Access Statistics for Alfred Müller

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Another tale of two tails: On characterizations of comparative risk 0 0 0 83 4 5 12 334
Archimedean Copulae and Positive Dependence 0 0 0 422 3 6 10 1,004
Archimedean copulae and positive dependence 0 0 0 0 0 2 7 21
Comparing Risks with Unbounded Distributions 0 0 0 106 0 1 5 551
Even Risk-Averters May Love Risk 0 0 0 0 1 3 10 40
Positive dependence and weak convergence 0 0 0 0 4 5 9 27
Sensitivity analysis of a sequential decision problem with learning 0 0 0 0 2 3 4 14
Some Counterexamples in Positive Dependence 0 0 0 184 1 2 14 610
Some counterexamples in positive dependence 0 0 0 0 5 5 11 27
Some remarks on the supermodular order 0 0 0 0 4 5 10 33
Stochastic comparison of random vectors with a common copula 0 0 0 0 3 5 10 39
Stochastic order relations and lattices of probability measures 0 0 0 0 7 9 13 56
The newsvendor game has a non-empty core 0 0 0 0 2 4 8 45
Total Working Papers 0 0 0 795 36 55 123 2,801


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A copula-based time series model for global horizontal irradiation 0 0 0 1 0 0 5 11
A spot market model for pricing derivatives in electricity markets 0 0 1 59 2 4 19 224
Another Tale of Two Tails: On Characterizations of Comparative Risk 0 0 0 26 1 1 7 84
Archimedean copulæ and positive dependence 0 0 0 17 2 3 10 98
Asymptotic ruin probabilities for risk processes with dependent increments 0 0 0 35 0 2 7 148
Between First- and Second-Order Stochastic Dominance 2 4 9 32 6 11 25 96
Bounds for optimal stopping values of dependent random variables with given marginals 0 0 0 8 2 2 4 44
Comparing risks with unbounded distributions 0 0 0 31 0 1 7 90
Comparison and bounds for functionals of future lifetimes consistent with life tables 0 0 0 13 3 5 8 55
Dependence properties and comparison results for Lévy processes 0 0 0 1 0 1 6 31
Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference 0 0 0 0 2 4 12 21
Detecting anthropogenic footprints in sea level rise 0 0 0 0 2 4 6 7
Even Risk-Averters may Love Risk 0 0 0 24 3 5 10 148
Expected utility maximization of optimal stopping problems 0 0 0 34 2 2 5 75
Expectiles, Omega Ratios and Stochastic Ordering 0 0 0 2 2 4 7 19
Fear of loss, inframodularity, and transfers 0 0 0 23 1 2 9 89
Generalized quantiles as risk measures 0 0 1 86 4 7 25 229
Modeling and Comparing Dependencies in Multivariate Risk Portfolios 0 0 0 1 0 1 10 17
Orderings of risks: A comparative study via stop-loss transforms 0 1 4 78 0 4 11 186
Probabilistic forecasting of industrial electricity load with regime switching behavior 0 0 0 14 3 8 21 77
Sensitivity analysis of a sequential decision problem with learning 0 0 0 4 2 3 3 23
Some Remarks on the Supermodular Order 0 0 0 34 3 4 12 121
Stochastic Ordering of Multivariate Normal Distributions 0 0 0 44 3 3 8 126
Stochastic orders and risk measures: Consistency and bounds 0 0 0 84 2 2 10 203
Stop-loss order for portfolios of dependent risks 0 2 3 157 1 6 11 403
Technical Note—Ranking Distributions When Only Means and Variances Are Known 0 0 0 2 0 1 9 14
The Newsvendor Game Has a Nonempty Core 0 0 0 99 0 1 6 260
“Bounds for Actuarial Present Values Under the Fractional Independence Assumption”, Werner Hürlimann, July, 1999 0 0 0 0 3 6 14 17
Total Journal Articles 2 7 18 909 49 97 287 2,916
2 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
On Consistency of the Omega Ratio with Stochastic Dominance Rules 0 0 0 4 3 3 5 21
Total Chapters 0 0 0 4 3 3 5 21


Statistics updated 2026-05-06