The following pages link to Volker Krätschmer (Q221222):
Displaying 37 items.
- Optimal stopping under model uncertainty: randomized stopping times approach (Q292928) (← links)
- Comparative and qualitative robustness for law-invariant risk measures (Q468411) (← links)
- Qualitative and infinitesimal robustness of tail-dependent statistical functionals (Q642220) (← links)
- Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808) (← links)
- Probability theory in fuzzy sample spaces (Q814852) (← links)
- Least-squares estimation in linear regression models with vague concepts (Q853429) (← links)
- Integrals of random fuzzy sets (Q882938) (← links)
- Limit theorems for fuzzy-random variables (Q1602910) (← links)
- Minimax theorems for American options without time-consistency (Q1711726) (← links)
- Some complete metrics on spaces of fuzzy subsets (Q1855502) (← links)
- Addendum to: ``Optimal stopping under model uncertainty: randomized stopping times approach''. (Q2013583) (← links)
- Solving optimal stopping problems under model uncertainty via empirical dual optimisation (Q2153522) (← links)
- Quasi-Hadamard differentiability of general risk functionals and its application (Q2340427) (← links)
- Domains of weak continuity of statistical functionals with a view toward robust statistics (Q2359672) (← links)
- The uniqueness of extremum estimation (Q2373681) (← links)
- Robust representation of convex risk measures by probability measures (Q2488503) (← links)
- Strong consistency of least-squares estimation in linear regression models with vague concepts (Q2489774) (← links)
- Limit distributions of least squares estimators in linear regression models with vague concepts (Q2493132) (← links)
- Compactness in spaces of inner regular measures and a general portmanteau lemma (Q2518346) (← links)
- When fuzzy measures are upper envelopes of probability measures (Q2572268) (← links)
- Coherent lower previsions and Choquet integrals (Q2572269) (← links)
- Weak Continuity of Risk Functionals with Applications to Stochastic Programming (Q2957978) (← links)
- Representations for Optimal Stopping under Dynamic Monetary Utility Functionals (Q3055873) (← links)
- Parametric Estimation of Risk Neutral Density Functions (Q3112461) (← links)
- (Q3157523) (← links)
- (Q3157549) (← links)
- (Q3509156) (← links)
- Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle* (Q4555636) (← links)
- A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs (Q4641663) (← links)
- Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
- Optimal Stopping Under Probability Distortions (Q5359121) (← links)
- Central Limit Theorems for Law-Invariant Coherent Risk Measures (Q5388737) (← links)
- Statistical Inference for Expectile‐based Risk Measures (Q5738835) (← links)
- A unified approach to fuzzy random variables (Q5951759) (← links)
- Dynamic semiparametric factor models in risk neutral density estimation (Q5962990) (← links)
- A Kolmogorov-Chentsov type theorem on general metric spaces with applications to limit theorems for Banach-valued processes (Q6111876) (← links)
- First order asymptotics of the sample average approximation method to solve risk averse stochastic programs (Q6634525) (← links)
