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Müller, Alfred

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Author ID: muller.alfred Recent zbMATH articles by "Müller, Alfred"
Published as: Müller, A.; Müller, Alfred
Homepage: http://www.uni-siegen.de/fb6/src/mueller/index.html?lang=de
External Links: MGP · ORCID
Documents Indexed: 44 Publications since 1995, including 2 Books

Publications by Year

Citations contained in zbMATH Open

38 Publications have been cited 1,224 times in 970 Documents Cited by Year
Comparison methods for stochastic models and risks. Zbl 0999.60002
Müller, Alfred; Stoyan, Dietrich
600
2002
Stop-loss order for portfolios of dependent risks. Zbl 0894.90022
Müller, Alfred
68
1997
Generalized quantiles as risk measures. Zbl 1303.91089
Bellini, Fabio; Klar, Bernhard; Müller, Alfred; Rosazza Gianin, Emanuela
54
2014
Modelling and comparing dependencies in multivariable risk portfolios. Zbl 1137.91484
Bäuerle, N.; Müller, A.
53
1998
Stochastic comparison of random vectors with a common copula. Zbl 1082.60504
Müller, Alfred; Scarsini, Marco
52
2001
Some remarks on the supermodular order. Zbl 0958.60009
Müller, Alfred; Scarsini, Marco
49
2000
Archimedean copulae and positive dependence. Zbl 1065.60018
Müller, Alfred; Scarsini, Marco
44
2005
Stochastic orders generated by integrals: A unified study. Zbl 0890.60015
Müller, Alfred
41
1997
Stochastic orders and risk measures: consistency and bounds. Zbl 1105.60017
Bäuerle, Nicole; Müller, Alfred
39
2006
The newsvendor game has a nonempty core. Zbl 1018.91005
Müller, Alfred; Scarsini, Marco; Shaked, Moshe
26
2002
Integral probability metrics and their generating classes of functions. Zbl 0890.60011
Müller, Alfred
22
1997
Orderings of risks: A comparative study via stop-loss transforms. Zbl 0855.62095
Müller, Alfred
20
1996
Smooth generators of integral stochastic orders. Zbl 1065.60015
Denuit, Michel; Müller, Alfred
18
2002
Stochastic ordering of multivariate normal distributions. Zbl 0989.62031
Müller, Alfred
18
2001
Asymptotic ruin probabilities for risk processes with dependent increments. Zbl 1055.91055
Müller, Alfred; Pflug, Georg
17
2001
Characterizations of classes of lifetime distributions generalizing the NBUE class. Zbl 1039.62096
Klar, Bernard; Müller, Alfred
13
2003
Fear of loss, inframodularity, and transfers. Zbl 1247.91062
Müller, Alfred; Scarsini, Marco
9
2012
Stochastic order relations and lattices of probability measures. Zbl 1102.60017
Müller, Alfred; Scarsini, Marco
9
2006
How does the value function of a Markov decision process depend on the transition probabilities? Zbl 0892.90178
Müller, Alfred
9
1997
Adaptive discontinuous evolution Galerkin method for dry atmospheric flow. Zbl 1349.76292
Yelash, L.; Müller, A.; Lukáčová-Medvid’ová, M.; Giraldo, F. X.; Wirth, V.
8
2014
Dependence properties and comparison results for Lévy processes. Zbl 1141.60023
Bäuerle, Nicole; Blatter, Anja; Müller, Alfred
7
2008
On the optimal stopping values induced by general dependence structures. Zbl 1002.60033
Müller, Alfred; Rüschendorf, Ludger
6
2001
Certainty equivalents as risk measures. Zbl 1272.91066
Müller, Alfred
5
2007
On the waiting times in queues with dependency between interarrival and service times. Zbl 0971.90016
Müller, Alfred
5
2000
Comparing risks with unbounded distributions. Zbl 1016.91064
Müller, Alfred
5
1998
Some counterexamples in positive dependence. Zbl 1045.60013
Hu, Taizhong; Müller, Alfred; Scarsini, Marco
4
2004
Duality theory and transfers for stochastic order relations. Zbl 1330.60037
Müller, Alfred
3
2013
Comparison and bounds for functionals of future lifetimes consistent with life tables. Zbl 1235.91079
Barz, Christiane; Müller, Alfred
3
2012
A spot market model for pricing derivatives in electricity markets. Zbl 1405.91597
Burger, Markus; Klar, Bernhard; Müller, Alfred; Schindlmayr, Gero
3
2004
Expected utility maximization of optimal stopping problems. Zbl 1112.91310
Müller, Alfred
3
2000
Another tale of two tails: on characterizations of comparative risk. Zbl 0912.90034
Müller, Alfred
3
1998
A tilting algorithm for the estimation of fractional age survival probabilities. Zbl 1322.62225
Barz, Christiane; Müller, Alfred
2
2012
Expectiles, omega ratios and stochastic ordering. Zbl 1402.60023
Bellini, Fabio; Klar, Bernhard; Müller, Alfred
1
2018
Positive dependence and weak convergence. Zbl 1099.60015
Colangelo, A.; Müller, A.; Scarsini, M.
1
2006
On the interplay between variability and negative dependence for bivariate distributions. Zbl 1033.60015
Müller, Alfred
1
2003
Even risk-averters may love risk. Zbl 1001.62025
Müller, Alfred; Scarsini, Marco
1
2002
Stochastic orders generated by generalized convex functions. Zbl 0982.60010
Müller, Alfred
1
2001
Optimal selection from distributions with unknown parameters: Robustness of Bayesian models. Zbl 0867.90125
Müller, Alfred
1
1996
Expectiles, omega ratios and stochastic ordering. Zbl 1402.60023
Bellini, Fabio; Klar, Bernhard; Müller, Alfred
1
2018
Generalized quantiles as risk measures. Zbl 1303.91089
Bellini, Fabio; Klar, Bernhard; Müller, Alfred; Rosazza Gianin, Emanuela
54
2014
Adaptive discontinuous evolution Galerkin method for dry atmospheric flow. Zbl 1349.76292
Yelash, L.; Müller, A.; Lukáčová-Medvid’ová, M.; Giraldo, F. X.; Wirth, V.
8
2014
Duality theory and transfers for stochastic order relations. Zbl 1330.60037
Müller, Alfred
3
2013
Fear of loss, inframodularity, and transfers. Zbl 1247.91062
Müller, Alfred; Scarsini, Marco
9
2012
Comparison and bounds for functionals of future lifetimes consistent with life tables. Zbl 1235.91079
Barz, Christiane; Müller, Alfred
3
2012
A tilting algorithm for the estimation of fractional age survival probabilities. Zbl 1322.62225
Barz, Christiane; Müller, Alfred
2
2012
Dependence properties and comparison results for Lévy processes. Zbl 1141.60023
Bäuerle, Nicole; Blatter, Anja; Müller, Alfred
7
2008
Certainty equivalents as risk measures. Zbl 1272.91066
Müller, Alfred
5
2007
Stochastic orders and risk measures: consistency and bounds. Zbl 1105.60017
Bäuerle, Nicole; Müller, Alfred
39
2006
Stochastic order relations and lattices of probability measures. Zbl 1102.60017
Müller, Alfred; Scarsini, Marco
9
2006
Positive dependence and weak convergence. Zbl 1099.60015
Colangelo, A.; Müller, A.; Scarsini, M.
1
2006
Archimedean copulae and positive dependence. Zbl 1065.60018
Müller, Alfred; Scarsini, Marco
44
2005
Some counterexamples in positive dependence. Zbl 1045.60013
Hu, Taizhong; Müller, Alfred; Scarsini, Marco
4
2004
A spot market model for pricing derivatives in electricity markets. Zbl 1405.91597
Burger, Markus; Klar, Bernhard; Müller, Alfred; Schindlmayr, Gero
3
2004
Characterizations of classes of lifetime distributions generalizing the NBUE class. Zbl 1039.62096
Klar, Bernard; Müller, Alfred
13
2003
On the interplay between variability and negative dependence for bivariate distributions. Zbl 1033.60015
Müller, Alfred
1
2003
Comparison methods for stochastic models and risks. Zbl 0999.60002
Müller, Alfred; Stoyan, Dietrich
600
2002
The newsvendor game has a nonempty core. Zbl 1018.91005
Müller, Alfred; Scarsini, Marco; Shaked, Moshe
26
2002
Smooth generators of integral stochastic orders. Zbl 1065.60015
Denuit, Michel; Müller, Alfred
18
2002
Even risk-averters may love risk. Zbl 1001.62025
Müller, Alfred; Scarsini, Marco
1
2002
Stochastic comparison of random vectors with a common copula. Zbl 1082.60504
Müller, Alfred; Scarsini, Marco
52
2001
Stochastic ordering of multivariate normal distributions. Zbl 0989.62031
Müller, Alfred
18
2001
Asymptotic ruin probabilities for risk processes with dependent increments. Zbl 1055.91055
Müller, Alfred; Pflug, Georg
17
2001
On the optimal stopping values induced by general dependence structures. Zbl 1002.60033
Müller, Alfred; Rüschendorf, Ludger
6
2001
Stochastic orders generated by generalized convex functions. Zbl 0982.60010
Müller, Alfred
1
2001
Some remarks on the supermodular order. Zbl 0958.60009
Müller, Alfred; Scarsini, Marco
49
2000
On the waiting times in queues with dependency between interarrival and service times. Zbl 0971.90016
Müller, Alfred
5
2000
Expected utility maximization of optimal stopping problems. Zbl 1112.91310
Müller, Alfred
3
2000
Modelling and comparing dependencies in multivariable risk portfolios. Zbl 1137.91484
Bäuerle, N.; Müller, A.
53
1998
Comparing risks with unbounded distributions. Zbl 1016.91064
Müller, Alfred
5
1998
Another tale of two tails: on characterizations of comparative risk. Zbl 0912.90034
Müller, Alfred
3
1998
Stop-loss order for portfolios of dependent risks. Zbl 0894.90022
Müller, Alfred
68
1997
Stochastic orders generated by integrals: A unified study. Zbl 0890.60015
Müller, Alfred
41
1997
Integral probability metrics and their generating classes of functions. Zbl 0890.60011
Müller, Alfred
22
1997
How does the value function of a Markov decision process depend on the transition probabilities? Zbl 0892.90178
Müller, Alfred
9
1997
Orderings of risks: A comparative study via stop-loss transforms. Zbl 0855.62095
Müller, Alfred
20
1996
Optimal selection from distributions with unknown parameters: Robustness of Bayesian models. Zbl 0867.90125
Müller, Alfred
1
1996
all top 5

Cited by 1,147 Authors

42 Li, Xiaohu
39 Hu, Taizhong
33 Zhao, Peng
26 Balakrishnan, Narayanaswamy
26 Denuit, Michel M.
20 Cheung, Ka Chun
19 Müller, Alfred
18 Marceau, Étienne
18 Pellerey, Franco
17 Sordo, Miguel A.
16 Belzunce, Félix
16 Rüschendorf, Ludger
15 Dhaene, Jan
15 López-Díaz, Miguel
15 Mao, Tiantian
14 Barmalzan, Ghobad
14 Scarsini, Marco
14 Shaked, Moshe
14 Wang, Ruodu
13 Badía, Francisco German
13 Cossette, Hélène
12 Bäuerle, Nicole
12 Suarez-Llorens, Alfonso
12 Zhang, Yiying
11 Cai, Jun
11 Khaledi, Baha-Eldin
11 Ruiz, José-María
10 López-Díaz, María Concepción
10 Ortega, Eva-María
10 Sangüesa, Carmen
10 Schultz, Rüdiger
9 Bellini, Fabio
9 Haidari, Abedin
9 Mesfioui, Mhamed
9 Montes, Ignacio
9 Vanduffel, Steven
9 Zhuang, Weiwei
8 Cárcamo, Javier
8 Frostig, Esther
8 Kayid, Mohamed
8 Lefèvre, Claude
8 Li, Chen
7 Dentcheva, Darinka
7 Goovaerts, Marc J.
7 Haskell, William Benjamin
7 Izadkhah, Salman
7 Montes, Susana
7 Pan, Xiaoqing
7 Psarrakos, Georgios
7 Szekli, Ryszard
6 Bignozzi, Valeria
6 de la Cal, Jesús
6 Klar, Bernhard
6 Kochar, Subhash C.
6 Misra, Neeraj
6 Payandeh Najafabadi, Amir T.
6 Trufin, Julien
6 Tsanakas, Andreas
5 Bloch-Mercier, Sophie
5 Cha, Ji Hwan
5 Durante, Fabrizio
5 Fang, Rui
5 Fernández-Ponce, José María
5 Genest, Christian
5 Kaas, Rob
5 Macci, Claudio
5 Martínez-Fernández, Sergio
5 Meca, Ana
5 Misra, Amit Kumar
5 Mulero, Julio
5 Nešlehová, Johanna G.
5 Noyan, Nilay
5 Ortobelli, Sergio
5 Slikker, Marco
5 Spizzichino, Fabio L.
5 Tichý, Tomáš
5 Xie, Hongmei
5 Xu, Maochao
4 Amini-Seresht, Ebrahim
4 Bernard, Carole
4 Burkschat, Marco
4 Colangelo, Antonio
4 Da, Gaofeng
4 Daduna, Hans
4 Di Crescenzo, Antonio
4 Escudero, Laureano Fernando
4 Grübel, Rudolf
4 Homem-de-Mello, Tito
4 Hu, Jian
4 Hürlimann, Werner
4 Li, Haijun
4 Ling, Xiaoliang
4 Loisel, Stéphane
4 Maume-Deschamps, Véronique
4 Molchanov, Ilya S.
4 Özen, Ulaş
4 Puccetti, Giovanni
4 Puerto Albandoz, Justo
4 Rinott, Yosef
4 Rodríguez-Griñolo, M. R.
...and 1,047 more Authors
all top 5

Cited in 172 Serials

150 Insurance Mathematics & Economics
58 Statistics & Probability Letters
48 Journal of Multivariate Analysis
42 Journal of Applied Probability
38 European Journal of Operational Research
32 Communications in Statistics. Theory and Methods
32 Probability in the Engineering and Informational Sciences
25 Journal of Statistical Planning and Inference
22 Scandinavian Actuarial Journal
21 Methodology and Computing in Applied Probability
20 Annals of Operations Research
18 Queueing Systems
17 Operations Research Letters
16 ASTIN Bulletin
13 Metrika
11 Advances in Applied Probability
11 Journal of Economic Theory
11 Statistical Papers
10 Statistics
10 Mathematical Programming. Series A. Series B
10 Stochastic Models
9 Finance and Stochastics
9 Dependence Modeling
8 Journal of Mathematical Economics
8 Operations Research
8 Bernoulli
7 Computational Statistics and Data Analysis
7 Mathematical Methods of Operations Research
6 Journal of Mathematical Analysis and Applications
6 Naval Research Logistics
6 Games and Economic Behavior
6 SIAM Journal on Optimization
6 Statistical Methodology
6 Mathematics and Financial Economics
5 Fuzzy Sets and Systems
5 Journal of Computational and Applied Mathematics
5 Journal of Econometrics
5 Economics Letters
5 The Annals of Applied Probability
5 Test
5 Quantitative Finance
5 Computational Management Science
5 Electronic Journal of Statistics
4 SIAM Journal on Control and Optimization
4 International Journal of Approximate Reasoning
4 Journal of Theoretical Probability
4 Stochastic Processes and their Applications
4 Journal of Inequalities and Applications
4 Journal of Scheduling
4 International Journal of Theoretical and Applied Finance
4 North American Actuarial Journal
3 Annals of the Institute of Statistical Mathematics
3 The Annals of Statistics
3 Information Sciences
3 Mathematics of Operations Research
3 Mathematical Social Sciences
3 Computers & Operations Research
3 Communications in Statistics. Simulation and Computation
3 Applied Mathematics. Series B (English Edition)
3 Top
3 Journal of Nonparametric Statistics
3 Mathematical Problems in Engineering
3 Mathematical Finance
3 Applied Stochastic Models in Business and Industry
3 Journal of Systems Science and Complexity
3 Journal of the Korean Statistical Society
3 AStA. Advances in Statistical Analysis
3 SIAM Journal on Financial Mathematics
3 Sankhyā. Series B
3 Statistics & Risk Modeling
2 Discrete Applied Mathematics
2 Journal of Computational Physics
2 Mathematical Biosciences
2 Scandinavian Journal of Statistics
2 The Annals of Probability
2 Automatica
2 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
2 Journal of Optimization Theory and Applications
2 Metron
2 Scandinavian Actuarial Journal
2 Theoretical Computer Science
2 Optimization
2 Machine Learning
2 Journal of Statistical Computation and Simulation
2 CEJOR. Central European Journal of Operations Research
2 Brazilian Journal of Probability and Statistics
2 Statistical Methods and Applications
2 Probability Surveys
2 European Actuarial Journal
2 Decision Analysis
1 Computers and Fluids
1 Computer Methods in Applied Mechanics and Engineering
1 Journal of the Franklin Institute
1 Journal of Mathematical Biology
1 Journal of Statistical Physics
1 Lithuanian Mathematical Journal
1 Applied Mathematics and Computation
1 Applied Mathematics and Optimization
1 Archiv der Mathematik
1 Biometrics
...and 72 more Serials

Citations by Year