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Kumar, Arun, Leonenko, Nikolai  ORCID: https://orcid.org/0000-0003-1932-4091 and Pichler, Alois
2020.
Fractional risk process in insurance.
Mathematics and Financial Economics
14
, pp. 43-65.
10.1007/s11579-019-00244-y
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| 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 |
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| 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 |
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| 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 |
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| 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 |
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| 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 |
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| 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 |
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| Pflug, G. Ch. and Pichler, Alois 2015. Multistage stochastic optimization. Springer. 10.1007/978-3-319-08843-3 |
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| Pichler, Alois 2014. Insurance pricing under ambiguity. European Actuarial Journal 4 (2) , pp. 335-364. 10.1007/s13385-014-0099-7 |
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| 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 |
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| Pichler, Alois 2013. Premiums and reserves, adjusted by distortions. Scandinavian Actuarial Journal 2015 (4) , pp. 332-351. 10.1080/03461238.2013.830228 |
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| Pichler, Alois 2013. Evaluations of risk measures for different probability measures. Siam Journal of Optimization 23 (1) , pp. 530-551. 10.1137/110857088 |
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| 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 |
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| 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 |
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| 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 |
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| Pflug, Georg Ch. and Pichler, Alois 2011. Approximations for probability distributions and stochastic optimization problems. 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) |
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| Pichler, Alois 2000. Anwartschaftsrenten. Blätter der DGVFM 24 (3) , pp. 541-546. 10.1007/BF02808844 |
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| Pichler, Alois 1997. Construction of life tables/SchÄtzen von bestandscharakterisierenden sterblichkeiten. Blätter der DGVFM 23 (2) , pp. 107-119. 10.1007/BF02808245 |
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