Georg Pflug
Emeritus Research Scholar
Systemic Risk and Resilience Research Group
Advancing Systems Analysis Program
Publications
Kovacevic, R.M. & Pflug, G.C. (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. (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. , Botzen, W.J.W., Bouwer, L.M., Pflug, G.C. , 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. , Pflug, G.C. , & 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. (2014). Are time consistent valuations information monotone? International Journal of Theoretical and Applied Finance 17 (1) 10.1142/S0219024914500034.