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 1 6 8 330
Archimedean Copulae and Positive Dependence 0 0 0 422 3 5 7 1,001
Archimedean copulae and positive dependence 0 0 0 0 2 7 8 21
Comparing Risks with Unbounded Distributions 0 0 0 106 0 3 4 550
Even Risk-Averters May Love Risk 0 0 0 0 1 4 9 38
Positive dependence and weak convergence 0 0 0 0 0 2 4 22
Sensitivity analysis of a sequential decision problem with learning 0 0 0 0 0 1 1 11
Some Counterexamples in Positive Dependence 0 0 0 184 1 6 13 609
Some counterexamples in positive dependence 0 0 0 0 0 1 6 22
Some remarks on the supermodular order 0 0 0 0 1 4 7 29
Stochastic comparison of random vectors with a common copula 0 0 0 0 2 6 7 36
Stochastic order relations and lattices of probability measures 0 0 0 0 2 5 7 49
The newsvendor game has a non-empty core 0 0 0 0 1 4 5 42
Total Working Papers 0 0 0 795 14 54 86 2,760

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 4 5 11
A spot market model for pricing derivatives in electricity markets 0 0 1 59 1 4 17 221
Another Tale of Two Tails: On Characterizations of Comparative Risk 0 0 0 26 0 4 6 83
Archimedean copulæ and positive dependence 0 0 0 17 0 4 7 95
Asymptotic ruin probabilities for risk processes with dependent increments 0 0 0 35 2 6 7 148
Between First- and Second-Order Stochastic Dominance 2 5 8 30 2 11 19 87
Bounds for optimal stopping values of dependent random variables with given marginals 0 0 0 8 0 2 2 42
Comparing risks with unbounded distributions 0 0 0 31 1 5 7 90
Comparison and bounds for functionals of future lifetimes consistent with life tables 0 0 0 13 2 4 5 52
Dependence properties and comparison results for Lévy processes 0 0 0 1 0 2 5 30
Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference 0 0 0 0 0 5 8 17
Detecting anthropogenic footprints in sea level rise 0 0 0 0 1 2 3 4
Even Risk-Averters may Love Risk 0 0 0 24 0 0 5 143
Expected utility maximization of optimal stopping problems 0 0 0 34 0 3 3 73
Expectiles, Omega Ratios and Stochastic Ordering 0 0 0 2 0 2 3 15
Fear of loss, inframodularity, and transfers 0 0 0 23 0 3 9 87
Generalized quantiles as risk measures 0 0 2 86 2 9 21 224
Modeling and Comparing Dependencies in Multivariate Risk Portfolios 0 0 0 1 0 9 9 16
Orderings of risks: A comparative study via stop-loss transforms 1 2 4 78 2 3 9 184
Probabilistic forecasting of industrial electricity load with regime switching behavior 0 0 1 14 3 10 18 72
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 6 8 117
Stochastic Ordering of Multivariate Normal Distributions 0 0 0 44 0 3 6 123
Stochastic orders and risk measures: Consistency and bounds 0 0 0 84 0 4 8 201
Stop-loss order for portfolios of dependent risks 2 2 3 157 5 6 10 402
Technical Note—Ranking Distributions When Only Means and Variances Are Known 0 0 0 2 0 5 8 13
The Newsvendor Game Has a Nonempty Core 0 0 0 99 1 2 6 260
“Bounds for Actuarial Present Values Under the Fractional Independence Assumption”, Werner Hürlimann, July, 1999 0 0 0 0 2 7 10 13
Total Journal Articles 5 9 19 907 24 125 224 2,843
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 2 2 18
Total Chapters 0 0 0 4 0 2 2 18

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Statistics updated 2026-03-04