Raimund M. Kovacevic
Raimund M. Kovacevic
Institute of Statistics and Mathematical Methods in Economics, Vienna University of Technology
Verified email at tuwien.ac.at - Homepage
Title
Cited by
Cited by
Year
Time consistency and information monotonicity of multiperiod acceptability functionals. No. 8 in Radon Series on Computational and Applied Mathematics
R Kovacevic, GC Pflug
de Gruyter, Berlin, 2009
53*2009
Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches
RM Kovacevic, GC Pflug
European Journal of Operational Research 237 (2), 389-403, 2014
442014
Handbook of risk management in energy production and trading
RM Kovacevic, GC Pflug, MT Vespucci
Springer, 2013
392013
Does Insurance Help to Escape the Poverty Trap?—A Ruin Theoretic Approach
RM Kovacevic, GC Pflug
Journal of Risk and Insurance 78 (4), 1003-1028, 2011
362011
Tree Approximation for Discrete Time Stochastic Processes-A Process Distance Approach
RM Kovacevic, A Pichler
Annals of OR 235 (1), 395-421, 2015
292015
MEDIUM-TERM PLANNING FOR THERMAL ELECTRICITY PRODUCTION
R Kovacevic, F Paraschiv
OR Spectrum, 2014
212014
Optimal control and the Value of Information for a Stochastic Epidemiological SIS-Model
P Grandits, R Kovacevic, V Veliov
Journal of Mathematical Analysis and Applications, 2019
112019
ARE TIME CONSISTENT VALUATIONS INFORMATION MONOTONE?
RM KOVACEVIC, GCH PFLUG
International Journal of Theoretical and Applied Finance, 2014
112014
A semiparametric model for electricity spot prices
RM Kovacevic, D Wozabal
IIE Transactions 46 (4), 344-356, 2014
82014
CONDITIONAL ACCEPTABILITY MAPPINGS AS BANACH-LATTICE VALUED MAPPINGS
R KOVACEVIC
Statistics and Risk Modeling 29 (1), 1-18, 2012
8*2012
Poverty traps and disaster insurance in a bi-level decision framework
RM Kovacevic, W Semmler
Dynamic Economic Problems with Regime Switches, 57-83, 2021
52021
Stochastic contagion models without immunity: their long term behaviour and the optimal level of treatment
RM Kovacevic
Central European journal of operations research 26 (2), 395-421, 2018
52018
Valuation and pricing of electricity delivery contracts: the producer’s view
RM Kovacevic
Annals of Operations Research, https://link.springer.com/article/10.1007 …, 2018
52018
Bilevel Approaches for Distributed DSM Using Internal Individualized Prices
RM Kovacevic, NV Vo, J Haunschmied
IEEE International Conference on Smart Grid Communications, 521-526, 2017
52017
Measuring Systemic Risk: Structural Approaches
RM Kovacevic, GC Pflug
Quantitative Financial Risk Management: Theory and Practice, 1-21, 2015
52015
Measuring and Managing Risk
RM Kovacevic, GC Pflug, A Pichler
Investment Risk Management, 17, 2015
52015
Maximum-loss, minimum-win and the Esscher pricing principle
RM Kovacevic
IMA Journal of Management Mathematics, 2011
52011
Conditional acceptability mappings: Convex analysis in banach lattices
R Kovacevic
Dissertation, University of Vienna, 2008
52008
Energy markets
P Gross, RM Kovacevic, GC Pflug
Handbook of Risk Management in Energy Production and Trading, 3-24, 2013
42013
Zur Bewertung der Stornooption für Lebensversicherungsverträge
R Kovacevic, M Willomitzer
Versicherungswirtschaft 60, 491-494, 2005
42005
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