Georg Pflug
Emeritus Research Scholar
Systemic Risk and Resilience Research Group
Advancing Systems Analysis Program
Contact
Publications
Liu, H., Tatano, H., Pflug, G. , & 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. (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. , & 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. (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. (2020). The distortion principle for insurance pricing: properties, identification and robustness. Annals of Operations Research 292 771-794. 10.1007/s10479-018-3119-1.