PUBLIKATIONEN

Hochrainer, Stefan ; Pflug, Georg ; Mechler, Reinhard. / Climate change and financial adaptation in Africa. Investigating the impact of climate change on the robustness of index-based microinsurance in Malawi. in: Mitigation and Adaptation Strategies for Global Change: an international journal devoted to scientific, engineering, socio-economic and policy responses to environmental change. 2009 ; Band 14, Nr. 3. S. 231-250.

Pflug, Georg ; Broussev, Nikola. / Electricity Swing Options: Behavioral Models and Pricing. in: European Journal of Operational Research. 2009 ; Band 197, Nr. 39. S. 1041-1050.

Pflug, Georg ; Heidergott, Bernd ; Vasquez-Abad, Felisa. / Gradient estimation by measure valued differentiation. in: Finance and Stochastics. 2009 ; Nr. 14. S. 502-526.

Pflug, Georg ; Heidergott, Bernd ; Vazquez-Abad, Felisa. / Gradient estimation for discrete-event systems by measure-valued differentiation. in: ACM Transactions on Multimedia Computing Communications and Applications. 2009 ; Band 20, Nr. 1.

Hochrainer, Stefan ; Pflug, Georg. / Natural Disaster Risk Bearing Ability of Governments: Consequences of kinked utility. in: Journal of Natural Disaster Science. 2009 ; S. 11-21.

Pflug, Georg ; Kilianova, Sona. / Optimal pension fund management under multi-period risk minimization. in: Annals of Operations Research. 2009 ; Band 166, Nr. 1. S. 261-270.

Pflug, Georg (Herausgeber*in) ; Mitra, Gautam (Herausgeber*in) ; Dempster, Michael (Herausgeber*in). / Quantitative Fund Management. London : CRC Press Taylor & Francis Group, 2009. 467 S.

Pflug, Georg (Herausgeber*in) ; Hochreiter, Ronald (Herausgeber*in). / Special Issue on Financial Optimization. Springer-Verlag Berlin, 2009. (Computational Management Science).

Bertocchi, Marida ; Pflug, Georg ; Vladimirou, Hercules. / Special issue on Stocastic Dynamic Modeling of Investments and Risks in Financial Markets Preface. in: Annals of Operations Research. 2009 ; Band 165, Nr. 1. S. 1-4.

Pflug, Georg ; Römisch, Werner. / The role of information in multi-period risk measurement. in: Stochastic Programming E-Print Series. 2009.

Kovacevic, Raimund ; Pflug, Georg. / Time consistency and information monotonicitiy of multiperiod acceptability functionals. Advanced Financial Modelling. Hrsg. / Wolfgang J. Runggaldier ; Walter Schachermayer. Band 8 Walter de Gruyter, 2009. S. 347-369 (Radon Series on Computational and Applied Mathematics).

Pflug, Georg. / Version-independence and nested distributions in multistage stochastic optimization. in: SIAM Journal on Optimization. 2009 ; Band 20, Nr. 3. S. 1406-1420.

Schabauer, Hannes ; Pflug, Georg ; Hochreiter, Ronald. / Parallelization of Pricing Path-Dependent Financial Instruments on Bounded Trinomial Lattices. Proceedings of the 8th International Conference on Computational Science (ICCS 2008). 2008.

Wozabal, David ; Pflug, Georg. / Ambiguity in portfolio selection. in: Quantitative Finance. 2007 ; Band 7, Nr. 4. S. 435-442.

Hochreiter, Ronald ; Pflug, Georg ; Paulsen, Volkert. / Design and Management of Unit-linked Life Insurance Contracts with Guarantees. Handbook of asset and liability management. Hrsg. / William T. Ziemba ; Stavros A. Zenios. Band 2 Amsterdam, Oxford : Elsevier, 2007. S. 627-662

Hochreiter, Ronald ; Pflug, Georg. / Financial scenario generation for stochastic multi-stage decision processes as facility location problems. in: Annals of Operations Research. 2007 ; Band 152, Nr. 1. S. 257-272.

Kaniovski, Yuriy ; Murgia, Maurizio ; Pflug, Georg. / Introduction. in: Journal of Banking & Finance. 2007 ; Band 31, Nr. 8. S. 2231-2232.

Dempster, Maureen A H ; Mitra, Gautam ; Pflug, Georg. / Introduction to the special issue on financial planning in a dynamical setting. in: Quantitative Finance. 2007 ; Band 7, Nr. 2. S. 111-112.

Dempster, Maureen A H ; Mitra, Gautam ; Pflug, Georg. / Introduction to the special issue on portfolio construction and risk management. in: Quantitative Finance. 2007 ; Band 7, Nr. 4. S. 357-358.

Pflug, Georg ; Römisch, Werner. / Modeling, Measuring and Managing Risk. World Scientific Publishing, 2007. 301 S.

Kaniovski, Yuriy ; Pflug, Georg. / Risk Assessment for credit portfolios: A coupled Markov chain model. in: Journal of Banking & Finance. 2007 ; Band 31, Nr. 8. S. 2303-2323.

Hochrainer, Stefan ; Mechler, Reinhard ; Pflug, Georg. / Sovereign financial disaster risk management: the case of Mexico. in: Environmental Hazards. 2007 ; Band 7, Nr. 1. S. 40-53.

Pflug, Georg (Herausgeber*in). / Special Issue on Finance and Decisions. Elsevier BV, North-Holland, 2007. (Journal of Banking & Finance).

Pflug, Georg. / Subdifferential representations of risk measures. in: Mathematical Programming. 2007 ; Band 108, Nr. 2-3. S. 339-354.

Pflug, Georg ; Mirkov, Radoslava. / Tree approximations of stochastic dynamic programs. in: SIAM Journal on Optimization. 2007 ; Band 18, Nr. 3 (October 2007). S. 1082-1105.