Items where IIASA Author is "Pflug, Georg"

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Article

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., 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.

Birghila, C., Pflug, G ORCID: https://orcid.org/0000-0001-8215-3550 & Hochrainer-Stigler, S. (2022). Risk‐layering and optimal insurance uptake under ambiguity: With an application to farmers exposed to drought risk in Austria. Risk Analysis, 1-17. 10.1111/risa.13884.

Canedo-Rosso, C., Hochrainer-Stigler, S., 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. (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., 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., 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., 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., 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. (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. & 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., 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.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Pichler, A. (2016). Time-inconsistent multistage stochastic programs: Martingale bounds. European Journal of Operational Research 249 (1), 155-163. 10.1016/j.ejor.2015.02.033.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Pichler, A. (2016). Time-consistent decisions and temporal decomposition of coherent risk functionals. Mathematics of Operations Research 41 (2), 682-699. 10.1287/moor.2015.0747.

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. (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.

Timonina, A., Hochrainer-Stigler, S., 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.

Jongman, B., Hochrainer-Stigler, S., Feyen, L., Aerts, J.C.J.H., Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578, Botzen, W.J.W., Bouwer, L.M., Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Rojas, R. & Ward, P.J. (2014). Reply to 'Statistics of flood risk'. Nature Climate Change 4 (10), 844-845. 10.1038/nclimate2376.

Kovacevic, R.M. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2014). Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches. European Journal of Operational Research 237 (2), 389-403. 10.1016/j.ejor.2013.12.029.

Analui, B. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2014). On distributionally robust multiperiod stochastic optimization. Computational Management Science 11 (3), 197-220. 10.1007/s10287-014-0213-y.

Jongman, B., Hochrainer-Stigler, S., Feyen, L., Aerts, J.C.J.H., Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578, Botzen, W.J.W., Bouwer, L.M., Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Rojas, R. & Ward, P.J. (2014). Increasing stress on disaster-risk finance due to large floods. Nature Climate Change 4 (4), 264-268. 10.1038/nclimate2124.

Hochrainer-Stigler, S., Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578, Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Williges, K. (2014). Funding public adaptation to climate-related disasters. Estimates for a global fund. Global Environmental Change 25, 87-96. 10.1016/j.gloenvcha.2014.01.011.

Kovacevic, R.M. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2014). Are time consistent valuations information monotone? International Journal of Theoretical and Applied Finance 17 (1) 10.1142/S0219024914500034.

Hochrainer-Stigler, S., van der Velde, M., Fritz, S. ORCID: https://orcid.org/0000-0003-0420-8549 & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2014). Remote sensing data for managing climate risks: Index-based insurance and growth related applications for smallhold-farmers in Ethiopia. Climate Risk Management 6, 27-38. 10.1016/j.crm.2014.09.002.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Wets, R.J.-B. (2013). Shape-restricted nonparametric regression with overall noisy measurements. Journal of Nonparametric Statistics 25 (2), 323-338. 10.1080/10485252.2012.754890.

Hochrainer-Stigler, S. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2012). Risk management against extremes in a changing environment: A risk-layer approach using copulas. Environmetrics 23 (8), 663-672. 10.1002/env.2182.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Pichler, A. (2012). A distance for multistage stochastic optimization models. SIAM Journal on Optimization 22 (1), 1-23. 10.1137/110825054.

Kovacevic, R.M. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2011). Does insurance help to escape the poverty trap? - A ruin theoretic approach. Journal of Risk and Insurance 78 (4), 1003-1028. 10.1111/j.1539-6975.2010.01396.x.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2009). Version-independence and nested distributions in multistage stochastic optimization. SIAM Journal on Optimization 20 (3), 1406-1420. 10.1137/080718401.

Hochrainer-Stigler, S., Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578 & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (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. 10.1007/s11027-008-9162-5.

Hochrainer-Stigler, S. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2009). Natural disaster risk bearing ability of governments: Consequences of kinked utility. Journal of Natural Disaster Science 31 (1), 11-21.

Cardenas, V., Hochrainer-Stigler, S., Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578, Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Linnerooth-Bayer, J. (2007). Sovereign financial disaster risk management: The case of Mexico. Environmental Hazards 7 (1), 40-53. 10.1016/j.envhaz.2007.04.005.

Linnerooth-Bayer, J., Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578 & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2005). Refocusing disaster aid. Science 309 (5737), 1044-1046. 10.1126/science.1116783.

Freeman, P.K. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2003). Infrastructure in developing and transition countries: Risk and protection. Risk Analysis 23 (3), 601-610.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2002). Coherent risk measures and convex combinations of the conditional value at risk. Austrian Journal of Statistics 31 (1), 73-75. 10.17713/ajs.v31i1.471.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Rubinstein, R. (2002). Inventory processes: Quasi regenerative property and sensitivity estimation. Stochastic Models 18 (3), 469-496.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Mueller, A. (2001). Asymptotic ruin probabilities for dependent claims. Insurance: Mathematics and Economics 28 (3), 381-392. 10.1016/S0167-6687(01)00063-4.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2001). Optimal scenario tree generation for multiperiod financial planning. Mathematical Programming, Series B 89 (2), 251-271.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Swietanowski, A. (2000). Selected parallel optimization: Methods for financial management under uncertainty. Parallel Computing 26 (1), 3-25. 10.1016/S0167-8191(99)00093-9.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Swietanowski, A., Dockner, E.J. & Moritsch, H. (2000). The AURORA financial management system: Model and parallel implementation design. Annals of Operations Research 99 (1), 189-206. 10.1023/A:1019297118383.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2000). Scenario tree generation for multiperiod financial optimization by optimal discretization. Mathematical Programming, Series B 30 (4), 127-139.

Anisimov, A. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2000). Z-theorems: Limits of stochastic equations. Bernoulli 6 (5), 917-938.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Swietanowski, A. (1999). Dynamic asset allocation under uncertainty for pension fund management. Control and Cybernetics 28 (4), 755-777.

Gutjahr, W., Hellmayr, A. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1999). Optimal stochastic single-machine-tardiness scheduling by stochastic branch-and-bound. European Journal of Operational Research 117 (2), 396-413. 10.1016/S0377-2217(98)00279-3.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Futschik, A. (1998). The likelihood-ratio test for simple tree order: A useful asymptotic expansion. Journal of Statistical Planning and Inference 70 (1), 57-68. 10.1016/S0378-3758(97)00170-5.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Kaniovski, Y.M. (1998). Limit theorems for stationary distributions of birth-and-death processes. Stochastic Models 15 (1), 103-113.

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.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, 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.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Ruszczynski, A. & Schultz, R. (1998). On the Glivenko-Cantelli problem in stochastic programming: Mixed integer linear recourse. Mathematical Methods of Operations Research, 39-49.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1998). Risk-reshaping contracts and stochastic optimization. Central European Journal of Operations Research 5 (3), 205-230.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1998). Stochastic programs and statistical data. Annals of Operations Research 85, 59-78. 10.1023/A:1018982129937.

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.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Norkin, V.I. & Ruszczynski, A. (1998). A branch and bound method for stochastic global optimization. Mathematical Programming, 425-450. 10.1007/BF02680569.

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.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Futschik, A. (1997). Optimal allocation of simulation experiments in discrete stochastic optimization. European Journal of Operations Research 101 (2), 245-260. 10.1016/S0377-2217(96)00396-7.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1997). Coupling, ergodicity and sensitivity of Markov processes. Lecture Notes of the American Mathematical Society, 219-233.

Gutjahr, W., Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Ruszczynski, A. (1996). Configurations of series-parallel networks with maximum reliability. Microelectronics and Reliability 36 (2), 247-253. 10.1016/0026-2714(95)00004-L.

Gutjahr, W. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1996). Simulated annealing for noisy cost functions. Journal of Global Optimization, 1-13.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1995). Asymptotic stochastic programs. Mathematics of Operations Research 20 (4), 769-789.

Futschik, A. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1995). Confidence sets for discrete stochastic optimization. Annals of Operations Research 56 (1), 95-108. 10.1007/BF02031702.

Kaniovski, Y.M. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1995). Non-standard limit theorems for urn models and stochastic approximation procedures. Stochastic Models 11 (1), 79-102. 10.1080/15326349508807332.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1995). Random planar shapes and their statistical recognition. Annals of Mathematics and Artificial Intelligence 13 (3), 267-279. 10.1007/BF01530831.

Book Section

Hochrainer-Stigler, S., 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.

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., Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Lugeri, N. (2013). Flood risk in a changing climate: A multilevel approach for risk management. In: Integrated Catastrophe Risk Modeling: Supporting Policy Processes. Eds. Amendola, A, Ermolieva, T, Linnerooth-Bayer, J & Mechler, R ORCID: https://orcid.org/0000-0003-2239-1578, Dordrecht: Springer. 10.1007/978-94-007-2226-2_16.

Hochrainer-Stigler, S., Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578 & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2013). Modeling macro scale disaster risk: The CATSIM model. In: Integrated Catastrophe Risk Modeling: Supporting Policy Processes. Eds. Amendola, A, Ermolieva, T, Linnerooth-Bayer, J & Mechler, R ORCID: https://orcid.org/0000-0003-2239-1578, Dordrecht: Springer. 10.1007/978-94-007-2226-2_8.

Gross, P., Kovacevic, R.M. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2013). Energy markets. In: Handbook of Risk Management in Energy Production and Trading. Eds. Kovacevic, RM, Pflug, GC ORCID: https://orcid.org/0000-0001-8215-3550 & Vespucci, MT, pp. 3-24 USA: Springer. 10.1007/978-1-4614-9035-7_1.

Kovacevic, R.M. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2013). Pricing of energy contracts: From replication pricing to swing options. In: Handbook of Risk Management in Energy Production and Trading. Eds. Kovacevic, RM, Pflug, GC ORCID: https://orcid.org/0000-0001-8215-3550 & Vespucci, MT, pp. 387-411 USA: Springer. 10.1007/978-1-4614-9035-7_15.

Krey, V. ORCID: https://orcid.org/0000-0003-0307-3515 & Riahi, K. ORCID: https://orcid.org/0000-0001-7193-3498 (2013). Risk hedging strategies under energy system and climate policy uncertainties. In: Handbook of Risk Management in Energy Production and Trading. Eds. Kovacevic, RM, Pflug, GC ORCID: https://orcid.org/0000-0001-8215-3550 & Vespucci, MT, pp. 435-474 USA: Springer. 10.1007/978-1-4614-9035-7_17.

Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578, Hochrainer-Stigler, S., Linnerooth-Bayer, J. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2012). Public sector financial vulnerability to disasters: The IIASA CATSIM model. In: Measuring Vulnerability to Natural Hazards: Towards Disaster Resilient Societies. Eds. Birkmann, J, Tokyo: United Nations University Press. ISBN 9789280812022

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2006). Optimal management of life insurance with guarantee. In: Handbook of Assets and Liability Management. Eds. Zenios, S.A. & Ziemba, W.T., Oxford: North Holland: Elsevier Science. ISBN 9790444508751

O'Neill, B.C., Ermoliev, Y. & Ermolieva, T. (2006). Endogenous risks and learning in climate change decision analysis. In: Coping with Uncertainty, Modeling and Policy Issues. Eds. Marti, K., Ermoliev, Y., Makowski, M. ORCID: https://orcid.org/0000-0002-6107-0972 & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550, Berlin: Springer-Verlag. ISBN 978-3-540-35258-7 10.1007/3-540-35262-7_16.

Ermoliev, Y. & Hordijk, L. (2006). Facets of robust decisions. In: Coping with Uncertainty, Modeling and Policy Issues. Eds. Marti, K., Ermoliev, Y., Makowski, M. ORCID: https://orcid.org/0000-0002-6107-0972 & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550, Berlin: Springer-Verlag. ISBN 10 10.1007/3-540-35262-7_1.

Keyzer, M.A., Ermoliev, Y. & Norkin, V.I. (2006). General equilibrium models with discrete choices in a spatial continuum. In: Coping with Uncertainty, Modeling and Policy Issues. Eds. Marti, K., Ermoliev, Y., Makowski, M. ORCID: https://orcid.org/0000-0002-6107-0972 & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550, Berlin: Springer-Verlag. ISBN 978-3-540-35258-7 10.1007/3-540-35262-7_8.

Fischer, G., Ermolieva, T., Ermoliev, Y. & van Velthuizen, H.T. (2006). Sequential downscaling methods for estimation from aggregate data. In: Coping with Uncertainty, Modeling and Policy Issues. Eds. Marti, K., Ermoliev, Y., Makowski, M. ORCID: https://orcid.org/0000-0002-6107-0972 & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550, Berlin: Springer-Verlag. ISBN 978-3-540-35258-7 10.1007/3-540-35262-7_9.

Makowski, M. ORCID: https://orcid.org/0000-0002-6107-0972 (2006). Structured modeling for coping with uncertainty in complex problems. In: Coping with Uncertainty: Modeling and Policy Issues. Eds. Marti, K., Ermoliev, Y., Makowski, M. ORCID: https://orcid.org/0000-0002-6107-0972 & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550, Berlin: Springer-Verlag. ISBN 978-3-540-35258-7 10.1007/3-540-35262-7_3.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2004). Lotteries. In: Encyclopedia of Actuarial Sciences. Eds. Teugels, J., Chicester: Wiley.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Ruszczynski, A. (2004). A risk measure for income processes. In: Risk Measures for the 21st Century. Eds. Szegoe, G., John Wiley & Sons Inc.. ISBN 0-470-86154-1

Flam, S.D. (2003). Optimization under uncertainty using momentum. In: Dynamic Stochastic Optimization. Eds. Marti, K., Ermoliev, Y.M. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Heidelberg: Springer-Verlag.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2003). Stochastic optimization and statistical inference. In: Handbook of Stochastic Optimization. Eds. Ruszczynski, A. & Shapiro, A., Amsterdam: Elsevier.

Ermoliev, Y. & Norkin, V.I. (2003). Stochastic optimization of risk function via parametric smoothing. In: Dynamic Stochastic Optimization. Eds. Marti, K., Ermoliev, Y. & Pflug, G. ORCID: https://orcid.org/0000-0001-8215-3550, Heidelberg: Springer-Verlag. ISBN 3-540-40506-2

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2003). The value of perfect information as a risk measure. In: Dynamic Stochastic Optimization. Eds. Marti, K., Ermoliev, Y.M. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Heidelberg: Springer-Verlag.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2002). Measures of downside risk. In: Encyclopedia of Financial Engineering and Risk Management. London: Fitzroy Dearborn.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2002). Risk measures: An overview. In: Encyclopedia of Financial Engineering and Risk Management. London: Fitzroy Dearborn.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2002). Stochastic optimization and statistical inference. In: Handbook of Stochastic Optimization. Amsterdam: Elsevier.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2002). The score function method. In: Encyclopedia of Statistical Sciences. Dordrecht: Kluwer Academic Publishers.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2001). Derivatives of Markov processes and their simulation. In: Encyclopedia of Optimization. Eds. Floudas, C.A. & Pardalos, P.M., Dordrecht: Kluwer Academic Publishers. ISBN 0-7923-6932-7

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2001). Derivatives of probability measures. In: Encyclopedia of Optimization. Eds. Floudas, C.A. & Pardalos, P.M., Dordrecht: Kluwer Academic Publishers. ISBN 0-7923-6932-7

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2001). Discrete stochastic optimization. In: Encyclopedia of Optimization. Eds. Floudas, C.A. & Pardalos, P.M., Dordrecht: Kluwer Academic Publishers. ISBN 0-7923-6932-7

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2000). Some remarks on the value-at-risk and the conditional value-at-risk. In: Probabilistic Constrained Optimization: Methodology and Applications. Eds. Uryasev, S.P., Dordrecht: Kluwer Academic Publishers. ISBN 0-7923-6644-1

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1999). How to measure risk. In: Modelling and Decisions in Economics: Essays in Honor of Franz Ferschl. Eds. Leopold-Wildburger, U., Feichtinger, G. & Kistner, K.-P., pp. 39-59 Heidelberg: Physica-Verlag. ISBN 978-3-662-12519-9 10.1007/978-3-662-12519-9_3.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1996). Derivatives. In: Optimization of Stochastic Models. pp. 143-209 USA: Springer Verlag. ISBN 978-1-4613-1449-3 10.1007/978-1-4613-1449-3_3.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1996). Discrete—Event processes. In: Optimization of Stochastic Models. pp. 55-141 USA: Springer Verlag. ISBN 978-1-4613-1449-3 10.1007/978-1-4613-1449-3_2.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1996). Optimization. In: Optimization of Stochastic Models. pp. 1-54 USA: Springer Verlag. ISBN 978-1-4613-1449-3

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1996). Simulation and sensitivity estimation. In: Optimization of Stochastic Models. pp. 211-279 USA: Springer Verlag. 10.1007/978-1-4613-1449-3_4.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1996). Stochastic approximation. In: Optimization of Stochastic Models. pp. 281-322 USA: Springer Verlag. ISBN 978-1-4613-1449-3 10.1007/978-1-4613-1449-3_5.

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

Monograph

Bachner, G., Knittel, N., Poledna, S., Hochrainer-Stigler, S., 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

Hochrainer-Stigler, S., 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

Kaniovski, Y.M. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1997). Limit Theorems for Stationary Distributions of Birth-and-Death Processes. IIASA Interim Report. IIASA, Laxenburg, Austria: IR-97-041

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1996). Risk-Reshaping Contracts and Stochastic Optimization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-96-142

Norkin, V.I., Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Ruszczynski, A. (1996). A Branch and Bound Method for Stochastic Global Optimization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-96-065

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1996). Metric Entropy and Nonasymptotic Confidence Bands in Stochastic Programming. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-96-034

Futschik, A. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1996). Asymptotically Optimal Allocation of Simulation Experiments in Discrete Stochastic Optimization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-96-023

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Ruszczynski, A. & Schultz, R. (1996). On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse and Extensions. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-96-020

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Ruszczynski, A. & Schultz, R. (1995). On the Glivenko-Cantelli Problem in Stochastic Programming: Linear Recourse. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-95-003

Kaniovski, Y.M. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1995). Non-Standard Limit Theorems for Urn Models and Stochastic Approximation Procedures. IIASA Research Report (Reprint). IIASA, Laxenburg, Austria: RR-95-008. Reprinted from Stochastic Models, 11(1):79-102 [1995].

Goldstein, J.R., Lutz, W. ORCID: https://orcid.org/0000-0001-7975-8145 & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1994). Estimating the Uncertainty in Population Projections by Resampling Methods. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-106

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1994). Adaptive Design in Discrete Stochastic Optimization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-059

Gutjahr, W., Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Ruszczynski, A. (1993). Configurations of Series-Parallel Networks with Maximum Reliability. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-93-060

Kaniovski, Y.M. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1992). Non-standard Limit Theorems for Stochastic Approximation Procedures and Their Applications for Urn Schemes. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-92-025

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1991). Asymptotic Dominance and Confidence for Solutions of Stochastic Programs. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-91-048

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1983). On the Determination of the Step Size in Stochastic Quasigradient Methods. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-83-025

Conference or Workshop Item

Hochrainer-Stigler, S. & 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.

Hochrainer-Stigler, S., Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578 & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2003). The IIASA model for the evaluation of financial disaster risk management instruments for developing countries. In: Proceedings of the Third DPRI-IIASA International Symposium on Integrated Disaster Risk Management - Coping with Regional Vulnerability, 3-5 July 2003.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, Moritsch, H. & Siomak, M. (2000). Asynchronous nested optimization algorithms and their parallel implementation. In: Proceedings of the International Symposium on Parallel Algorithms, Architectures and Networks, 10-15 December 2000.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Swietanowski, A. (1999). Asset-liability optimization for pension fund management. In: Operations Research Proceedings 1999, Selected Papers of the Symposium on Operations Research (SOR 99), 1-3 September 1999.

Freeman, P.K. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1999). Infrastructure in developing countries: Risk and protection. In: Proceedings of the EuroConference on Global Change and Catastrophe Risk Management: Flood Risks in Europe, 6-9 June 1999.

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1997). Stochastic approximation with multiple roots. In: Proceedings of Conference on System Identification - SYSID.

Book

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Roemisch, W. (2007). Modeling, Measuring and Managing Risk. London: World Scientific Publishing Company. ISBN 9812707409

Marti, K., Ermoliev, Y., Makowski, M. ORCID: https://orcid.org/0000-0002-6107-0972 & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2006). Coping with Uncertainty. Modeling and Policy Issues. Berlin: Springer-Verlag. ISBN 10

Marti, K., Ermoliev, Y.M. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2003). Dynamic Stochastic Optimization. Heidelberg: Springer-Verlag. ISBN 3-540-40506-2

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1996). Optimization of Stochastic Models. USA: Springer Verlag. ISBN 978-1-4613-1449-3

Other

Bachner, G., Knittel, N., Poledna, S., Hochrainer-Stigler, S., 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.

Hochrainer-Stigler, S., Timonina, A.V., Williges, K., Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578 (2013). Modelling the economic and fiscal risks from natural disasters: Insights based on the CatSim model. Background paper prepared for the Global Assessment Report on Disaster Risk Reduction 2013, UNISDR, Geneva, Switzerland

Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578, Hochrainer-Stigler, S., Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550, 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

Hochrainer-Stigler, S., Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578 & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2009). Climate change and climate insurance. The case of Malawi (Abstract). [[IOP Conference Series: Earth and Environmental Science]], 6(42):422003 (1 February 2009) 10.1088/1755-1307/6/42/422003.

Hochrainer-Stigler, S., Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578, Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Lotsch, A. (2008). Investigating the Impact of Climate Change on the Robustness of Index-Based Microinsurance in Malawi. The World Bank , Washington, DC, USA.

Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578, Hochrainer-Stigler, S., Linnerooth-Bayer, J. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2007). Public Sector Financing of Disaster Risk. Final Report submitted to the Austrian National Bank

Cardenas, V., Hochrainer-Stigler, S., Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578 & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2005). Assessing the Financial Management of Public Sector Disaster Risk: The Mexican Case. Presented at the IIASA-DPRI Conference, 14-18 September 2005, Beijing, China

Hochrainer-Stigler, S. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (2005). Optimizing Financial Strategies for Governments against the Economic Impacts of Natural Disasters in Developing Countries. Paper presented at the IIASA-DPRI Conference, 14-18 September 2005, Beijing, China

Hochrainer-Stigler, S., Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578 & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (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]

Freeman, P.K., Martin, L.A., Linnerooth-Bayer, J., Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578, Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Warner-Merl, N.K. (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]

Freeman, P.K., Martin, L.A., Linnerooth-Bayer, J., Mechler, R. ORCID: https://orcid.org/0000-0003-2239-1578, Saldana, S., Warner-Merl, N.K. & Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (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]

This list was generated on Fri Dec 20 10:40:57 2024 UTC.