Georg Pflug

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Georg Christian Pflug (born June 10, 1951 in Vienna ) is an Austrian statistician . The core areas of his research are optimization processes , risk estimation, risk quantification and risk management .

Life

After the math - and study law doctorate plow 1975 in mathematics and statistics at Schmetterer . In 1981, Pflug received his habilitation . From 1982 to 1988 Pflug was a professor at the University of Giessen and since 1988 Pflug has been a professor at the University of Vienna at the Institute for Statistics and Decision Support Systems (ISDS). Pflug was visiting professor at various universities, including the University of California (1993 and 2006), Rennes I University (1994), Technion (1998) and Princeton University (2001). From 2008 to 2010, Pflug was dean of the Faculty of Economics at the University of Vienna .

Works

  • Pflug G.Ch., Pichler A. Multistage Stochastic Optimization. Springer, 2014
  • Pflug, G. Ch .: Modeling, Measuring and Managing Risk. (CA: W. Römisch), 301 pages, World Scientific 2007, ISBN 9789812707406
  • Pflug, G. Ch .: Asymptotic ruin probabilities for dependent claims , Müller, Alfred. - Karlsruhe, Inst. For Economic Theory and Operations Research, 2000
  • Pflug, G. Ch .: Non-standard limit theorems for urn models and stochastic approximation procedures Kanëvskij, Jurij M. - Laxenburg: IIASA, 1995
  • Pflug, G. Ch .: Stochastic approximation and optimization of random systems , Basel: Birkhäuser, 1992
  • Pflug, G. Ch .: Stochastic Models in Computer Science , Stuttgart, Teubner, 1986

Web links