| Publication | Date of Publication | Type |
|---|
First order asymptotics of the sample average approximation method to solve risk averse stochastic programs
Mathematical Programming. Series A. Series B | 2024-11-07 | Paper |
A Kolmogorov-Chentsov type theorem on general metric spaces with applications to limit theorems for Banach-valued processes
Journal of Theoretical Probability | 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
Finance and Stochastics | 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
Mathematics of Operations Research | 2020-03-12 | Paper |
Minimax theorems for American options without time-consistency
Finance and Stochastics | 2019-01-18 | Paper |
Reference-dependent preferences and the empirical pricing kernel puzzle
Review of Finance | 2018-11-20 | Paper |
A central limit theorem and hypotheses testing for risk-averse stochastic programs
SIAM Journal on Optimization | 2018-05-18 | Paper |
Optimal Stopping Under Probability Distortions
Mathematics of Operations Research | 2017-09-22 | Paper |
Addendum to: ``Optimal stopping under model uncertainty: randomized stopping times approach.
The Annals of Applied Probability | 2017-08-08 | Paper |
Domains of weak continuity of statistical functionals with a view toward robust statistics
Journal of Multivariate Analysis | 2017-06-22 | Paper |
Statistical inference for expectile-based risk measures
Scandinavian Journal of Statistics | 2017-06-13 | Paper |
Weak continuity of risk functionals with applications to stochastic programming
SIAM Journal on Optimization | 2017-01-31 | Paper |
Optimal stopping under model uncertainty: randomized stopping times approach
The Annals of Applied Probability | 2016-06-09 | Paper |
Optimal stopping under model uncertainty: randomized stopping times approach
The Annals of Applied Probability | 2016-06-09 | Paper |
Dynamic semiparametric factor models in risk neutral density estimation
AStA. Advances in Statistical Analysis | 2016-02-25 | Paper |
Quasi-Hadamard differentiability of general risk functionals and its application
Statistics & Risk Modeling | 2015-04-17 | Paper |
Comparative and qualitative robustness for law-invariant risk measures
Finance and Stochastics | 2014-11-07 | Paper |
Central limit theorems for law-invariant coherent risk measures
Journal of Applied Probability | 2012-04-20 | Paper |
Central limit theorems for law-invariant coherent risk measures
Journal of Applied Probability | 2012-04-20 | Paper |
Parametric estimation of risk neutral density functions
Handbook of Computational Finance | 2012-01-10 | Paper |
Sensitivity of risk measures with respect to the normal approximation of total claim distributions
Insurance Mathematics & Economics | 2011-12-21 | Paper |
Qualitative and infinitesimal robustness of tail-dependent statistical functionals
Journal of Multivariate Analysis | 2011-10-25 | Paper |
Representations for optimal stopping under dynamic monetary utility functionals
SIAM Journal on Financial Mathematics | 2010-11-10 | Paper |
Compactness in spaces of inner regular measures and a general portmanteau lemma
Journal of Mathematical Analysis and Applications | 2009-01-15 | Paper |
| scientific article; zbMATH DE number 5295804 (Why is no real title available?) | 2008-07-01 | Paper |
The uniqueness of extremum estimation
Statistics & Probability Letters | 2007-07-16 | Paper |
Integrals of random fuzzy sets
Test | 2007-05-25 | Paper |
Least-squares estimation in linear regression models with vague concepts
Fuzzy Sets and Systems | 2006-11-15 | Paper |
Limit distributions of least squares estimators in linear regression models with vague concepts
Journal of Multivariate Analysis | 2006-06-09 | Paper |
Robust representation of convex risk measures by probability measures
Finance and Stochastics | 2006-05-24 | Paper |
Strong consistency of least-squares estimation in linear regression models with vague concepts
Journal of Multivariate Analysis | 2006-04-28 | Paper |
Probability theory in fuzzy sample spaces
Metrika | 2006-02-08 | Paper |
When fuzzy measures are upper envelopes of probability measures
Fuzzy Sets and Systems | 2005-11-16 | Paper |
Coherent lower previsions and Choquet integrals
Fuzzy Sets and Systems | 2005-11-16 | Paper |
| scientific article; zbMATH DE number 2129933 (Why is no real title available?) | 2005-01-19 | Paper |
| scientific article; zbMATH DE number 2129908 (Why is no real title available?) | 2005-01-19 | Paper |
A unified approach to fuzzy random variables
Fuzzy Sets and Systems | 2003-02-06 | Paper |
Some complete metrics on spaces of fuzzy subsets
Fuzzy Sets and Systems | 2003-02-05 | Paper |
Limit theorems for fuzzy-random variables
Fuzzy Sets and Systems | 2002-06-24 | Paper |
