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 0 0 12 334
Archimedean Copulae and Positive Dependence 0 0 0 422 1 1 11 1,006
Archimedean copulae and positive dependence 0 0 0 0 0 0 7 21
Comparing Risks with Unbounded Distributions 0 0 0 106 2 2 8 554
Even Risk-Averters May Love Risk 0 0 0 0 0 0 9 40
Positive dependence and weak convergence 0 0 0 0 0 1 10 29
Sensitivity analysis of a sequential decision problem with learning 0 0 0 0 0 0 4 14
Some Counterexamples in Positive Dependence 0 0 0 184 0 0 15 611
Some counterexamples in positive dependence 0 0 0 0 0 0 11 27
Some remarks on the supermodular order 0 0 0 0 0 0 9 33
Stochastic comparison of random vectors with a common copula 0 0 0 0 0 0 11 40
Stochastic order relations and lattices of probability measures 0 0 0 0 2 3 17 60
The newsvendor game has a non-empty core 0 0 0 0 0 0 7 45
Total Working Papers 0 0 0 795 5 7 131 2,814

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 2 7 13
A spot market model for pricing derivatives in electricity markets 0 0 0 59 0 0 14 224
Another Tale of Two Tails: On Characterizations of Comparative Risk 0 0 0 26 0 0 7 84
Archimedean copulæ and positive dependence 0 0 0 17 0 1 10 99
Asymptotic ruin probabilities for risk processes with dependent increments 0 0 0 35 0 0 8 149
Between First- and Second-Order Stochastic Dominance 0 1 10 34 0 3 28 101
Bounds for optimal stopping values of dependent random variables with given marginals 0 0 0 8 0 0 5 45
Comparing risks with unbounded distributions 0 0 0 31 1 1 9 92
Comparison and bounds for functionals of future lifetimes consistent with life tables 0 0 0 13 1 1 9 56
Dependence properties and comparison results for Lévy processes 0 0 0 1 0 0 8 33
Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference 0 0 0 0 0 1 12 22
Detecting anthropogenic footprints in sea level rise 0 0 0 0 0 0 6 7
Even Risk-Averters may Love Risk 0 0 0 24 0 0 8 148
Expected utility maximization of optimal stopping problems 0 0 0 34 0 1 7 77
Expectiles, Omega Ratios and Stochastic Ordering 0 0 0 2 0 2 9 21
Fear of loss, inframodularity, and transfers 0 0 0 23 0 0 8 89
Generalized quantiles as risk measures 0 0 1 86 0 1 27 231
Modeling and Comparing Dependencies in Multivariate Risk Portfolios 0 0 0 1 1 1 12 19
Orderings of risks: A comparative study via stop-loss transforms 0 0 4 78 0 1 11 187
Probabilistic forecasting of industrial electricity load with regime switching behavior 0 1 1 15 1 4 23 81
Sensitivity analysis of a sequential decision problem with learning 0 0 0 4 0 0 3 23
Some Remarks on the Supermodular Order 0 0 0 34 0 1 15 124
Stochastic Ordering of Multivariate Normal Distributions 0 0 0 44 1 1 10 128
Stochastic orders and risk measures: Consistency and bounds 0 0 0 84 0 0 7 203
Stop-loss order for portfolios of dependent risks 0 0 2 157 0 1 12 405
Technical Note—Ranking Distributions When Only Means and Variances Are Known 0 0 1 3 0 0 9 15
The Newsvendor Game Has a Nonempty Core 0 0 0 99 1 1 7 262
“Bounds for Actuarial Present Values Under the Fractional Independence Assumption”, Werner Hürlimann, July, 1999 0 0 0 0 0 1 12 18
Total Journal Articles 0 2 19 913 6 24 303 2,956
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 0 0 5 21
Total Chapters 0 0 0 4 0 0 5 21

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Statistics updated 2026-09-10