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Author ID: muller.alfred Recent zbMATH articles by "Müller, Alfred"
Published as: Müller, Alfred; Müller, A.
Homepage: http://www.uni-siegen.de/fb6/src/mueller/index.html?lang=de
External Links: MGP · ORCID
Documents Indexed: 45 Publications since 1995, including 2 Books
Co-Authors: 18 Co-Authors with 24 Joint Publications
602 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

39 Publications have been cited 1,371 times in 1,080 Documents Cited by Year
Comparison methods for stochastic models and risks. Zbl 0999.60002
Müller, Alfred; Stoyan, Dietrich
640
2002
Generalized quantiles as risk measures. Zbl 1303.91089
Bellini, Fabio; Klar, Bernhard; Müller, Alfred; Rosazza Gianin, Emanuela
76
2014
Stop-loss order for portfolios of dependent risks. Zbl 0894.90022
Müller, Alfred
72
1997
Stochastic comparison of random vectors with a common copula. Zbl 1082.60504
Müller, Alfred; Scarsini, Marco
55
2001
Some remarks on the supermodular order. Zbl 0958.60009
Müller, Alfred; Scarsini, Marco
54
2000
Modelling and comparing dependencies in multivariable risk portfolios. Zbl 1137.91484
Bäuerle, N.; Müller, A.
54
1998
Archimedean copulae and positive dependence. Zbl 1065.60018
Müller, Alfred; Scarsini, Marco
47
2005
Stochastic orders generated by integrals: A unified study. Zbl 0890.60015
Müller, Alfred
45
1997
Stochastic orders and risk measures: consistency and bounds. Zbl 1105.60017
Bäuerle, Nicole; Müller, Alfred
45
2006
Integral probability metrics and their generating classes of functions. Zbl 0890.60011
Müller, Alfred
30
1997
The newsvendor game has a nonempty core. Zbl 1018.91005
Müller, Alfred; Scarsini, Marco; Shaked, Moshe
29
2002
Orderings of risks: A comparative study via stop-loss transforms. Zbl 0855.62095
Müller, Alfred
24
1996
Stochastic ordering of multivariate normal distributions. Zbl 0989.62031
Müller, Alfred
24
2001
Smooth generators of integral stochastic orders. Zbl 1065.60015
Denuit, Michel; Müller, Alfred
23
2002
Asymptotic ruin probabilities for risk processes with dependent increments. Zbl 1055.91055
Müller, Alfred; Pflug, Georg
20
2001
Characterizations of classes of lifetime distributions generalizing the NBUE class. Zbl 1039.62096
Klar, Bernard; Müller, Alfred
14
2003
How does the value function of a Markov decision process depend on the transition probabilities? Zbl 0892.90178
Müller, Alfred
13
1997
Stochastic order relations and lattices of probability measures. Zbl 1102.60017
Müller, Alfred; Scarsini, Marco
13
2006
Fear of loss, inframodularity, and transfers. Zbl 1247.91062
Müller, Alfred; Scarsini, Marco
11
2012
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.
9
2014
Dependence properties and comparison results for Lévy processes. Zbl 1141.60023
Bäuerle, Nicole; Blatter, Anja; Müller, Alfred
9
2008
Expectiles, omega ratios and stochastic ordering. Zbl 1402.60023
Bellini, Fabio; Klar, Bernhard; Müller, Alfred
9
2018
On the optimal stopping values induced by general dependence structures. Zbl 1002.60033
Müller, Alfred; Rüschendorf, Ludger
8
2001
On the waiting times in queues with dependency between interarrival and service times. Zbl 0971.90016
Müller, Alfred
6
2000
Certainty equivalents as risk measures. Zbl 1272.91066
Müller, Alfred
6
2007
A spot market model for pricing derivatives in electricity markets. Zbl 1405.91597
Burger, Markus; Klar, Bernhard; Müller, Alfred; Schindlmayr, Gero
6
2004
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
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
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 tilting algorithm for the estimation of fractional age survival probabilities. Zbl 1322.62225
Barz, Christiane; Müller, Alfred
2
2012
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
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
Positive dependence and weak convergence. Zbl 1099.60015
Colangelo, A.; Müller, A.; Scarsini, M.
1
2006
Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference. Zbl 1453.60024
Bernard, Carole; Müller, Alfred
1
2020
Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference. Zbl 1453.60024
Bernard, Carole; Müller, Alfred
1
2020
Expectiles, omega ratios and stochastic ordering. Zbl 1402.60023
Bellini, Fabio; Klar, Bernhard; Müller, Alfred
9
2018
Generalized quantiles as risk measures. Zbl 1303.91089
Bellini, Fabio; Klar, Bernhard; Müller, Alfred; Rosazza Gianin, Emanuela
76
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.
9
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
11
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
9
2008
Certainty equivalents as risk measures. Zbl 1272.91066
Müller, Alfred
6
2007
Stochastic orders and risk measures: consistency and bounds. Zbl 1105.60017
Bäuerle, Nicole; Müller, Alfred
45
2006
Stochastic order relations and lattices of probability measures. Zbl 1102.60017
Müller, Alfred; Scarsini, Marco
13
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
47
2005
A spot market model for pricing derivatives in electricity markets. Zbl 1405.91597
Burger, Markus; Klar, Bernhard; Müller, Alfred; Schindlmayr, Gero
6
2004
Some counterexamples in positive dependence. Zbl 1045.60013
Hu, Taizhong; Müller, Alfred; Scarsini, Marco
4
2004
Characterizations of classes of lifetime distributions generalizing the NBUE class. Zbl 1039.62096
Klar, Bernard; Müller, Alfred
14
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
640
2002
The newsvendor game has a nonempty core. Zbl 1018.91005
Müller, Alfred; Scarsini, Marco; Shaked, Moshe
29
2002
Smooth generators of integral stochastic orders. Zbl 1065.60015
Denuit, Michel; Müller, Alfred
23
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
55
2001
Stochastic ordering of multivariate normal distributions. Zbl 0989.62031
Müller, Alfred
24
2001
Asymptotic ruin probabilities for risk processes with dependent increments. Zbl 1055.91055
Müller, Alfred; Pflug, Georg
20
2001
On the optimal stopping values induced by general dependence structures. Zbl 1002.60033
Müller, Alfred; Rüschendorf, Ludger
8
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
54
2000
On the waiting times in queues with dependency between interarrival and service times. Zbl 0971.90016
Müller, Alfred
6
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.
54
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
72
1997
Stochastic orders generated by integrals: A unified study. Zbl 0890.60015
Müller, Alfred
45
1997
Integral probability metrics and their generating classes of functions. Zbl 0890.60011
Müller, Alfred
30
1997
How does the value function of a Markov decision process depend on the transition probabilities? Zbl 0892.90178
Müller, Alfred
13
1997
Orderings of risks: A comparative study via stop-loss transforms. Zbl 0855.62095
Müller, Alfred
24
1996
Optimal selection from distributions with unknown parameters: Robustness of Bayesian models. Zbl 0867.90125
Müller, Alfred
1
1996
all top 5

Cited by 1,243 Authors

47 Li, Xiaohu
40 Hu, Taizhong
36 Balakrishnan, Narayanaswamy
33 Zhao, Peng
28 Denuit, Michel M.
22 Barmalzan, Ghobad
20 Cheung, Ka Chun
19 Belzunce, Félix
19 Marceau, Étienne
18 Wang, Ruodu
17 Bäuerle, Nicole
17 Dhaene, Jan
17 Müller, Alfred
17 Pellerey, Franco
17 Rüschendorf, Ludger
17 Sordo, Miguel Ángel
15 López-Díaz, Miguel
15 Mao, Tiantian
15 Zhang, Yiying
14 Badía, Francisco German
14 Cossette, Hélène
14 Scarsini, Marco
14 Shaked, Moshe
14 Suarez-Llorens, Alfonso
13 Bellini, Fabio
12 Khaledi, Baha-Eldin
12 Ruiz, José-María
11 Haidari, Abedin
10 Cai, Jun
10 Li, Chen
10 Ortega, Eva-María
10 Sangüesa, Carmen
9 Kayid, Mohamed
9 Mesfioui, Mhamed
9 Vanduffel, Steven
9 Zhuang, Weiwei
8 Cárcamo, Javier
8 Cha, Ji Hwan
8 Frostig, Esther
8 Izadkhah, Salman
8 Lefèvre, Claude
8 López-Díaz, María Concepción
8 Montes, Ignacio
8 Payandeh Najafabadi, Amir T.
8 Psarrakos, Georgios
8 Schultz, Rüdiger
7 Dentcheva, Darinka
7 Goovaerts, Marc J.
7 Haskell, William Benjamin
7 Pan, Xiaoqing
7 Szekli, Ryszard
7 Tsanakas, Andreas
6 Bignozzi, Valeria
6 Bloch-Mercier, Sophie
6 de la Cal, Jesús
6 Fang, Rui
6 Klar, Bernhard
6 Kochar, Subhash C.
6 Misra, Amit Kumar
6 Misra, Neeraj Kumar
6 Montes, Susana
6 Mulero, Julio
6 Trufin, Julien
6 Xie, Hongmei
5 Albrecher, Hansjörg
5 Amini-Seresht, Ebrahim
5 Chen, Zhiping
5 Fernández-Ponce, José María
5 Genest, Christian
5 Kaas, Rob
5 Macci, Claudio
5 Meca, Ana
5 Nešlehová, Johanna G.
5 Noyan, Nilay
5 Ortobelli, Sergio
5 Puccetti, Giovanni
5 Puerto Albandoz, Justo
5 Slikker, Marco
5 Stupfler, Gilles
5 Tang, Qihe
5 Tichý, Tomáš
5 Xu, Maochao
5 Yan, Rongfang
5 Zähle, Henryk
4 Amiri, Mehdi
4 Ansari, Jonathan
4 Bernard, Carole L.
4 Burkschat, Marco
4 Colangelo, Antonio
4 Da, Gaofeng
4 Daduna, Hans
4 Di Crescenzo, Antonio
4 Durante, Fabrizio
4 Escudero, Laureano Fernando
4 Girard, Stéphane
4 Glauner, Alexander
4 Grübel, Rudolf
4 Homem-de-Mello, Tito
4 Hu, Jian
4 Hürlimann, Werner
...and 1,143 more Authors
all top 5

Cited in 184 Serials

151 Insurance Mathematics & Economics
60 Statistics & Probability Letters
52 Communications in Statistics. Theory and Methods
49 Journal of Multivariate Analysis
48 Journal of Applied Probability
44 European Journal of Operational Research
33 Probability in the Engineering and Informational Sciences
26 Methodology and Computing in Applied Probability
24 Journal of Statistical Planning and Inference
23 Annals of Operations Research
20 Queueing Systems
20 Scandinavian Actuarial Journal
20 ASTIN Bulletin
17 Operations Research Letters
14 Journal of Economic Theory
13 Metrika
13 Statistics
12 Advances in Applied Probability
12 Statistical Papers
11 Mathematical Programming. Series A. Series B
11 Finance and Stochastics
10 Stochastic Models
10 Dependence Modeling
9 Journal of Mathematical Economics
9 Mathematical Methods of Operations Research
9 Quantitative Finance
8 Operations Research
8 Computational Statistics and Data Analysis
8 Bernoulli
7 Journal of Mathematical Analysis and Applications
7 Games and Economic Behavior
7 Test
7 North American Actuarial Journal
7 Mathematics and Financial Economics
7 Electronic Journal of Statistics
6 Journal of Computational and Applied Mathematics
6 Mathematics of Operations Research
6 Naval Research Logistics
6 SIAM Journal on Optimization
6 Statistical Methodology
5 Journal of Econometrics
5 SIAM Journal on Control and Optimization
5 The Annals of Applied Probability
5 International Journal of Theoretical and Applied Finance
5 Computational Management Science
5 Statistics & Risk Modeling
4 Annals of the Institute of Statistical Mathematics
4 The Annals of Statistics
4 Fuzzy Sets and Systems
4 International Journal of Approximate Reasoning
4 Journal of Theoretical Probability
4 Economics Letters
4 Communications in Statistics. Simulation and Computation
4 Journal of Inequalities and Applications
4 Journal of Scheduling
4 SIAM Journal on Financial Mathematics
3 Applied Mathematics and Optimization
3 Automatica
3 Mathematical Social Sciences
3 Computers & Operations Research
3 Stochastic Processes and their Applications
3 Applied Mathematics. Series B (English Edition)
3 Economic Theory
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 Decisions in Economics and Finance
3 Journal of the Korean Statistical Society
3 AStA. Advances in Statistical Analysis
3 Sankhyā. Series B
3 Probability, Uncertainty and Quantitative Risk
2 Discrete Applied Mathematics
2 Journal of Mathematical Biology
2 Mathematical Biosciences
2 Physica A
2 Scandinavian Journal of Statistics
2 The Annals of Probability
2 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
2 Information Sciences
2 Journal of Optimization Theory and Applications
2 Scandinavian Actuarial Journal
2 Optimization
2 Machine Learning
2 Journal of Statistical Computation and Simulation
2 CEJOR. Central European Journal of Operations Research
2 Statistical Methods and Applications
2 Journal of Industrial and Management Optimization
2 Stochastics
2 Probability Surveys
2 Sankhyā. Series A
2 European Actuarial Journal
2 Statistics and Computing
2 Decision Analysis
2 SIAM/ASA Journal on Uncertainty Quantification
1 The American Statistician
1 Journal of the Franklin Institute
1 Journal of Statistical Physics
...and 84 more Serials
all top 5

Cited in 37 Fields

635 Probability theory and stochastic processes (60-XX)
491 Statistics (62-XX)
458 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
227 Operations research, mathematical programming (90-XX)
37 Computer science (68-XX)
23 Systems theory; control (93-XX)
15 Calculus of variations and optimal control; optimization (49-XX)
14 Numerical analysis (65-XX)
11 Functional analysis (46-XX)
9 Biology and other natural sciences (92-XX)
8 Real functions (26-XX)
7 Measure and integration (28-XX)
5 Partial differential equations (35-XX)
5 Convex and discrete geometry (52-XX)
5 Information and communication theory, circuits (94-XX)
3 General and overarching topics; collections (00-XX)
3 Combinatorics (05-XX)
3 Order, lattices, ordered algebraic structures (06-XX)
3 Linear and multilinear algebra; matrix theory (15-XX)
3 Approximations and expansions (41-XX)
3 Operator theory (47-XX)
2 Dynamical systems and ergodic theory (37-XX)
2 Global analysis, analysis on manifolds (58-XX)
2 Statistical mechanics, structure of matter (82-XX)
2 Mathematics education (97-XX)
1 Mathematical logic and foundations (03-XX)
1 Number theory (11-XX)
1 Potential theory (31-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Special functions (33-XX)
1 Ordinary differential equations (34-XX)
1 Difference and functional equations (39-XX)
1 Integral transforms, operational calculus (44-XX)
1 Integral equations (45-XX)
1 General topology (54-XX)
1 Mechanics of deformable solids (74-XX)
1 Geophysics (86-XX)

Citations by Year