Statistics
Publications
41
Citations
3.4K
H-Index
29
Active since
1996
Alfred Müller is an author at Karlsruhe Institute of Technology specializing in stochastic processes, probability theory, and mathematics.
Publications per year
1996–2021
41
41
Generalized quantiles as risk measures
Fabio Bellini, Bernhard Klar, Alfred Müller et al. · Insurance Mathematics and Economics · 2013 · 235 citations
Business, Finance, Mathematics +12
A spot market model for pricing derivatives in electricity markets
Markus Bürger, Bernhard Klar, Alfred Müller et al. · Quantitative Finance · 2004 · 229 citations
Stop-loss order for portfolios of dependent risks
Alfred Müller · Insurance Mathematics and Economics · 1997 · 160 citations
Management, Finance, Risk Management +14
Stochastic orders and risk measures: Consistency and bounds
Nicole Bäuerle, Alfred Müller · Insurance Mathematics and Economics · 2005 · 144 citations · Full text
Business, Finance, Mathematics +14
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