Cardiff University | Prifysgol Caerdydd ORCA
Online Research @ Cardiff 
WelshClear Cookie - decide language by browser settings

Browse by All Cardiff Authors

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Number of items: 18.

Kumar, Arun, Leonenko, Nikolai and Pichler, Alois 2019. Fractional risk process in insurance. Mathematics and Financial Economics 10.1007/s11579-019-00244-y
Item availability restricted.
file

Pichler, Alois and Tomasgard, Asgeir 2016. Nonlinear stochastic programming - with a case study in continuous switching. European Journal of Operational Research 252 (2) , pp. 487-501. 10.1016/j.ejor.2016.01.007

Pflug, Georg Ch. and Pichler, Alois 2016. Time-consistent decisions and temporal decomposition of coherent risk functionals. Mathematics of Operations Research 41 (2) , pp. 682-699. 10.1287/moor.2015.0747

Pflug, Georg Ch. and Pichler, Alois 2016. Time-inconsistent multistage stochastic programs: Martingale bounds. European Journal of Operational Research 249 (1) , pp. 155-163. 10.1016/j.ejor.2015.02.033

Kovacevic, Raimund M. and Pichler, Alois 2015. Tree approximation for discrete time stochastic processes: a process distance approach. Annals of operations research 235 (1) , pp. 395-421. 10.1007/s10479-015-1994-2

Pflug, Georg Ch. and Pichler, Alois 2015. Dynamic generation of scenario trees. Computational Optimization and Applications 62 (3) , pp. 641-668. 10.1007/s10589-015-9758-0

Pichler, Alois and Shapiro, Alexander 2015. Minimal representation of insurance prices. Insurance: Mathematics and Economics 62 , pp. 184-193. 10.1016/j.insmatheco.2015.03.011

Pflug, G. Ch. and Pichler, Alois 2015. Multistage stochastic optimization. Springer. 10.1007/978-3-319-08843-3

Pichler, Alois 2014. Insurance pricing under ambiguity. European Actuarial Journal 4 (2) , pp. 335-364. 10.1007/s13385-014-0099-7

Pichler, Alois 2013. The natural Banach space for version independent risk measures. Insurance: Mathematics and Economics 53 (2) , pp. 405-415. 10.1016/j.insmatheco.2013.07.005

Pichler, Alois 2013. Premiums and reserves, adjusted by distortions. Scandinavian Actuarial Journal 2015 (4) , pp. 332-351. 10.1080/03461238.2013.830228

Pichler, Alois 2013. Evaluations of risk measures for different probability measures. Siam Journal of Optimization 23 (1) , pp. 530-551. 10.1137/110857088

Werner, Adrian S., Pichler, Alois, Midthun, Kjetil T., Hellemo, Lars and Tomasgard, Asgeir 2013. Risk measures in multi-horizon scenario trees. Handbook of Risk Management in Energy Production and Trading 199 , pp. 177-201. 10.1007/978-1-4614-9035-7_8

Gutjahr, Walter J. and Pichler, Alois 2013. Stochastic multi-objective optimization: a survey on non-scalarizing methods. Annals of operations research 236 (2) , pp. 475-499. 10.1007/s10479-013-1369-5

Pflug, Georg Ch. and Pichler, Alois 2012. A distance For multistage stochastic optimization models. Siam Journal of Optimization 22 (1) , pp. 1-23. 10.1137/110825054

Pflug, Georg Ch. and Pichler, Alois 2011. Approximations for probability distributions and stochastic optimization problems. In: Bertocchi, Marida, Consigli, Giorgio and Dempster, Michael A. H. eds. Stochastic Optimization Methods in Finance and Energy, Vol. 163. International Series in Operations Research & Management Science, New York: Springer, pp. 343-387. (10.1007/978-1-4419-9586-5_15)

Pichler, Alois 2000. Anwartschaftsrenten. Blätter der DGVFM 24 (3) , pp. 541-546. 10.1007/BF02808844

Pichler, Alois 1997. Construction of life tables/SchÄtzen von bestandscharakterisierenden sterblichkeiten. Blätter der DGVFM 23 (2) , pp. 107-119. 10.1007/BF02808245

This list was generated on Fri Sep 20 09:49:45 2019 BST.