Georg Pflug
Emeritus Research Scholar
Systemic Risk and Resilience Research Group
Advancing Systems Analysis Program
Contact
Publications
Gaupp, F., Pflug, G. , 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. , 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. (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. , & Pflug, G. (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. & 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.