug
- Risk measures The main result
- Risk Contributions Georg Ch. Pflug
- Risk measure processes Processus de mesures de risque
- Simulation and Optimization (PADS '97 Lecture)
- Schriftliche Prufung aus Mathematik, Logik und Systemtheorie
- Schriftliche Prufung aus Mathematik, Logik und Systemtheorie
- Schriftliche Prufung aus Mathematik, Logik und Systemtheorie
- Schriftliche Prufung aus Statistik und Datenanalyse
- Schriftliche Prufung aus Statistik und Datenanalyse
- Stochastic Models in Finance Begleitmaterial zur Vorlesung von
- Stochastic Models in Insurance Begleitmaterial zur Vorlesung von
- forbade insurers from canceling or nonrenewing victims, and required the instatement of ``single-
- Publications of Georg Pflug (until 2004) Optimization of Stochastic Models
- Risk functionals Dual properties
- Risk functionals Portfolio optimization
- Schriftliche Prufung aus Statistik und Datenanalyse
- TREE APPROXIMATIONS OF DYNAMIC STOCHASTIC R. MIRKOV AND G. PFLUG
- Introduction to Stochastic Optimization Part 5: Examples of multistage models
