| Publication | Date of Publication | Type |
|---|
Concentration inequalities for classical and smoothed empirical processes of independent and dependent random variables
Bernoulli | 2026-02-10 | Paper |
Sampling inspection by variables: nonparametric setting
Statistica Neerlandica | 2024-07-17 | Paper |
Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
Bernoulli | 2022-12-19 | Paper |
A concept of copula robustness and its applications in quantitative risk management
Finance and Stochastics | 2022-09-26 | Paper |
First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function
Mathematical Methods of Operations Research | 2020-12-15 | Paper |
Functional weak limit theorem for a local empirical process of non-stationary time series and its application
Bernoulli | 2020-04-27 | 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 |
Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks
Insurance Mathematics & Economics | 2017-05-24 | Paper |
| Functional delta-method for the bootstrap of uniformly quasi-Hadamard differentiable functionals | 2016-09-19 | Paper |
Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
Electronic Journal of Statistics | 2016-05-20 | Paper |
Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
Electronic Journal of Statistics | 2016-05-20 | Paper |
Nonparametric estimation of risk measures of collective risks
Statistics & Risk Modeling | 2016-03-08 | Paper |
A definition of qualitative robustness for general point estimators, and examples
Journal of Multivariate Analysis | 2015-12-23 | Paper |
On qualitative robustness of the Lotka-Nagaev estimator for the offspring mean of a supercritical Galton-Watson process
Journal of Statistical Planning and Inference | 2015-12-22 | Paper |
Qualitative robustness of statistical functionals under strong mixing
Bernoulli | 2015-08-05 | Paper |
Qualitative robustness of statistical functionals under strong mixing
Bernoulli | 2015-08-05 | Paper |
Quasi-Hadamard differentiability of general risk functionals and its application
Statistics & Risk Modeling | 2015-04-17 | Paper |
Marcinkiewicz-Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators
Statistics | 2014-12-22 | Paper |
Comparative and qualitative robustness for law-invariant risk measures
Finance and Stochastics | 2014-11-07 | Paper |
Continuous mapping approach to the asymptotics of U- and V-statistics
Bernoulli | 2014-05-05 | Paper |
Continuous mapping approach to the asymptotics of U- and V-statistics
Bernoulli | 2014-05-05 | Paper |
Qualitative robustness of von Mises statistics based on strongly mixing data
Statistical Papers | 2014-04-01 | Paper |
Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes
Bernoulli | 2012-08-09 | Paper |
Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes
Bernoulli | 2012-08-09 | Paper |
Asymptotics for statistical functionals of long-memory sequences
Stochastic Processes and their Applications | 2012-03-22 | 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 |
Rates of almost sure convergence of plug-in estimates for distortion risk measures
Metrika | 2011-10-25 | Paper |
| Stochastic heat equation and catalytic super-Brownian motion. | 2011-03-29 | Paper |
A modified functional delta method and its application to the estimation of risk functionals
Journal of Multivariate Analysis | 2010-11-10 | Paper |
A risk class modell for the aging reserve portability in private health insurance
Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) | 2010-06-21 | Paper |
Approximation of SEDs by population-size-dependent Galton-Watson processes
Stochastic Analysis and Applications | 2010-03-19 | Paper |
Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients
Monte Carlo Methods and Applications | 2010-02-10 | Paper |
Weak approximation of SDEs by discrete-time processes
Journal of Applied Mathematics and Stochastic Analysis | 2008-08-20 | Paper |
Heat equation with strongly inhomogeneous noise
Stochastic Processes and their Applications | 2005-08-05 | Paper |
Space-time regularity of catalytic super-Brownian motion
Mathematische Nachrichten | 2005-06-30 | Paper |
