Alois Pichler

Springer Nature publications

• Article

  Probability of ruin within finite time and Cramér–Lundberg inequality for fractional risk processes

  • Nikolai Leonenko
  • Andrey Pepelyshev
  • Xiangyun Meng

   in TEST

  19 October 2025 Open Access

  
• Article

  Tree approximation of scenario processes for multistage stochastic optimization: algorithms and fast implementations

  • Kipngeno Benard Kirui
  • Georg Ch. Pflug
  • Alois Pichler

   in Computational Management Science

  24 August 2025

  
• Conference paper

  Constrained Global Optimization by Smoothing

  • Vladimir Norkin
  • Alois Pichler
  • Anton Kozyriev

   in Numerical Computations: Theory and Algorithms

  1 January 2025

  
• Article

  Connection between higher order measures of risk and stochastic dominance

  • Alois Pichler

   in Computational Management Science

  5 September 2024 Open Access
• Article

  Unbalanced Optimal Transport and Maximum Mean Discrepancies: Interconnections and Rapid Evaluation

  • Rajmadan Lakshmanan
  • Alois Pichler

   in Journal of Scientific Computing

  24 July 2024 Open Access

  
• Article

  The nested Sinkhorn divergence to learn the nested distance

  • Alois Pichler
  • Michael Weinhardt

   in Computational Management Science

  27 September 2021 Open Access

  
• Article

  Uncertainty, economics and optimization: recent developments

  • Walter J. Gutjahr
  • Alois Pichler

   in Computational Management Science

  1 October 2019
• Article

  Fractional risk process in insurance

  • Arun Kumar
  • Nikolai Leonenko
  • Alois Pichler

   in Mathematics and Financial Economics

  15 June 2019

  
• Article

  Martingale characterizations of risk-averse stochastic optimization problems

  • Alois Pichler
  • Ruben Schlotter

   in Mathematical Programming

  27 March 2019
• Article

  Quantitative stability analysis for minimax distributionally robust risk optimization

  • Alois Pichler
  • Huifu Xu

   in Mathematical Programming

  3 November 2018
• Article

  Can commodities dominate stock and bond portfolios?

  • Tom Erik Sønsteng Henriksen
  • Alois Pichler
  • Stein Frydenberg

   in Annals of Operations Research

  4 August 2018

  
• Article

  Systemic risk and copula models

  • Georg Ch. Pflug
  • Alois Pichler

   in Central European Journal of Operations Research

  7 February 2018

  
• Article

  Geometry of the Expected Value Set and the Set-Valued Sample Mean Process

  • Alois Pichler

   in Set-Valued and Variational Analysis

  14 September 2017
• Article

  An analytical study of norms and Banach spaces induced by the entropic value-at-risk

  • Amir Ahmadi-Javid
  • Alois Pichler

   in Mathematics and Financial Economics

  9 September 2017

  
• Article

  A quantitative comparison of risk measures

  • Alois Pichler

   in Annals of Operations Research

  13 January 2017
• Article

  Tree approximation for discrete time stochastic processes: a process distance approach

  • Raimund M. Kovacevic
  • Alois Pichler

   in Annals of Operations Research

  7 September 2015

  
• Article

  Dynamic generation of scenario trees

  • Georg Ch. Pflug
  • Alois Pichler

   in Computational Optimization and Applications

  9 May 2015

  
• Book

  Multistage Stochastic Optimization

  • Georg Ch. Pflug
  • Alois Pichler

   in Springer Series in Operations Research and Financial Engineering

  12 November 2014

  
• Article

  Insurance pricing under ambiguity

  • Alois Pichler

   in European Actuarial Journal

  20 August 2014

  
• Chapter

  The Nested Distance

  • Georg Ch. Pflug
  • Alois Pichler

   in Multistage Stochastic Optimization

  1 January 2014