Alfred Müller

Names

Identifer

Contact

Affiliations

• Universität Siegen, Fachbereich Mathematik
  • http://www.mathematik.uni-siegen.de
  • location: Germany

Research profile

author of:

• Modeling and Comparing Dependencies in Multivariate Risk Portfolios (RePEc:cup:astinb:v:28:y:1998:i:01:p:59-76_01)
  by Bäuerle, Nicole & Müller, Alfred
• Expected utility maximization of optimal stopping problems (RePEc:eee:ejores:v:122:y:2000:i:1:p:101-114)
  by Muller, Alfred
• The Newsvendor Game Has a Nonempty Core (RePEc:eee:gamebe:v:38:y:2002:i:1:p:118-126)
  by Muller, Alfred & Scarsini, Marco & Shaked, Moshe
• Orderings of risks: A comparative study via stop-loss transforms (RePEc:eee:insuma:v:17:y:1996:i:3:p:215-222)
  by Muller, Alfred
• Stop-loss order for portfolios of dependent risks (RePEc:eee:insuma:v:21:y:1997:i:3:p:219-223)
  by Muller, Alfred
• Asymptotic ruin probabilities for risk processes with dependent increments (RePEc:eee:insuma:v:28:y:2001:i:3:p:381-392)
  by Muller, Alfred & Pflug, Georg
• Stochastic orders and risk measures: Consistency and bounds (RePEc:eee:insuma:v:38:y:2006:i:1:p:132-148)
  by Bauerle, Nicole & Muller, Alfred
• Comparison and bounds for functionals of future lifetimes consistent with life tables (RePEc:eee:insuma:v:50:y:2012:i:2:p:229-235)
  by Barz, Christiane & Müller, Alfred
• Generalized quantiles as risk measures (RePEc:eee:insuma:v:54:y:2014:i:c:p:41-48)
  by Bellini, Fabio & Klar, Bernhard & Müller, Alfred & Rosazza Gianin, Emanuela
• Probabilistic forecasting of industrial electricity load with regime switching behavior (RePEc:eee:intfor:v:34:y:2018:i:2:p:147-162)
  by Berk, K. & Hoffmann, A. & Müller, A.
• A copula-based time series model for global horizontal irradiation (RePEc:eee:intfor:v:39:y:2023:i:2:p:869-883)
  by Müller, Alfred & Reuber, Matthias
• Fear of loss, inframodularity, and transfers (RePEc:eee:jetheo:v:147:y:2012:i:4:p:1490-1500)
  by Müller, Alfred & Scarsini, Marco
• Some Remarks on the Supermodular Order (RePEc:eee:jmvana:v:73:y:2000:i:1:p:107-119)
  by Müller, Alfred & Scarsini, Marco
• Archimedean copulæ and positive dependence (RePEc:eee:jmvana:v:93:y:2005:i:2:p:434-445)
  by Müller, Alfred & Scarsini, Marco
• Comparing risks with unbounded distributions (RePEc:eee:mateco:v:30:y:1998:i:2:p:229-239)
  by Muller, Alfred
• Bounds for optimal stopping values of dependent random variables with given marginals (RePEc:eee:stapro:v:52:y:2001:i:1:p:73-78)
  by Müller, Alfred
• Positive dependence and weak convergence (RePEc:hal:journl:hal-00539004)
  by Marco Scarsini & A. Colangelo & A. Müller
• Stochastic order relations and lattices of probability measures (RePEc:hal:journl:hal-00539119)
  by Marco Scarsini & Alfred Muller
• Archimedean copulae and positive dependence (RePEc:hal:journl:hal-00539618)
  by Marco Scarsini & Alfred Muller
• Some counterexamples in positive dependence (RePEc:hal:journl:hal-00539628)
  by Marco Scarsini & A. Müller & Taizhong Hu
• Sensitivity analysis of a sequential decision problem with learning (RePEc:hal:journl:hal-00539803)
  by Marco Scarsini & Alfred Muller
• Even Risk-Averters May Love Risk (RePEc:hal:journl:hal-00539830)
  by Marco Scarsini & Alfred Muller
• The newsvendor game has a non-empty core (RePEc:hal:journl:hal-00539841)
  by Marco Scarsini & Alfred Muller & Moshe Shaked
• Stochastic comparison of random vectors with a common copula (RePEc:hal:journl:hal-00540198)
  by Marco Scarsini & Alfred Muller
• Some remarks on the supermodular order (RePEc:hal:journl:hal-00540239)
  by Marco Scarsini & Alfred Muller
• Archimedean Copulae and Positive Dependence (RePEc:icr:wpmath:25-2003)
  by Alfred Müller & Marco Scarsini
• Some Counterexamples in Positive Dependence (RePEc:icr:wpmath:28-2003)
  by Taizhong Hu & Alfred Müller & Marco Scarsini
• Between First- and Second-Order Stochastic Dominance (RePEc:inm:ormnsc:v:63:y:2017:i:9:p:2933-2947)
  by Alfred Müller & Marco Scarsini & Ilia Tsetlin & Robert L. Winkler
• Unknown item RePEc:inm:ormoor:v:22:y:1997:i:4:p:872-885 (article)
• Unknown item RePEc:inm:ormoor:v:26:y:2001:i:4:p:723-740 (article)
• Technical Note—Ranking Distributions When Only Means and Variances Are Known (RePEc:inm:oropre:v:70:y:2022:i:5:p:2851-2859)
  by Alfred Müller & Marco Scarsini & Ilia Tsetlin & Robert L. Winkler
• Another Tale of Two Tails: On Characterizations of Comparative Risk (RePEc:kap:jrisku:v:16:y:1998:i:2:p:187-97)
  by Muller, Alfred
• Even Risk-Averters may Love Risk (RePEc:kap:theord:v:52:y:2002:i:1:p:81-99)
  by Alfred Müller & Marco Scarsini
• Detecting anthropogenic footprints in sea level rise (RePEc:nat:natcom:v:6:y:2015:i:1:d:10.1038_ncomms8849)
  by Sönke Dangendorf & Marta Marcos & Alfred Müller & Eduardo Zorita & Riccardo Riva & Kevin Berk & Jürgen Jensen
• Stochastic Ordering of Multivariate Normal Distributions (RePEc:spr:aistmt:v:53:y:2001:i:3:p:567-575)
  by Alfred Müller
• Sensitivity analysis of a sequential decision problem with learning (RePEc:spr:mathme:v:57:y:2003:i:2:p:321-327)
  by Alfred Müller & Marco Scarsini
• Dependence properties and comparison results for Lévy processes (RePEc:spr:mathme:v:67:y:2008:i:1:p:161-186)
  by Nicole Bäuerle & Anja Blatter & Alfred Müller
• Expectiles, Omega Ratios and Stochastic Ordering (RePEc:spr:metcap:v:20:y:2018:i:3:d:10.1007_s11009-016-9527-2)
  by Fabio Bellini & Bernhard Klar & Alfred Müller
• A spot market model for pricing derivatives in electricity markets (RePEc:taf:quantf:v:4:y:2004:i:1:p:109-122)
  by Markus Burger & Bernhard Klar & Alfred Muller & Gero Schindlmayr
• “Bounds for Actuarial Present Values Under the Fractional Independence Assumption”, Werner Hürlimann, July, 1999 (RePEc:taf:uaajxx:v:3:y:1999:i:3:p:81-82)
  by Alfred Müller
• Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference (RePEc:vrs:demode:v:8:y:2020:i:1:p:239-253:n:4)
  by Bernard Carole & Müller Alfred
• Another tale of two tails: On characterizations of comparative risk (RePEc:wop:riskar:025)
  by Alfred Mueller
• Comparing Risks with Unbounded Distributions (RePEc:wop:riskar:026)
  by Alfred Mueller
• On Consistency of the Omega Ratio with Stochastic Dominance Rules (RePEc:wsi:wschap:9789813272569_0014)
  by Bernhard Klar & Alfred Müller