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 0 0 0 994
Archimedean copulae and positive dependence 0 0 0 0 0 1 1 14
Comparing Risks with Unbounded Distributions 0 0 0 106 0 0 0 546
Even Risk-Averters May Love Risk 0 0 0 0 0 0 1 30
Positive dependence and weak convergence 0 0 0 0 0 0 1 18
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 0 0 0 596
Some counterexamples in positive dependence 0 0 0 0 0 0 0 16
Some remarks on the supermodular order 0 0 0 0 0 0 3 23
Stochastic comparison of random vectors with a common copula 0 0 0 0 0 0 1 29
Stochastic order relations and lattices of probability measures 0 0 0 0 0 0 2 43
The newsvendor game has a non-empty core 0 0 0 0 0 0 0 37
Total Working Papers 0 0 0 795 0 1 9 2,678

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 2 6
A spot market model for pricing derivatives in electricity markets 0 0 3 58 1 2 8 206
Another Tale of Two Tails: On Characterizations of Comparative Risk 0 0 0 26 0 0 1 77
Archimedean copulæ and positive dependence 0 0 0 17 0 0 1 88
Asymptotic ruin probabilities for risk processes with dependent increments 0 0 2 35 0 0 3 141
Between First- and Second-Order Stochastic Dominance 0 1 3 23 0 3 8 72
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 0 0 0 83
Comparison and bounds for functionals of future lifetimes consistent with life tables 0 0 0 13 0 0 0 47
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 0 1 9
Detecting anthropogenic footprints in sea level rise 0 0 0 0 0 0 1 1
Even Risk-Averters may Love Risk 0 0 0 24 0 1 1 139
Expected utility maximization of optimal stopping problems 0 0 0 34 0 0 0 70
Expectiles, Omega Ratios and Stochastic Ordering 0 0 1 2 0 0 2 12
Fear of loss, inframodularity, and transfers 0 0 0 23 0 1 4 80
Generalized quantiles as risk measures 0 1 6 85 0 1 11 204
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 2 74 0 0 2 175
Probabilistic forecasting of industrial electricity load with regime switching behavior 0 0 1 14 0 0 5 56
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 1 34 0 0 3 109
Stochastic Ordering of Multivariate Normal Distributions 0 0 0 44 0 0 2 118
Stochastic orders and risk measures: Consistency and bounds 0 0 1 84 0 2 4 195
Stop-loss order for portfolios of dependent risks 0 0 0 154 0 0 1 392
Technical Note—Ranking Distributions When Only Means and Variances Are Known 0 0 0 2 0 1 3 6
The Newsvendor Game Has a Nonempty Core 0 0 1 99 0 0 1 254
“Bounds for Actuarial Present Values Under the Fractional Independence Assumption”, Werner Hürlimann, July, 1999 0 0 0 0 0 0 0 3
Total Journal Articles 0 2 21 891 1 11 66 2,635
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 1 4 0 0 2 16
Total Chapters 0 0 1 4 0 0 2 16

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Statistics updated 2025-07-04