| Markov decision processes with applications to finance N Bäuerle, U Rieder Springer Science & Business Media, 2011 | 619 | 2011 |
| More risk-sensitive Markov decision processes N Bäuerle, U Rieder Mathematics of Operations Research 39 (1), 105-120, 2014 | 242 | 2014 |
| Benchmark and mean-variance problems for insurers N Bäuerle Mathematical Methods of Operations Research 62 (1), 159-165, 2005 | 216 | 2005 |
| Markov decision processes with average-value-at-risk criteria N Bäuerle, J Ott Mathematical Methods of Operations Research 74 (3), 361-379, 2011 | 206 | 2011 |
| Portfolio optimization with Markov-modulated stock prices and interest rates N Bauerle, U Rieder IEEE Transactions on Automatic Control 49 (3), 442-447, 2004 | 198 | 2004 |
| Stochastic orders and risk measures: Consistency and bounds N Bäuerle, A Müller Insurance: Mathematics and Economics 38 (1), 132-148, 2006 | 190 | 2006 |
| Portfolio optimization with unobservable Markov-modulated drift process U Rieder, N Bäuerle Journal of Applied Probability 42 (2), 362-378, 2005 | 188 | 2005 |
| Modeling and comparing dependencies in multivariate risk portfolios N Bäuerle, A Müller ASTIN Bulletin: The Journal of the IAA 28 (1), 59-76, 1998 | 178 | 1998 |
| On the waiting time of arriving aircrafts and the capacity of airports with one or two runways N Bäuerle, O Engelhardt-Funke, M Kolonko European Journal of Operational Research 177 (2), 1180-1196, 2007 | 105 | 2007 |
| Inequalities for stochastic models via supermodular orderings N Bäuerle Stochastic Models 13 (1), 181-201, 1997 | 98 | 1997 |
| Portfolio optimization with jumps and unobservable intensity process N Bäuerle, U Rieder Mathematical Finance 17 (2), 205-224, 2007 | 95 | 2007 |
| Asymptotic optimality of tracking policies in stochastic networks N Bäuerle The Annals of Applied Probability 10 (4), 1065-1083, 2000 | 79 | 2000 |
| A monotonicity result for the workload in Markov-modulated queues N Bäuerle, T Rolski Journal of Applied Probability 35 (3), 741-747, 1998 | 62 | 1998 |
| Some results about the expected ruin time in Markov-modulated risk models N Bäuerle Insurance: Mathematics and Economics 18 (2), 119-127, 1996 | 59 | 1996 |
| Multivariate counting processes: copulas and beyond N Bauerle, R Grubel Astin Bulletin 35 (2), 379, 2005 | 58 | 2005 |
| Zero-sum risk-sensitive stochastic games N Bäuerle, U Rieder Stochastic processes and their applications 127 (2), 622-642, 2017 | 55 | 2017 |
| Optimal dividend payout in random discrete time H Albrecher, N Bäuerle, S Thonhauser Statistics and Risk Modeling 28 (3), 251-276, 2011 | 54 | 2011 |
| Markov decision processes with recursive risk measures N Bäuerle, A Glauner European Journal of Operational Research 296 (3), 953-966, 2022 | 53 | 2022 |
| Optimal control of queueing networks: An approach via fluid models N Bäuerle Advances in Applied Probability 34 (2), 313-328, 2002 | 52 | 2002 |
| MDP algorithms for portfolio optimization problems in pure jump markets N Bäuerle, U Rieder Finance and Stochastics 13 (4), 591-611, 2009 | 51 | 2009 |
Ulrich RiederProfessor of Mathematics, Ulm UniversityVerified email at uni-ulm.de
