Pflug GC, Pichler A (2012)

A distance for multistage stochastic optimization models

SIAM Journal on Optimization, 22(1):1-23 (2012) (Available online 5 January 2012) More

Kovacevic RM, Pflug GC (2011)

Does insurance help to escape the poverty trap? - A ruin theoretic approach

Journal of Risk and Insurance, 78(4):1003-1028 (December 2011) (Published online 29 November 2010) More

Hochrainer-Stigler S, Pflug GC, Mechler R (2011)

Beating the poverty trap

Options (IIASA, Laxenburg, Austria), Winter 2011/2012 More

Mechler R, Hochrainer S, Pflug GC, Lotsch A, Williges K (2010)

Assessing the Financial Vulnerability to Climate-related Natural Hazards

Policy Research Working Paper 5232, The World Bank, Washington DC, USA More

Hochrainer S, Pflug GC (2009)

Natural disaster risk bearing ability of governments: Consequences of kinked utility

Journal of Natural Disaster Science, 31(1):11-21 (January 2009) More

Pflug GC (2009)

Version-independence and nested distributions in multistage stochastic optimization

SIAM Journal on Optimization, 20(3):1406-1420 (11 November 2009) More

Hochrainer S, Mechler R, Pflug GC (2009)

Climate change and financial adaptation in Africa: Investigating the impact of climate change on the robustness of index-based microinsurance in Malawi

Mitigation and Adaptation Strategies for Global Change, 14(3):231-250 (March 2009) More

Hochrainer S, Mechler R, Pflug GC (2009)

Climate change and climate insurance. The case of Malawi (Abstract)

IOP Conference Series: Earth and Environmental Science, 6(42):422003 (1 February 2009) More

Hochrainer S, Mechler R, Pflug GC, Lotsch A (2008)

Investigating the Impact of Climate Change on the Robustness of Index-Based Microinsurance in Malawi

World Bank Policy Research Working Paper, No. 4631 [2008] More

Cardenas V, Hochrainer S, Mechler R, Pflug GC, Linnerooth-Bayer J (2007)

Sovereign financial disaster risk management: The case of Mexico

Environmental Hazards, 7(1):40-53 [2007] More

Pflug GC, Roemisch W (2007)

Modeling, Measuring and Managing Risk

World Scientific Publishing Company, London, U.K. [2007] More

Mechler R, Hochrainer S, Linnerooth-Bayer J, Pflug GC (2007)

Public Sector Financing of Disaster Risk

Final Report, submitted to the Austrian National Bank [2007] More

Marti K, Ermoliev Y, Makowski M, Pflug GC (2006)

Coping with Uncertainty. Modeling and Policy Issues

Springer-Verlag, Berlin, Germany [2006] More

Linnerooth-Bayer J, Mechler R, Pflug GC (2005)

Refocusing disaster aid

Science, 309(5737):1044-1046 (12 August 2005) More

Pflug GC (2005)

Optimal management of life insurance with guarantee

In Handbook of Assets and Liability Management, S.A. Zenios, W.T. Ziemba
North Holland: Elsevier Science, Oxford, UK [2005] More

Hochrainer S, Pflug GC (2005)

Optimizing Financial Strategies for Governments against the Economic Impacts of Natural Disasters in Developing Countries

Paper presented at the IIASA-DPRI Conference, Beijing, China 14-18 September 2005 [2005] More

Cardenas V, Hochrainer S, Mechler R, Pflug GC (2005)

Assessing the Financial Management of Public Sector Disaster Risk: The Mexican Case

Paper presented at the IIASA-DPRI Conference, Beijing, China, 14-18 September 2005 [2005] More

Pflug GC, Ruszczynski A (2004)

A risk measure for income processes

In Risk Measures for the 21st Century, G. Szegoe (ed.)
John Wiley & Sons Inc., New York, NY, USA, pp. 249-269 [2004] More

Pflug GC (2004)

Lotteries

In Encyclopedia of Actuarial Sciences, J. Teugels (ed.)
Wiley, Chicester, UK [2004] More

Hochrainer S, Mechler R, Pflug GC (2004)

Financial Natural Disaster Risk Management for Developing Countries

Paper presented at the XIII Annual Conference of European Association of Environmental and Resource Economics, Budapest, Hungary [2004] More

Freeman PK, Pflug GC (2003)

Infrastructure in developing and transition countries: Risk and protection

Risk Analysis, 23(3):601-610 [2003] More

Pflug GC (2003)

The value of perfect information as a risk measure

In Dynamic Stochastic Optimization, K. Marti, Y.M. Ermoliev, G.C. Pflug (eds)
Springer-Verlag, Heidelberg, Germany, pp. 275-293 [2003] More

Pflug GC (2003)

Stochastic optimization and statistical inference

In Handbook of Stochastic Optimization, A. Ruszczynski, A. Shapiro (eds)
Elsevier, Amsterdam, Netherlands, pp. 427-482 [2003] More

Marti K, Ermoliev YM, Pflug GC (eds) (2003)

Dynamic Stochastic Optimization

Springer-Verlag, Heidelberg, Germany [2003] More

Freeman PK, Martin LA, Linnerooth-Bayer J, Mechler R, Pflug GC, Warner-Merl NK (2003)

Disaster Risk Management: National Systems for the Comprehensive Management of Disaster Risk and Financial Strategies for Natural Disaster Reconstruction

Report prepared for the Inter-American Development Bank, Washington DC, USA [2003] More

Hochrainer S, Mechler R, Pflug GC (2003)

The IIASA model for the evaluation of financial disaster risk management instruments for developing countries

Proceedings of the Third DPRI-IIASA International Symposium on Integrated Disaster Risk Management - Coping with Regional Vulnerability,
3-5 July 2003, Kyoto International Conference Hall, Kyoto, Japan [2003] More

Pflug GC (2002)

Coherent risk measures and convex combinations of the conditional value at risk

Austrian Journal of Statistics, 31(1):73-75 [2002] More

Pflug GC, Rubinstein R (2002)

Inventory processes: Quasi regenerative property and sensitivity estimation

Stochastic Models, 18(3):469-496 [2002] More

Pflug GC (2002)

Stochastic optimization and statistical inference

In Handbook of Stochastic Optimization,
Elsevier, Amsterdam, Netherlands [2002] More

Pflug GC (2002)

Risk measures: An overview

In Encyclopedia of Financial Engineering and Risk Management,
Fitzroy Dearborn, London, UK [2002] More

Pflug GC (2002)

Measures of downside risk

In Encyclopedia of Financial Engineering and Risk Management,
Fitzroy Dearborn, London, UK [2002] More

Pflug GC (2002)

The score function method

In Encyclopedia of Statistical Sciences,
Kluwer Academic Publishers, Dordrecht, Netherlands [2002] More

Freeman PK, Martin LA, Linnerooth-Bayer J, Mechler R, Saldana S, Warner-Merl NK, Pflug GC (2002)

National Systems for Comprehensive Disaster Management: Financing Reconstruction

Phase II Background Study for the Inter-American Development Bank Regional Policy Dialogue. Inter-American Development Bank, Washington, DC, USA [2002] More

Pflug GC (2001)

Optimal scenario tree generation for multiperiod financial planning

Mathematical Programming, Series B, 89(2):251-271 [2001] More

Pflug GC, Mueller A (2001)

Asymptotic ruin probabilities for dependent claims

Insurance Mathematics and Economics, 728:1-12 [2001] More

Pflug GC (2001)

Discrete stochastic optimization

In Encyclopedia of Optimization, C.A. Floudas, P.M. Pardalos (eds)
Kluwer Academic Publishers, Dordrecht, Netherlands [2001] More

Pflug GC (2001)

Derivatives of Markov processes and their simulation

In Encyclopedia of Optimization, C.A. Floudas, P.M. Pardalos (eds)
Kluwer Academic Publishers, Dordrecht, Netherlands [2001] More

Pflug GC (2001)

Derivatives of probability measures

In Encyclopedia of Optimization, C.A. Floudas, P.M. Pardalos (eds)
Kluwer Academic Publishers, Dordrecht, Netherlands [2001] More

Pflug GC, Swietanowski A, Dockner EJ, Moritsch H (2000)

The AURORA financial management system: Model and parallel implementation design

Annals of Operations Research, 99:189-206 [2000] More

Pflug GC (2000)

Scenario tree generation for multiperiod financial optimization by optimal discretization

Mathematical Programming, Series B, 30(4):127-139 [2000] More

Pflug GC, Anisimov A (2000)

Z-theorems: Limits of stochastic equations

Bernoulli, 6(5):917-938 [2000] More

Pflug GC, Swietanowski A (2000)

Selected parallel optimization: Methods for financial management under uncertainty

Parallel Computing, 26:3-25 [2000] More

Pflug GC (2000)

Some remarks on the value-at-risk and the conditional value-at-risk

In Probabilistic Constrained Optimization: Methodology and Applications, S.P. Uryasev (ed.)
Kluwer Academic Publishers, Dordrecht, Netherlands, pp. 272-281 [2000] More

Pflug GC, Moritsch H, Siomak M (2000)

Asynchronous nested optimization algorithms and their parallel implementation

Proceedings of the International Symposium on Parallel Algorithms, Architectures and Networks,
10-15 December 2000, Dallas, Texas, USA [2000] More

Pflug GC, Swietanowski A (1999)

Dynamic asset allocation under uncertainty for pension fund management

Control and Cybernetics, 28(4):755-777 [1999] More

Gutjahr W, Hellmayr A, Pflug GC (1999)

Optimal stochastic single-machine-tardiness scheduling by stochastic branch-and-bound

European Journal of Operational Research, 117(2):396-413 [1999] More

Pflug GC (1999)

How to measure risk

In Modelling and Decisions in Economics: Essays in Honor of Franz Ferschl, U. Leopold-Wildburger, G. Feichtinger, K.-P. Kistner (eds)
Physica-Verlag, Heidelberg, Germany, pp. 39-59 [1999] More

Pflug GC, Swietanowski A (1999)

Asset-liability optimization for pension fund management

Operations Research Proceedings 1999, Selected Papers of the Symposium on Operations Research (SOR 99), K. Inderfurth et al. (eds)
1-3 September 1999, Magdeburg, Germany, Springer-Verlag, Heidelberg, Germany, pp. 124-135 [1999] More

Freeman PK, Pflug GC (1999)

Infrastructure in developing countries: Risk and protection

Proceedings of the EuroConference on Global Change and Catastrophe Risk Management: Flood Risks in Europe, A. Amendola, J. Linnerooth-Bayer (eds)
6-9 June 1999, IIASA, Laxenburg, Austria [1999] More

Pflug GC (1998)

Stochastic programs and statistical data

Annals of Operations Research, 85:59-78 [1998] More

Pflug GC, Ruszczynski A, Schultz R (1998)

On the Glivenko-Cantelli problem in stochastic programming: Linear recourse and extension

Mathematics of Operations Research, 23(1):204-220 [1998] More

Pflug GC, Futschik A (1998)

Distance testing for selecting the best population

Australian and New Zealand Journal of Statistics, 40(3):901-922 [1998] More

Pflug GC, Futschik A (1998)

The likelihood-ratio test for simple tree order: A useful asymptotic expansion

Journal of Statistical Planning and Inference, 70:57-68 [1998] More

Pflug GC, Ruszczynski A, Schultz R (1998)

On the Glivenko-Cantelli problem in stochastic programming: Mixed integer linear recourse

Mathematical Methods of Operations Research, 47:39-49 [1998] More

Pflug GC, Kaniovski YM (1998)

Limit theorems for stationary distributions of birth-and-death processes

Stochastic Models, 15(1):103-113 [1998] More

Pflug GC (1998)

Risk-reshaping contracts and stochastic optimization

Central European Journal of Operations Research, 5(3-4):205-230 [1998] More

Pflug GC, Norkin VI, Ruszczynski A (1998)

A branch and bound method for stochastic global optimization

Mathematical Programming, 83:425-450 [1998] More

Pflug GC (1997)

Coupling, ergodicity and sensitivity of Markov processes

Lecture Notes of the American Mathematical Society, 33:219-233 [1997] More

Pflug GC, Futschik A (1997)

Optimal allocation of simulation experiments in discrete stochastic optimization

European Journal of Operations Research, 101(2):245-260 [1997] More

Pflug GC (1997)

Stochastic approximation with multiple roots

Proceedings of Conference on System Identification - SYSID,
Fukuoka, Japan [1997] More

Kaniovski YM, Pflug GC (1997)

Limit Theorems for Stationary Distributions of Birth-and-Death Processes
IIASA Interim Report IR-97-041 (July 1997) More

Gutjahr W, Pflug GC, Ruszczynski A (1996)

Configurations of series-parallel networks with maximum reliability

Microelectronics and Reliability, 36(2):247-253 [1996] More

Gutjahr W, Pflug GC (1996)

Simulated annealing for noisy cost functions

Journal of Global Optimization, 8:1-13 [1996] More

Pflug GC (1996)

Optimization of Stochastic Models

Kluwer Academic Publishers, Dordrecht, Netherlands [1996] More

Pflug GC (1996)

Risk-Reshaping Contracts and Stochastic Optimization
IIASA Working Paper WP-96-142 (December 1996) More

Norkin VI, Pflug GC, Ruszczynski A (1996)

A Branch and Bound Method for Stochastic Global Optimization
IIASA Working Paper WP-96-065 (June 1996) More

Pflug GC (1996)

Metric Entropy and Nonasymptotic Confidence Bands in Stochastic Programming
IIASA Working Paper WP-96-034 (April 1996) More

Futschik A, Pflug GC (1996)

Asymptotically Optimal Allocation of Simulation Experiments in Discrete Stochastic Optimization
IIASA Working Paper WP-96-023 (March 1996) More

Pflug GC, Ruszczynski A, Schultz R (1996)

On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions
IIASA Working Paper WP-96-020 (February 1996) More

Pflug GC (1995)

Asymptotic stochastic programs

Mathematics of Operations Research, 20(4):769-789 [1995] More

Pflug GC (1995)

Random planar shapes and their statistical recognition

Annals of Mathematics and Artificial Intelligence, 13:267-279 [1995] More

Kaniovski YM, Pflug GC (1995)

Non-standard limit theorems for urn models and stochastic approximation procedures

Stochastic Models, 11(1):79-102 [1995] More

Futschik A, Pflug GC (1995)

Confidence sets for discrete stochastic optimization

Annals of Operations Research, 56:95-108 [1995] More

Kaniovski YM, Pflug GC (1995)

Non-Standard Limit Theorems for Urn Models and Stochastic Approximation Procedures
IIASA Reprint RP-95-008 ( 1995) More

Pflug GC, Ruszczynski A, Schultz R (1995)

On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse
IIASA Working Paper WP-95-003 (January 1995) More

Goldstein JR, Lutz W, Pflug GC (1994)

Estimating the Uncertainty in Population Projections by Resampling Methods
IIASA Working Paper WP-94-106 (October 1994) More

Pflug GC (1994)

Adaptive Design in Discrete Stochastic Optimization
IIASA Working Paper WP-94-059 (July 1994) More

Gutjahr W, Pflug GC, Ruszczynski A (1993)

Configurations of Series-Parallel Networks with Maximum Reliability
IIASA Working Paper WP-93-060 (October 1993) More

Kaniovski YM, Pflug GC (1992)

Non-standard Limit Theorems for Stochastic Approximation Procedures and Their Applications for Urn Schemes
IIASA Working Paper WP-92-025 (March 1992) More

Pflug GC (1991)

Asymptotic Dominance and Confidence for Solutions of Stochastic Programs
IIASA Working Paper WP-91-048 (December 1991) More

Pflug GC (1983)

On the Determination of the Step Size in Stochastic Quasigradient Methods
IIASA Collaborative Paper CP-83-025 (May 1983) More