×

zbMATH — the first resource for mathematics

Pichler, Alois

Compute Distance To:
Author ID: pichler.alois Recent zbMATH articles by "Pichler, Alois"
Published as: Pichler, A.; Pichler, Alois
Documents Indexed: 36 Publications since 1997, including 1 Book

Publications by Year

Citations contained in zbMATH Open

26 Publications have been cited 219 times in 147 Documents Cited by Year
Multistage stochastic optimization. Zbl 1317.90220
Pflug, Georg Ch.; Pichler, Alois
39
2014
A distance for multistage stochastic optimization models. Zbl 1262.90118
Pflug, Georg Ch.; Pichler, Alois
24
2012
Stochastic multi-objective optimization: a survey on non-scalarizing methods. Zbl 1331.90045
Gutjahr, Walter J.; Pichler, Alois
18
2016
The natural Banach space for version independent risk measures. Zbl 1304.91129
Pichler, Alois
18
2013
Dynamic generation of scenario trees. Zbl 1337.90047
Pflug, Georg Ch.; Pichler, Alois
16
2015
Time-inconsistent multistage stochastic programs: martingale bounds. Zbl 1346.90646
Pflug, Georg Ch.; Pichler, Alois
13
2016
Time-consistent decisions and temporal decomposition of coherent risk functionals. Zbl 1338.90286
Pflug, Georg Ch.; Pichler, Alois
11
2016
A quantitative comparison of risk measures. Zbl 1406.91204
Pichler, Alois
9
2017
Evaluations of risk measures for different probability measures. Zbl 1277.90083
Pichler, Alois
9
2013
Minimal representation of insurance prices. Zbl 1318.91121
Pichler, Alois; Shapiro, Alexander
8
2015
From empirical observations to tree models for stochastic optimization: convergence properties. Zbl 1346.90645
Pflug, Georg Ch.; Pichler, Alois
7
2016
Stochastic short-term hydropower planning with inflow scenario trees. Zbl 1402.90224
Séguin, Sara; Fleten, Stein-Erik; Côté, Pascal; Pichler, Alois; Audet, Charles
6
2017
Premiums and reserves, adjusted by distortions. Zbl 1398.91352
Pichler, Alois
6
2015
Tree approximation for discrete time stochastic processes: a process distance approach. Zbl 1332.90182
Kovacevic, Raimund M.; Pichler, Alois
6
2015
Insurance pricing under ambiguity. Zbl 1329.91073
Pichler, Alois
6
2014
Approximations for probability distributions and stochastic optimization problems. Zbl 1405.90093
Pflug, Georg Ch.; Pichler, Alois
5
2011
An analytical study of norms and Banach spaces induced by the entropic value-at-risk. Zbl 1411.91632
Ahmadi-Javid, Amir; Pichler, Alois
4
2017
Incorporating statistical model error into the calculation of acceptability prices of contingent claims. Zbl 1421.90095
Glanzer, Martin; Pflug, Georg Ch.; Pichler, Alois
3
2019
Systemic risk and copula models. Zbl 1397.91609
Pflug, Georg Ch.; Pichler, Alois
3
2018
Risk aversion in imperfect natural gas markets. Zbl 1394.90446
Egging, Ruud; Pichler, Alois; Kalvø, Øyvind Iversen; Meyer Walle-Hansen, Thomas
2
2017
Fundamental properties of process distances. Zbl 1454.60048
Veraguas, Julio Backhoff; Beiglböck, Mathias; Eder, Manu; Pichler, Alois
1
2020
Entropy based risk measures. Zbl 1441.91091
Pichler, Alois; Schlotter, Ruben
1
2020
Discrete approximation and quantification in distributionally robust optimization. Zbl 1440.90041
Liu, Yongchao; Pichler, Alois; Xu, Huifu
1
2019
On Banach spaces of vector-valued random variables and their duals motivated by risk measures. Zbl 1402.46020
Kalmes, Thomas; Pichler, Alois
1
2018
Nonlinear stochastic programming-with a case study in continuous switching. Zbl 1346.90647
Pichler, Alois; Tomasgard, Asgeir
1
2016
Construction of life tables. Zbl 1127.62420
Pichler, Alois
1
1997
Fundamental properties of process distances. Zbl 1454.60048
Veraguas, Julio Backhoff; Beiglböck, Mathias; Eder, Manu; Pichler, Alois
1
2020
Entropy based risk measures. Zbl 1441.91091
Pichler, Alois; Schlotter, Ruben
1
2020
Incorporating statistical model error into the calculation of acceptability prices of contingent claims. Zbl 1421.90095
Glanzer, Martin; Pflug, Georg Ch.; Pichler, Alois
3
2019
Discrete approximation and quantification in distributionally robust optimization. Zbl 1440.90041
Liu, Yongchao; Pichler, Alois; Xu, Huifu
1
2019
Systemic risk and copula models. Zbl 1397.91609
Pflug, Georg Ch.; Pichler, Alois
3
2018
On Banach spaces of vector-valued random variables and their duals motivated by risk measures. Zbl 1402.46020
Kalmes, Thomas; Pichler, Alois
1
2018
A quantitative comparison of risk measures. Zbl 1406.91204
Pichler, Alois
9
2017
Stochastic short-term hydropower planning with inflow scenario trees. Zbl 1402.90224
Séguin, Sara; Fleten, Stein-Erik; Côté, Pascal; Pichler, Alois; Audet, Charles
6
2017
An analytical study of norms and Banach spaces induced by the entropic value-at-risk. Zbl 1411.91632
Ahmadi-Javid, Amir; Pichler, Alois
4
2017
Risk aversion in imperfect natural gas markets. Zbl 1394.90446
Egging, Ruud; Pichler, Alois; Kalvø, Øyvind Iversen; Meyer Walle-Hansen, Thomas
2
2017
Stochastic multi-objective optimization: a survey on non-scalarizing methods. Zbl 1331.90045
Gutjahr, Walter J.; Pichler, Alois
18
2016
Time-inconsistent multistage stochastic programs: martingale bounds. Zbl 1346.90646
Pflug, Georg Ch.; Pichler, Alois
13
2016
Time-consistent decisions and temporal decomposition of coherent risk functionals. Zbl 1338.90286
Pflug, Georg Ch.; Pichler, Alois
11
2016
From empirical observations to tree models for stochastic optimization: convergence properties. Zbl 1346.90645
Pflug, Georg Ch.; Pichler, Alois
7
2016
Nonlinear stochastic programming-with a case study in continuous switching. Zbl 1346.90647
Pichler, Alois; Tomasgard, Asgeir
1
2016
Dynamic generation of scenario trees. Zbl 1337.90047
Pflug, Georg Ch.; Pichler, Alois
16
2015
Minimal representation of insurance prices. Zbl 1318.91121
Pichler, Alois; Shapiro, Alexander
8
2015
Premiums and reserves, adjusted by distortions. Zbl 1398.91352
Pichler, Alois
6
2015
Tree approximation for discrete time stochastic processes: a process distance approach. Zbl 1332.90182
Kovacevic, Raimund M.; Pichler, Alois
6
2015
Multistage stochastic optimization. Zbl 1317.90220
Pflug, Georg Ch.; Pichler, Alois
39
2014
Insurance pricing under ambiguity. Zbl 1329.91073
Pichler, Alois
6
2014
The natural Banach space for version independent risk measures. Zbl 1304.91129
Pichler, Alois
18
2013
Evaluations of risk measures for different probability measures. Zbl 1277.90083
Pichler, Alois
9
2013
A distance for multistage stochastic optimization models. Zbl 1262.90118
Pflug, Georg Ch.; Pichler, Alois
24
2012
Approximations for probability distributions and stochastic optimization problems. Zbl 1405.90093
Pflug, Georg Ch.; Pichler, Alois
5
2011
Construction of life tables. Zbl 1127.62420
Pichler, Alois
1
1997
all top 5

Cited by 253 Authors

24 Pichler, Alois
16 Pflug, Georg Ch.
12 Escudero, Laureano Fernando
5 Araceli Garín, María
5 Backhoff Veraguas, Julio D.
5 Beiglböck, Mathias
5 Monge, Juan Francisco
5 Unzueta, Aitziber
5 Xu, Huifu
4 Gendreau, Michel
4 Gutjahr, Walter J.
4 Kovacevic, Raimund M.
4 Shapiro, Alexander
4 Van Ackooij, Wim
3 Eder, Manu
3 Gao, Niushan
3 Glanzer, Martin
3 Gönsch, Jochen
3 Maggioni, Francesca
3 Munari, Cosimo
2 Acciaio, Beatrice
2 Ahmadi Javid, Amir
2 Alonso-Ayuso, Antonio
2 Balbás, Alejandro
2 Balbás, Beatriz
2 Balbás, Raquel
2 Bartl, Daniel
2 Bellini, Fabio
2 Boomsma, Trine Krogh
2 Chen, Zhiping
2 Escobar, Debora Daniela
2 Guan, Yongpei
2 Guignard, Monique
2 Guo, Shaoyan
2 Hassler, Michael
2 Hochrainer-Stigler, Stefan
2 Keutchayan, Julien
2 Kuhn, Daniel
2 Liu, Jia
2 Liu, Ruipeng
2 Liu, Yongchao
2 Noyan, Nilay
2 Schlotter, Ruben
2 Schur, Rouven
2 Svindland, Gregor
2 Timonina-Farkas, Anna
2 Veraguas, Julio Backhoff
2 Weintraub, Andrés P.
2 Xanthos, Foivos
2 Zalashko, Anastasiia
2 Zhang, Liwei
1 Aasgård, Ellen Krohn
1 Aldasoro, Unai
1 Analui, Bita
1 Audet, Charles
1 Backhoff, Julio Daniel
1 Balkovič, Juraj
1 Bénézet, Cyril
1 Beraldi, Patrizia
1 Berger, Arno
1 Bertazzi, Luca
1 Bertsch, Valentin
1 Blais, Marko
1 Bomze, Immanuel M.
1 Bonnefoy, Jérémie
1 Brailsford, Sally C.
1 Branda, Martin
1 Bruni, Maria Elena
1 Burtscheidt, Johanna
1 Cadarso, Luis
1 Cagnolari, Matteo
1 Carbajales-Dale, Michael
1 Carmona, René A.
1 Carpentier, Pierre
1 Carrozzino, Gianluca
1 Chancelier, Jean-Philippe
1 Chassagneux, Jean-François
1 Chen, Shengzhong
1 Chen, Shutong
1 Claus, Matthias
1 Cominetti, Roberto
1 Consigli, Giorgio
1 Côté, Pascal
1 Danti Lopez, I.
1 Dempe, Stephan
1 den Hertog, Dick
1 Deng, Shuoqing
1 Denneberg, Dieter
1 Diniz, Andre Luiz
1 Dong, Yichuan
1 Dörner, Karl F.
1 Drezner, Tammy
1 Drezner, Zvi
1 Eckstein, Stephan
1 Egging, Ruud
1 Eksioglu, Sandra Duni
1 Engau, Alexander
1 Fallah-Tafti, Malihe
1 Feijoo, Felipe
1 Feng, YongHan
...and 153 more Authors
all top 5

Cited in 45 Serials

25 European Journal of Operational Research
14 Annals of Operations Research
14 Computational Management Science
10 SIAM Journal on Optimization
8 Computers & Operations Research
7 Insurance Mathematics & Economics
5 Mathematics of Operations Research
5 Operations Research
4 Mathematical Programming. Series A. Series B
4 OR Spectrum
4 Mathematics and Financial Economics
3 Operations Research Letters
3 Computational Optimization and Applications
3 CEJOR. Central European Journal of Operations Research
2 SIAM Journal on Control and Optimization
2 Stochastic Processes and their Applications
2 Finance and Stochastics
2 Scandinavian Actuarial Journal
2 Set-Valued and Variational Analysis
2 Dependence Modeling
1 Journal of Mathematical Analysis and Applications
1 The Annals of Statistics
1 Applied Mathematics and Optimization
1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
1 Journal of Computational and Applied Mathematics
1 Statistics & Probability Letters
1 Stochastic Analysis and Applications
1 Probability Theory and Related Fields
1 Journal of Theoretical Probability
1 Applied Mathematical Modelling
1 SIAM Review
1 Calculus of Variations and Partial Differential Equations
1 Complexity
1 International Transactions in Operational Research
1 Soft Computing
1 Discrete Dynamics in Nature and Society
1 RAIRO. Operations Research
1 Quantitative Finance
1 ASTIN Bulletin
1 4OR
1 Banach Journal of Mathematical Analysis
1 SIAM Journal on Financial Mathematics
1 European Actuarial Journal
1 EURO Journal on Computational Optimization
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys

Citations by Year