PUBLIKATIONEN

Kovacevic, Raimund ; Pflug, Georg ; Gross, Peter. / Energy Markets. Handbook of Risk Management in Energy Production and Trading. Hrsg. / Raimund Kovacevic ; Georg Pflug ; Maria Teresa Vespucci. Band 199 Springer, 2013. S. 3-24 (International Series in Operations Research & Management Science).

Kovacevic, Raimund ; Pflug, Georg ; Vespucci, Maria Teresa. / Handbook of Risk Management in Energy Production and Trading. Springer, 2013. (International series in operations research & management science).

Kovacevic, Raimund ; Pflug, Georg. / Pricing of Energy Contracts - from Replication Pricing to Swing Option Pricing. Handbook of Risk Management in Energy Production and Trading. Hrsg. / Raimund Kovacevic ; Georg Pflug ; Maria Teresa Vespucci. Springer, 2013. S. 387-412 (International Series in Operations Research & Management Science).

Hochrainer-Stigler, Stefan ; Pflug, Georg ; Lugeri, Nicola. / Flood Risk in a Changing Climate: A Multilevel Approach for Risk Management. Integrated Catastrophe Risk Modeling: Supporting Policy Processes. Hrsg. / Aniello Amendola ; Tatiana Ermolieva ; Joanne Linnerooth-Bayer ; Reinhard Mechler. Band 32 1. Aufl. Berlin : Springer Netherlands, 2013. S. 263-279 (Advances in natural and technological hazards research).

Hochrainer, Stefan ; Mechler, Reinhard ; Pflug, Georg. / Modeling Macro Scale Disaster Risk: The CATSIM Model. Integrated Catastrophe Risk Modeling: Supporting Policy Processes. Hrsg. / Aniello Amendola ; Tatiana Ermolieva ; Joanne Linneroth-Bayer ; Reinhard Mechler. Springer Netherlands, 2013. S. 119-143

Pflug, Georg ; Hochrainer, Stefan ; Mechler, Reinhard. / Public sector fiscal vulnerability to disasters: The CATSIM model. Measuring Vulnerability to Natural Hazards. Hrsg. / Jörn Birkmann. UN University Press, 2013. S. 479-504

Pflug, Georg ; Wets, Roger J.-B. / Shape-restricted nonparametric regression with overall noisy measurements. in: Journal of Nonparametric Statistics. 2013 ; Band 25, Nr. 2. S. 323-338.

Pflug, Georg ; Pichler, Alois. / A distance for multi-stage stochastic optimization models. in: SIAM Journal on Optimization. 2012 ; Band 22, Nr. 1. S. 1-22.

Pflug, Georg. / Optimal Decision Making. in: Computational Management Science. 2012 ; Band 9, Nr. 2.

Pflug, Georg ; Hochrainer, Stefan. / Risk management against extremes in a changing environment: A risk-layer approach using copulas. in: Environmetrics. 2012 ; Band 23, Nr. 8. S. 663-672.

Pflug, Georg ; Pichler, Alois ; Wozabal, David. / The 1/N investment strategy is optimal under high model ambiguity. in: Journal of Banking & Finance. 2012 ; Band 36, Nr. 2. S. 410-417.

Kovacevic, Raimund ; Pflug, Georg. / Does insurance help to escape the poverty trap? – A ruin theoretic approach. in: Journal of Risk and Insurance. 2011 ; Band 78, Nr. 4. S. 1003 - 1028.

Pflug, Georg ; Pichler, Alois. / Approximations for Probability Distributions and Stochastic Optimization Problems. International Series in Operations Research & Management Science, Stochastic Optimization Methods in Finance and Energy. Hrsg. / M. Bertocchi ; G. Consigli ; M.A. Dempster. New York : Springer, 2011. S. 343-387

Pflug, Georg ; Hochreiter, Ronald ; Wozabal, David. / A D.C. Formulation of Value-at-Risk constrained Optimization. in: Optimization: a journal of mathematical programming and operations research. 2010 ; Band 59, Nr. 3. S. 377-400.

Pflug, Georg ; Hochrainer, Stefan ; Mechler, Reinhard. / Assessing Current and Future Risks due to Climate-related Extreme Events and Global Change The Case of Bangladesh. in: Risk Analysis. 2010.

Pflug, Georg ; Wozabal, Nancy. / Asymptotic distribution of law-invariant risk functionals. in: Finance and Stochastics. 2010 ; Band 14, Nr. 3. S. 397-418.

Wozabal, Nancy ; Pflug, Georg. / Consistency of risk measures. in: Finance and Stochastics. 2010 ; Band 14. S. 379-418.

Schaller, Peter ; Pflug, Georg. / A note on pivotal Value-at-Risk estimates. in: Statistics and Decisions: an international mathematical journal for stochastic methods and models. 2009 ; Band 27, Nr. 3. S. 201-209.

Pflug, Georg ; Kaniovski, Yuriy. / Approximating credit portfolio loss distributions using empirical estimates for correlated rating transitions. in: Stochastic Programming E-Print Series. 2009.

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.