Georg Pflug

Georg Pflug joined the Adaptation and Optimization Project in January 1990 to work on the optimization of stochastic systems and computationally intensive methods in simulation and optimization. He is currently working in the Risk, Modeling and Society Program.

Dr. Pflug studied mathematics and law at the University of Vienna. He received his master's degree in 1974, his doctorate in mathematics and statistics in 1975, and his "Habilitation" in 1981.

From 1982 to 1988, he was Professor for probability and statistics at the University of Gießen, Germany. In 1985 he was Guest Professor at Michigan State University, USA. He took on a Professorship at the University of Vienna, Department of Statistics and Computer Science in 1988.

Dr. Pflug has held guest professorships at the University of California at Davis, USA (1993), the Université de Rennes, France (1994), Technion-Israel (Institute of Technology), Haifa, Israel (1998), and Princeton University, USA (2001).


Last update: 25-SEP-2007

Pflug,G.C. Wets,R.J.-B. (2013)

Shape-restricted nonparametric regression with overall noisy measurements ... More

Hochrainer-Stigler,S. Pflug,G. (2012)

Risk management against extremes in a changing environment: A risk-layer approach using copulas ... More

Pflug,G.C. Pichler,A. (2012)

A distance for multistage stochastic optimization models ... More

Mechler,R. Hochrainer,S. Linnerooth-Bayer,J. Pflug,G. (2012)

Public sector financial vulnerability to disasters: The IIASA CATSIM model ... More

Kovacevic,R.M. Pflug,G.C. (2011)

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

Hochrainer-Stigler,S. Pflug,G.C. Mechler,R. (2011)

Beating the poverty trap ... More

Mechler,R. Hochrainer,S. Pflug,G.C. Lotsch,A. Williges,K. (2010)

Assessing the Financial Vulnerability to Climate-related Natural Hazards ... More

Hochrainer,S. Pflug,G.C. (2009)

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

Pflug,G.C. (2009)

Version-independence and nested distributions in multistage stochastic optimization ... More

Hochrainer,S. Mechler,R. Pflug,G.C. (2009)

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

Hochrainer,S. Mechler,R. Pflug,G.C. (2009)

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

Hochrainer,S. Mechler,R. Pflug,G.C. Lotsch,A. (2008)

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

Cardenas,V. Hochrainer,S. Mechler,R. Pflug,G.C. Linnerooth-Bayer,J. (2007)

Sovereign financial disaster risk management: The case of Mexico ... More

Pflug,G.C. Roemisch,W. (2007)

Modeling, Measuring and Managing Risk ... More

Mechler,R. Hochrainer,S. Linnerooth-Bayer,J. Pflug,G.C. (2007)

Public Sector Financing of Disaster Risk ... More

Marti,K. Ermoliev,Y. Makowski,M. Pflug,G.C. (2006)

Coping with Uncertainty. Modeling and Policy Issues ... More

Linnerooth-Bayer,J. Mechler,R. Pflug,G.C. (2005)

Refocusing disaster aid ... More

Pflug,G.C. (2005)

Optimal management of life insurance with guarantee ... More

Hochrainer,S. Pflug,G.C. (2005)

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

Cardenas,V. Hochrainer,S. Mechler,R. Pflug,G.C. (2005)

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

Pflug,G.C. Ruszczynski,A. (2004)

A risk measure for income processes ... More

Pflug,G.C. (2004)

Lotteries ... More

Hochrainer,S. Mechler,R. Pflug,G.C. (2004)

Financial Natural Disaster Risk Management for Developing Countries ... More

Freeman,P.K. Pflug,G.C. (2003)

Infrastructure in developing and transition countries: Risk and protection ... More

Pflug,G.C. (2003)

The value of perfect information as a risk measure ... More

Pflug,G.C. (2003)

Stochastic optimization and statistical inference ... More

Marti,K. Ermoliev,Y.M. Pflug,G.C. (2003)

Dynamic Stochastic Optimization ... More

Freeman,P.K. Martin,L.A. Linnerooth-Bayer,J. Mechler,R. Pflug,G.C. Warner-Merl,N.K. (2003)

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

Hochrainer,S. Mechler,R. Pflug,G.C. (2003)

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

Pflug,G.C. (2002)

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

Pflug,G.C. Rubinstein,R. (2002)

Inventory processes: Quasi regenerative property and sensitivity estimation ... More

Pflug,G.C. (2002)

Stochastic optimization and statistical inference ... More

Pflug,G.C. (2002)

Risk measures: An overview ... More

Pflug,G.C. (2002)

Measures of downside risk ... More

Pflug,G.C. (2002)

The score function method ... More

Freeman,P.K. Martin,L.A. Linnerooth-Bayer,J. Mechler,R. Saldana,S. Warner-Merl,N.K. Pflug,G.C. (2002)

National Systems for Comprehensive Disaster Management: Financing Reconstruction ... More

Pflug,G.C. (2001)

Optimal scenario tree generation for multiperiod financial planning ... More

Pflug,G.C. Mueller,A. (2001)

Asymptotic ruin probabilities for dependent claims ... More

Pflug,G.C. (2001)

Discrete stochastic optimization ... More

Pflug,G.C. (2001)

Derivatives of Markov processes and their simulation ... More

Pflug,G.C. (2001)

Derivatives of probability measures ... More

Pflug,G.C. Swietanowski,A. Dockner,E.J. Moritsch,H. (2000)

The AURORA financial management system: Model and parallel implementation design ... More

Pflug,G.C. (2000)

Scenario tree generation for multiperiod financial optimization by optimal discretization ... More

Pflug,G.C. Anisimov,A. (2000)

Z-theorems: Limits of stochastic equations ... More

Pflug,G.C. Swietanowski,A. (2000)

Selected parallel optimization: Methods for financial management under uncertainty ... More

Pflug,G.C. (2000)

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

Pflug,G.C. Moritsch,H. Siomak,M. (2000)

Asynchronous nested optimization algorithms and their parallel implementation ... More

Pflug,G.C. Swietanowski,A. (1999)

Dynamic asset allocation under uncertainty for pension fund management ... More

Gutjahr,W. Hellmayr,A. Pflug,G.C. (1999)

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

Pflug,G.C. (1999)

How to measure risk ... More

Pflug,G.C. Swietanowski,A. (1999)

Asset-liability optimization for pension fund management ... More

Freeman,P.K. Pflug,G.C. (1999)

Infrastructure in developing countries: Risk and protection ... More

Pflug,G.C. (1998)

Stochastic programs and statistical data ... More

Pflug,G.C. Ruszczynski,A. Schultz,R. (1998)

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

Pflug,G.C. Futschik,A. (1998)

Distance testing for selecting the best population ... More

Pflug,G.C. Futschik,A. (1998)

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

Pflug,G.C. Ruszczynski,A. Schultz,R. (1998)

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

Pflug,G.C. Kaniovski,Y.M. (1998)

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

Pflug,G.C. (1998)

Risk-reshaping contracts and stochastic optimization ... More

Pflug,G.C. Norkin,V.I. Ruszczynski,A. (1998)

A branch and bound method for stochastic global optimization ... More

Pflug,G.C. (1997)

Coupling, ergodicity and sensitivity of Markov processes ... More

Pflug,G.C. Futschik,A. (1997)

Optimal allocation of simulation experiments in discrete stochastic optimization ... More

Pflug,G.C. (1997)

Stochastic approximation with multiple roots ... More

Kaniovski,Y.M. Pflug,G.C. (1997)

Limit Theorems for Stationary Distributions of Birth-and-Death Processes ... More

Gutjahr,W. Pflug,G.C. Ruszczynski,A. (1996)

Configurations of series-parallel networks with maximum reliability ... More

Gutjahr,W. Pflug,G.C. (1996)

Simulated annealing for noisy cost functions ... More

Pflug,G.C. (1996)

Optimization of Stochastic Models ... More

Pflug,G.C. (1996)

Risk-Reshaping Contracts and Stochastic Optimization ... More

Norkin,V.I. Pflug,G.C. Ruszczynski,A. (1996)

A Branch and Bound Method for Stochastic Global Optimization ... More

Pflug,G.C. (1996)

Metric Entropy and Nonasymptotic Confidence Bands in Stochastic Programming ... More

Futschik,A. Pflug,G.C. (1996)

Asymptotically Optimal Allocation of Simulation Experiments in Discrete Stochastic Optimization ... More

Pflug,G.C. Ruszczynski,A. Schultz,R. (1996)

On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions ... More

Pflug,G.C. (1995)

Asymptotic stochastic programs ... More

Pflug,G.C. (1995)

Random planar shapes and their statistical recognition ... More

Kaniovski,Y.M. Pflug,G.C. (1995)

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

Futschik,A. Pflug,G.C. (1995)

Confidence sets for discrete stochastic optimization ... More

Kaniovski,Y.M. Pflug,G.C. (1995)

Non-Standard Limit Theorems for Urn Models and Stochastic Approximation Procedures ... More

Pflug,G.C. Ruszczynski,A. Schultz,R. (1995)

On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse ... More

Goldstein,J.R. Lutz,W. Pflug,G.C. (1994)

Estimating the Uncertainty in Population Projections by Resampling Methods ... More

Pflug,G.C. (1994)

Adaptive Design in Discrete Stochastic Optimization ... More

Gutjahr,W. Pflug,G.C. Ruszczynski,A. (1993)

Configurations of Series-Parallel Networks with Maximum Reliability ... More

Kaniovski,Y.M. Pflug,G.C. (1992)

Non-standard Limit Theorems for Stochastic Approximation Procedures and Their Applications for Urn Schemes ... More

Pflug,G.C. (1991)

Asymptotic Dominance and Confidence for Solutions of Stochastic Programs ... More

Pflug,G.C. (1983)

On the Determination of the Step Size in Stochastic Quasigradient Methods ... More