Pflug G

Pflug G

Universität Wien - Vienna / Austria
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1423118
University of Vienna
person_outline Pflug G's MOST POPULAR ARTICLES
1-) Some remarks on the value-at-risk and the conditional value-at-risk Probabilistic constrained optimization: Methodology and applications, 272-281, 2000
2-) Increasing stress on disaster-risk finance due to large floods Nature Climate Change 4 (4), 264-268, 2014
3-) Optimization of stochastic models: the interface between simulation and optimization Springer Science & Business Media, 2012
4-) Modeling, measuring and managing risk World Scientific, 2007
5-) Scenario tree generation for multiperiod financial optimization by optimal discretization Mathematical programming 89, 251-271, 2001