| Publication | Date of Publication | Type |
|---|
| First order asymptotics of the sample average approximation method to solve risk averse stochastic programs | 2024-11-07 | Paper |
| 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/Q3157549 | 2005-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3157523 | 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 |
