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 2 2 324
Archimedean Copulae and Positive Dependence 0 0 0 422 0 1 2 996
Archimedean copulae and positive dependence 0 0 0 0 1 1 2 15
Comparing Risks with Unbounded Distributions 0 0 0 106 1 2 2 548
Even Risk-Averters May Love Risk 0 0 0 0 2 5 7 36
Positive dependence and weak convergence 0 0 0 0 1 1 3 21
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 9 9 605
Some counterexamples in positive dependence 0 0 0 0 0 5 5 21
Some remarks on the supermodular order 0 0 0 0 0 1 4 25
Stochastic comparison of random vectors with a common copula 0 0 0 0 2 3 3 32
Stochastic order relations and lattices of probability measures 0 0 0 0 1 2 3 45
The newsvendor game has a non-empty core 0 0 0 0 0 0 1 38
Total Working Papers 0 0 0 795 10 32 43 2,716

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 1 7
A spot market model for pricing derivatives in electricity markets 0 0 2 59 2 7 18 219
Another Tale of Two Tails: On Characterizations of Comparative Risk 0 0 0 26 0 2 3 79
Archimedean copulæ and positive dependence 0 0 0 17 0 2 4 91
Asymptotic ruin probabilities for risk processes with dependent increments 0 0 0 35 1 2 3 143
Between First- and Second-Order Stochastic Dominance 2 3 5 27 3 6 12 79
Bounds for optimal stopping values of dependent random variables with given marginals 0 0 0 8 1 1 2 41
Comparing risks with unbounded distributions 0 0 0 31 1 3 3 86
Comparison and bounds for functionals of future lifetimes consistent with life tables 0 0 0 13 1 2 2 49
Dependence properties and comparison results for Lévy processes 0 0 0 1 0 3 3 28
Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference 0 0 0 0 4 5 7 16
Detecting anthropogenic footprints in sea level rise 0 0 0 0 0 1 2 2
Even Risk-Averters may Love Risk 0 0 0 24 0 2 5 143
Expected utility maximization of optimal stopping problems 0 0 0 34 1 1 1 71
Expectiles, Omega Ratios and Stochastic Ordering 0 0 0 2 0 0 2 13
Fear of loss, inframodularity, and transfers 0 0 0 23 0 2 6 84
Generalized quantiles as risk measures 0 1 3 86 3 14 16 218
Modeling and Comparing Dependencies in Multivariate Risk Portfolios 0 0 0 1 6 6 7 13
Orderings of risks: A comparative study via stop-loss transforms 1 3 3 77 1 6 7 182
Probabilistic forecasting of industrial electricity load with regime switching behavior 0 0 1 14 4 7 13 66
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 3 4 6 114
Stochastic Ordering of Multivariate Normal Distributions 0 0 0 44 0 2 4 120
Stochastic orders and risk measures: Consistency and bounds 0 0 0 84 1 2 5 198
Stop-loss order for portfolios of dependent risks 0 0 1 155 1 4 5 397
Technical Note—Ranking Distributions When Only Means and Variances Are Known 0 0 0 2 1 2 4 9
The Newsvendor Game Has a Nonempty Core 0 0 0 99 1 4 5 259
“Bounds for Actuarial Present Values Under the Fractional Independence Assumption”, Werner Hürlimann, July, 1999 0 0 0 0 1 1 4 7
Total Journal Articles 3 7 15 901 36 91 150 2,754
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 1 1 1 17
Total Chapters 0 0 0 4 1 1 1 17

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Statistics updated 2026-01-09