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Pflug G
Pflug G
Professor Statistics and OR
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Some remarks on the value-at-risk and the conditional value-at-risk
GC Pflug
Probabilistic constrained optimization: Methodology and applications, 272-281, 2000
11942000
Increasing stress on disaster-risk finance due to large floods
B Jongman, S Hochrainer-Stigler, L Feyen, JCJH Aerts, R Mechler, ...
Nature Climate Change 4 (4), 264-268, 2014
6362014
Optimization of stochastic models: the interface between simulation and optimization
GC Pflug
Springer Science & Business Media, 2012
5782012
Modeling, measuring and managing risk
GC Pflug, W Romisch
World Scientific, 2007
5652007
Scenario tree generation for multiperiod financial optimization by optimal discretization
GC Pflug
Mathematical programming 89, 251-271, 2001
4912001
Value-at-risk in portfolio optimization: properties and computational approach
AA Gaivoronski, G Pflug
Journal of risk 7 (2), 1-31, 2005
4552005
A branch and bound method for stochastic global optimization
VI Norkin, GC Pflug, A Ruszczyński
Mathematical programming 83, 425-450, 1998
4511998
Multistage stochastic optimization
GC Pflug, A Pichler
Springer International Publishing, 2014
3452014
Stochastic approximation and optimization of random systems
L Ljung, G Pflug, H Walk
Birkhäuser, 2012
3262012
Ambiguity in portfolio selection
G Pflug, D Wozabal
Quantitative Finance 7 (4), 435-442, 2007
3262007
The 1/N investment strategy is optimal under high model ambiguity
GC Pflug, A Pichler, D Wozabal
Journal of Banking & Finance 36 (2), 410-417, 2012
2582012
Refocusing disaster aid
J Linnerooth-Bayer, R Mechler, G Pflug
Science 309 (5737), 1044-1046, 2005
2482005
Financial scenario generation for stochastic multi-stage decision processes as facility location problems
R Hochreiter, GC Pflug
Annals of Operations Research 152, 257-272, 2007
2022007
A distance for multistage stochastic optimization models
GC Pflug, A Pichler
SIAM Journal on Optimization 22 (1), 1-23, 2012
1932012
Some remarks on the value-at-risk and the Conditional value-at-risk, Probabilistic Constrained Optimization: Methodology and Applications
GC Pflug
Kluwer Academic Publishers 38, 272-281, 2000
1632000
Simulated annealing for noisy cost functions
WJ Gutjahr, GC Pflug
Journal of global optimization 8, 1-13, 1996
1571996
Mapping the effects of drought on child stunting
MW Cooper, ME Brown, S Hochrainer-Stigler, G Pflug, I McCallum, S Fritz, ...
Proceedings of the National Academy of Sciences 116 (35), 17219-17224, 2019
1392019
Sovereign financial disaster risk management: The case of Mexico
V Cardenas, S Hochrainer, R Mechler, G Pflug, J Linnerooth-Bayer
Environmental Hazards 7 (1), 40-53, 2007
1202007
Dynamic generation of scenario trees
GC Pflug, A Pichler
Computational Optimization and Applications 62, 641-668, 2015
1142015
Disaster risk management: national systems for the comprehensive management of disaster risk and financial strategies for natural disaster reconstruction
K Warner, G Pflug, LA Martin, J Linnerooth-Bayer, P Freeman, R Mechler
Inter-American Development Bank, 2003
1062003
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