Stefan Trück

Publication Activity (10 Years)

Years Active: 2001-2023
Publications (10 Years): 5

Top Topics

Risk Management

Top Venues

Eur. J. Oper. Res.

Comput. Oper. Res.

Publications

Pavel V. Shevchenko, Jiwook Jang, Matteo Malavasi, Gareth W. Peters, Georgy Sofronov, Stefan Trück
The nature of losses from cyber-related events: risk categories and business sectors. J. Cybersecur. 9 (1) (2023)
Matteo Malavasi, Sergio Ortobelli Lozza, Stefan Trück
Second order of stochastic dominance efficiency vs mean variance efficiency. Eur. J. Oper. Res. 290 (3) (2021)
Chi Truong, Stefan Trück, Supriya Mathew
Managing risks from climate impacted hazards - The value of investment flexibility under uncertainty. Eur. J. Oper. Res. 269 (1) (2018)
Chi Truong, Stefan Trück
It's not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events. Eur. J. Oper. Res. 253 (3) (2016)
Katja Ignatieva, Stefan Trück
Modeling spot price dependence in Australian electricity markets with applications to risk management. Comput. Oper. Res. 66 (2016)
Ostap Okhrin, Stefan Trück
Editorial to the special issue on Applicable semiparametrics of computational statistics. Comput. Stat. 30 (3) (2015)
Anna Chernobai, Krzysztof Burnecki, Svetlozar T. Rachev, Stefan Trück, Rafal Weron
Modelling catastrophe claims with left-truncated severity distributions. Comput. Stat. 21 (3-4) (2006)
Michael Bierbrauer, Stefan Trück, Rafal Weron
Modeling Electricity Prices with Regime Switching Models. International Conference on Computational Science (2004)
Stefan Trück, Svetlozar T. Rachev, Thomas Link
New Tendencies in Rating SMEs with Respect to Basel II. Informatica 12 (4) (2001)