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 0 322
Archimedean Copulae and Positive Dependence 0 0 0 422 1 2 2 996
Archimedean copulae and positive dependence 0 0 0 0 0 0 1 14
Comparing Risks with Unbounded Distributions 0 0 0 106 1 1 1 547
Even Risk-Averters May Love Risk 0 0 0 0 2 3 4 33
Positive dependence and weak convergence 0 0 0 0 0 1 2 20
Sensitivity analysis of a sequential decision problem with learning 0 0 0 0 0 0 0 10
Some Counterexamples in Positive Dependence 0 0 0 184 2 2 2 598
Some counterexamples in positive dependence 0 0 0 0 4 4 4 20
Some remarks on the supermodular order 0 0 0 0 0 1 3 24
Stochastic comparison of random vectors with a common copula 0 0 0 0 0 0 0 29
Stochastic order relations and lattices of probability measures 0 0 0 0 1 1 3 44
The newsvendor game has a non-empty core 0 0 0 0 0 1 1 38
Total Working Papers 0 0 0 795 11 16 23 2,695

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 1 1 7
A spot market model for pricing derivatives in electricity markets 0 0 4 59 3 8 17 215
Another Tale of Two Tails: On Characterizations of Comparative Risk 0 0 0 26 2 2 3 79
Archimedean copulæ and positive dependence 0 0 0 17 2 3 4 91
Asymptotic ruin probabilities for risk processes with dependent increments 0 0 0 35 1 1 2 142
Between First- and Second-Order Stochastic Dominance 0 1 2 24 0 1 6 73
Bounds for optimal stopping values of dependent random variables with given marginals 0 0 0 8 0 0 1 40
Comparing risks with unbounded distributions 0 0 0 31 2 2 2 85
Comparison and bounds for functionals of future lifetimes consistent with life tables 0 0 0 13 1 1 1 48
Dependence properties and comparison results for Lévy processes 0 0 0 1 0 0 0 25
Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference 0 0 0 0 0 1 2 11
Detecting anthropogenic footprints in sea level rise 0 0 0 0 1 1 2 2
Even Risk-Averters may Love Risk 0 0 0 24 1 3 4 142
Expected utility maximization of optimal stopping problems 0 0 0 34 0 0 0 70
Expectiles, Omega Ratios and Stochastic Ordering 0 0 0 2 0 1 2 13
Fear of loss, inframodularity, and transfers 0 0 0 23 1 3 5 83
Generalized quantiles as risk measures 0 0 4 85 7 7 12 211
Modeling and Comparing Dependencies in Multivariate Risk Portfolios 0 0 0 1 0 0 1 7
Orderings of risks: A comparative study via stop-loss transforms 0 0 0 74 0 1 1 176
Probabilistic forecasting of industrial electricity load with regime switching behavior 0 0 1 14 1 4 7 60
Sensitivity analysis of a sequential decision problem with learning 0 0 0 4 0 0 0 20
Some Remarks on the Supermodular Order 0 0 0 34 0 1 2 110
Stochastic Ordering of Multivariate Normal Distributions 0 0 0 44 2 2 4 120
Stochastic orders and risk measures: Consistency and bounds 0 0 0 84 0 1 4 196
Stop-loss order for portfolios of dependent risks 0 0 1 155 1 1 3 394
Technical Note—Ranking Distributions When Only Means and Variances Are Known 0 0 0 2 0 1 2 7
The Newsvendor Game Has a Nonempty Core 0 0 1 99 2 2 4 257
“Bounds for Actuarial Present Values Under the Fractional Independence Assumption”, Werner Hürlimann, July, 1999 0 0 0 0 0 0 3 6
Total Journal Articles 0 1 13 894 27 48 95 2,690
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 0 16
Total Chapters 0 0 0 4 0 0 0 16

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Statistics updated 2025-11-08