Browse by Author
Maggioni, F., Dabbene, F. & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550
(2025).
Sampling methods for multi-stage robust optimization problems.
Annals of Operations Research 10.1007/s10479-025-06545-4.
Chapagain, D., Bharati, L., Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578, K.C., S., Pflug, G.
ORCID: https://orcid.org/0000-0001-8215-3550 & Borgemeister, C.
(2024).
Understanding the role of climate change in disaster mortality: Empirical evidence from Nepal.
Climate Risk Management 46, e100669. 10.1016/j.crm.2024.100669.
Kiparisov, P. ORCID: https://orcid.org/0000-0003-1223-7964, Lagutov, V. & Pflug, G.
ORCID: https://orcid.org/0000-0001-8215-3550
(2023).
Quantification of Loss of Access to Critical Services during Floods in Greater Jakarta: Integrating Social, Geospatial, and Network Perspectives.
Remote Sensing 15 (21), e5250. 10.3390/rs15215250.
Bachner, G., Knittel, N., Poledna, S., Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Reiter, K. & Pflug, G.
ORCID: https://orcid.org/0000-0001-8215-3550
(2022).
Revealing the indirect risks of flood events: A multi-model assessment for Austria.
IIASA Report.
Laxenburg, Austria: IIASA
Bachner, G., Knittel, N., Poledna, S., Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Reiter, K. & Pflug, G.
ORCID: https://orcid.org/0000-0001-8215-3550
(2022).
Revealing the indirect risks of flood events: A multi-model assessment for Austria.
Wegener Center Verlag, University of Graz
, Austria.
Canedo-Rosso, C., Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Pflug, G.
ORCID: https://orcid.org/0000-0001-8215-3550, Condori, B. & Berndtsson, R.
(2021).
Drought impact in the Bolivian Altiplano agriculture associated with the El Niño–Southern Oscillation using satellite imagery data.
Natural Hazards and Earth System Sciences Discussions 21 (3), 995-1010. 10.5194/nhess-21-995-2021.
Liu, H., Tatano, H., Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550 & Hochrainer-Stigler, S.
ORCID: https://orcid.org/0000-0002-9929-8171
(2021).
Post-disaster Recovery in Industrial Sectors: A Markov Process Analysis of Multiple Lifeline Disruptions.
Reliability Engineering & System Safety 206, e107299. 10.1016/j.ress.2020.107299.
Guzmics, S. & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550
(2020).
A new extreme value copula and new families of univariate distributions based on Freund’s exponential model.
Dependence Modeling 8 (1), 330-360. 10.1515/demo-2020-0018.
Maier, S., Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550 & Polak, J.W.
(2020).
Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties.
European Journal of Operational Research 1 (16), 133-147. 10.1016/j.ejor.2019.01.055.
Glanzer, M. & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550
(2020).
Multiscale stochastic optimization: modeling aspects and scenario generation.
Computational Optimization and Applications 74, 1-34. 10.1007/s10589-019-00135-4.
Escobar, D.D. & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550
(2020).
The distortion principle for insurance pricing: properties, identification and robustness.
Annals of Operations Research 292, 771-794. 10.1007/s10479-018-3119-1.
Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Colon, C.
ORCID: https://orcid.org/0000-0002-4132-4648, Boza, G.
ORCID: https://orcid.org/0000-0001-6453-8254, Brännström, Å., Linnerooth-Bayer, J., Pflug, G.
ORCID: https://orcid.org/0000-0001-8215-3550, Poledna, S., Rovenskaya, E.
ORCID: https://orcid.org/0000-0002-2761-3443 & Dieckmann, U.
ORCID: https://orcid.org/0000-0001-7089-0393
(2019).
Measuring, modeling, and managing systemic risk: the missing aspect of human agency.
Journal of Risk Research, 1-17. 10.1080/13669877.2019.1646312.
Cooper, M.W., Brown, M.E., Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Pflug, G.
ORCID: https://orcid.org/0000-0001-8215-3550, McCallum, I.
ORCID: https://orcid.org/0000-0002-5812-9988, Fritz, S.
ORCID: https://orcid.org/0000-0003-0420-8549, Silva, J. & Zvoleff, A.
(2019).
Mapping the effects of drought on child stunting.
Proceedings of the National Academy of Sciences, e201905228. 10.1073/pnas.1905228116.
Geiersbach, C. & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550
(2019).
Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces.
SIAM Journal on Optimization 29 (3), 2079-2099. 10.1137/18M1200208.
Birghila, C. & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550
(2019).
Optimal XL-insurance under Wasserstein-type ambiguity.
Insurance: Mathematics and Economics 88, 30-43. 10.1016/j.insmatheco.2019.05.005.
Guzmics, S. & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550
(2019).
Modelling cascading effects for systemic risk: Properties of the Freund copula.
Dependence Modeling 7 (1), 24-44. 10.1515/demo-2019-0002.
Maggioni, F. & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550
(2019).
Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs.
SIAM Journal on Optimization 29 (1), 454-483. 10.1137/17M1140601.
van Ackooij, W., Escobar, D.D., Glanzer, M. & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550
(2019).
Distributionally robust optimization with multiple time scales: valuation of a thermal power plant.
Computational Management Science 10.1007/s10287-019-00358-0.
Glanzer, M., Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550 & Pichler, A.
(2019).
Incorporating statistical model error into the calculation of acceptability prices of contingent claims.
Mathematical Programming 174 (1-2), 499-524. 10.1007/s10107-018-1352-7.
Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Pflug, G.
ORCID: https://orcid.org/0000-0001-8215-3550, Dieckmann, U.
ORCID: https://orcid.org/0000-0001-7089-0393, Rovenskaya, E.
ORCID: https://orcid.org/0000-0002-2761-3443, Thurner, S., Poledna, S., Boza, G.
ORCID: https://orcid.org/0000-0001-6453-8254, Linnerooth-Bayer, J. & Brännström, Å.
(2018).
Integrating Systemic Risk and Risk Analysis Using Copulas.
International Journal of Disaster Risk Science 9 (4), 561-567. 10.1007/s13753-018-0198-1.
Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550 & Pichler, A.
(2018).
Systemic risk and copula models.
Central European Journal of Operations Research 26 (2), 465-483. 10.1007/s10100-018-0525-z.
Gaupp, F., Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550, Hochrainer-Stigler, S.
ORCID: https://orcid.org/0000-0002-9929-8171, Hall, J. & Dadson, S.
(2017).
Dependency of Crop Production between Global Breadbaskets: A Copula Approach for the Assessment of Global and Regional Risk Pools.
Risk Analysis 37 (11), 2212-2228. 10.1111/risa.12761.
Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550, Timonina-Farkas, A. & Hochrainer-Stigler, S.
ORCID: https://orcid.org/0000-0002-9929-8171
(2017).
Incorporating model uncertainty into optimal insurance contract design.
Insurance: Mathematics and Economics 73, 68-74. 10.1016/j.insmatheco.2016.11.008.
Martins, M.A., Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171 & Pflug, G.
ORCID: https://orcid.org/0000-0001-8215-3550
(2017).
Vulnerability of Agricultural Production in the Brazilian Semi-Arid: An empirical approach including risk.
IDRiM 7 (1), 1-23. 10.5595/idrim.2017.0174.
Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Mochizuki, J.
ORCID: https://orcid.org/0000-0003-1000-4251 & Pflug, G.
ORCID: https://orcid.org/0000-0001-8215-3550
(2016).
Impacts of Global and Climate Change Uncertainties for Disaster Risk Projections: A Case Study on Rainfall-Induced Flood Risk in Bangladesh.
Journal of Extreme Events 3 (1), art.no.1650004. 10.1142/S2345737616500044.
Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550 & Thoma, P.
(2016).
Efficient calculation of the Greeks for exponential Lévy processes: an application of measure valued differentiation.
Quantitative Finance 16 (2), 247-257. 10.1080/14697688.2015.1114364.
Gross, P. & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550
(2016).
Behavioral pricing of energy swing options by stochastic bilevel optimization.
Energy Systems, 1-26. 10.1007/s12667-016-0190-z.
Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Lorant, A., Petrescu, E.-C., Timonina, A., Pflug, G.
ORCID: https://orcid.org/0000-0001-8215-3550, Ioncica, M., Jongman, B. & Rodrigues, R.
(2016).
Flood Risk: The EUSF and Romania.
In:
Novel Multi-Sector Partnerships in Disaster Risk Management. Results of the ENHANCE project.
Eds. Aerts, Jeroen & Mysiak, Jaroslav,
pp. 251-265 Brussels, Belgium: EU FP7 project ENHANCE.
Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550 & Pichler, A.
(2015).
Dynamic generation of scenario trees.
Computational Optimization and Applications 62 (3), 641-668. 10.1007/s10589-015-9758-0.
Borgomeo, E., Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550, Hall, J.W. & Hochrainer-Stigler, S.
ORCID: https://orcid.org/0000-0002-9929-8171
(2015).
Assessing water resource system vulnerability to unprecedented hydrological drought using copulas to characterize drought duration and deficit.
Water Resources Research 51 (11), 8927-8948. 10.1002/2015WR017324.
Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171 & Pflug, G.
ORCID: https://orcid.org/0000-0001-8215-3550
(2015).
Copula Approaches for Risk Assessment and Management.
In: Systems Analysis 2015 - A Conference in Celebration of Howard Raiffa, 11 -13 November, 2015, Laxenburg, Austria.
Timonina, A., Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Pflug, G.
ORCID: https://orcid.org/0000-0001-8215-3550, Jongman, B. & Rojas, R.
(2015).
Structured coupling of probability loss distributions: assessing joint flood risk in multiple river basins.
Risk Analysis 35 (11), 2102-2119. 10.1111/risa.12382.
Kovacevic, R.M. & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550
(2015).
Measuring systemic risk: structural approaches.
In:
Quantitative Financial Risk Management: Theory and Practice.
Eds. Zopounidis, C & (Eds.), G. Galariotis,
pp. 1-21 Hoboken, NJ, USA: John Wiley & Sons.
ISBN 9781118738184 10.1002/9781119080305.ch1.
Hochrainer-Stigler, S. ORCID: https://orcid.org/0000-0002-9929-8171, Mechler, R.
ORCID: https://orcid.org/0000-0003-2239-1578 & Pflug, G.
ORCID: https://orcid.org/0000-0001-8215-3550
(2010).
Assessing current and future impacts of climate-related extreme events. The case of Bangladesh.
IIASA Interim Report.
IIASA, Laxenburg, Austria: IR-09-030
Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550, Ruszczynski, A. & Schultz, R.
(1998).
On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions.
Mathematics of Operations Research 23 (1), 204-220. 10.1287/moor.23.1.204.
Futschik, A. & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550
(1998).
Theory & Methods: Distance Testing for Selecting the Best Population.
Australian & New Zealand Journal of Statistics 40 (4), 443-464. 10.1111/1467-842X.00049.
Futschik, A. & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550
(1997).
Optimal allocation of simulation experiments in discrete stochastic optimization and approximative algorithms.
European Journal of Operational Research 101 (2), 245-260. 10.1016/S0377-2217(96)00396-7.
Frohberg, K. & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550
(1985).
Modeling Agricultural Production for Policy Analysis.
In:
Identification and System Parameter Estimation.
pp. 1977-1982 York: IFAC.
ISBN 0080325424