Volker Krätschmer

Available identifiers

zbMath Open kratschmer.volkerMaRDI QIDQ221222

List of research outcomes

Publication	Date of Publication	Type
A Kolmogorov-Chentsov type theorem on general metric spaces with applications to limit theorems for Banach-valued processes	2023-08-04	Paper
Nonasymptotic upper estimates for errors of the sample average approximation method to solve risk averse stochastic programs	2023-01-13	Paper
Solving optimal stopping problems under model uncertainty via empirical dual optimisation	2022-07-05	Paper
Asymptotics of solutions of the sample average approximation method to solve risk averse stochastic programs	2021-11-16	Paper
First order asymptotics of the sample average approximation method to solve risk averse stochastic progams	2021-07-29	Paper
Optimal Stopping Under Uncertainty in Drift and Jump Intensity	2020-03-12	Paper
Minimax theorems for American options without time-consistency	2019-01-18	Paper
Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle*	2018-11-20	Paper
A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs	2018-05-18	Paper
Optimal Stopping Under Probability Distortions	2017-09-22	Paper
Addendum to: ``Optimal stopping under model uncertainty: randomized stopping times approach.	2017-08-08	Paper
Domains of weak continuity of statistical functionals with a view toward robust statistics	2017-06-22	Paper
Statistical Inference for Expectile‐based Risk Measures	2017-06-13	Paper
Weak Continuity of Risk Functionals with Applications to Stochastic Programming	2017-01-31	Paper
Optimal stopping under model uncertainty: randomized stopping times approach	2016-06-09	Paper
Dynamic semiparametric factor models in risk neutral density estimation	2016-02-25	Paper
Quasi-Hadamard differentiability of general risk functionals and its application	2015-04-17	Paper
Comparative and qualitative robustness for law-invariant risk measures	2014-11-07	Paper
Central Limit Theorems for Law-Invariant Coherent Risk Measures	2012-04-20	Paper
Parametric Estimation of Risk Neutral Density Functions	2012-01-10	Paper
Sensitivity of risk measures with respect to the normal approximation of total claim distributions	2011-12-21	Paper
Qualitative and infinitesimal robustness of tail-dependent statistical functionals	2011-10-25	Paper
Representations for Optimal Stopping under Dynamic Monetary Utility Functionals	2010-11-10	Paper
Compactness in spaces of inner regular measures and a general portmanteau lemma	2009-01-15	Paper
https://portal.mardi4nfdi.de/entity/Q3509156	2008-07-01	Paper
The uniqueness of extremum estimation	2007-07-16	Paper
Integrals of random fuzzy sets	2007-05-25	Paper
Least-squares estimation in linear regression models with vague concepts	2006-11-15	Paper
Limit distributions of least squares estimators in linear regression models with vague concepts	2006-06-09	Paper
Robust representation of convex risk measures by probability measures	2006-05-24	Paper
Strong consistency of least-squares estimation in linear regression models with vague concepts	2006-04-28	Paper
Probability theory in fuzzy sample spaces	2006-02-08	Paper
When fuzzy measures are upper envelopes of probability measures	2005-11-16	Paper
Coherent lower previsions and Choquet integrals	2005-11-16	Paper
https://portal.mardi4nfdi.de/entity/Q3157523	2005-01-19	Paper
https://portal.mardi4nfdi.de/entity/Q3157549	2005-01-19	Paper
A unified approach to fuzzy random variables	2003-02-06	Paper
Some complete metrics on spaces of fuzzy subsets	2003-02-05	Paper
Limit theorems for fuzzy-random variables	2002-06-24	Paper

Research outcomes over time

Doctoral students

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This page was built for person: Volker Krätschmer