Volker Krätschmer

22 papers Journal 20Unranked 2
YearRankTypeTitle / Venue / Authors
2024 J jnl
First order asymptotics of the sample average approximation method to solve risk averse stochastic programs.
Math. Program.
Volker Krätschmer
2024 J jnl
Nonasymptotic Upper Estimates for Errors of the Sample Average Approximation Method to Solve Risk-Averse Stochastic Programs.
SIAM J. Optim.
Volker Krätschmer
2019 J jnl
Minimax theorems for American options without time-consistency.
Finance Stochastics
Denis Belomestny, Tobias Hübner, Volker Krätschmer, Sascha Nolte
2018 J jnl
A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs.
SIAM J. Optim.
Vincent Guigues, Volker Krätschmer, Alexander Shapiro
2018 J jnl
Optimal Stopping Under Uncertainty in Drift and Jump Intensity.
Math. Oper. Res.
Volker Krätschmer, Marcel Ladkau, Roger J. A. Laeven, John Schoenmakers, Mitja Stadje
2017 J jnl
Domains of weak continuity of statistical functionals with a view toward robust statistics.
J. Multivar. Anal.
Volker Krätschmer, Alexander Schied, Henryk Zähle
2017 J jnl
Optimal Stopping Under Probability Distortions.
Math. Oper. Res.
Denis Belomestny, Volker Krätschmer
2017 J jnl
Weak Continuity of Risk Functionals with Applications to Stochastic Programming.
SIAM J. Optim.
Matthias Claus, Volker Krätschmer, Rüdiger Schultz
2014 J jnl
Comparative and qualitative robustness for law-invariant risk measures.
Finance Stochastics
Volker Krätschmer, Alexander Schied, Henryk Zähle
2012 J jnl
Central Limit Theorems for Law-Invariant Coherent Risk Measures.
J. Appl. Probab.
Denis Belomestny, Volker Krätschmer
2012 J jnl
Qualitative and infinitesimal robustness of tail-dependent statistical functionals.
J. Multivar. Anal.
Volker Krätschmer, Alexander Schied, Henryk Zähle
2010 J jnl
Representations for Optimal Stopping under Dynamic Monetary Utility Functionals.
SIAM J. Financial Math.
Volker Krätschmer, John Schoenmakers
2006 J jnl
Least-squares estimation in linear regression models with vague concepts.
Fuzzy Sets Syst.
Volker Krätschmer
2005 J jnl
Robust representation of convex risk measures by probability measures.
Finance Stochastics
Volker Krätschmer
2005 — conf
Sampling inspections by attributes which are based on soft quality Standards.
EUSFLAT Conf.
Volker Krätschmer
2003 J jnl
Coherent lower previsions and Choquet integrals.
Fuzzy Sets Syst.
Volker Krätschmer
2003 J jnl
When fuzzy measures are upper envelopes of probability measures.
Fuzzy Sets Syst.
Volker Krätschmer
2002 J jnl
Limit theorems for fuzzy-random variables.
Fuzzy Sets Syst.
Volker Krätschmer
2002 J jnl
Some complete metrics on spaces of fuzzy subsets.
Fuzzy Sets Syst.
Volker Krätschmer
2001 J jnl
A unified approach to fuzzy random variables.
Fuzzy Sets Syst.
Volker Krätschmer
2001 — conf
Fuzzy-statistics with vague concepts.
EUSFLAT Conf.
Volker Krätschmer
1998 J jnl
Constraints on belief functions imposed by fuzzy random variables: Some technical remarks on Romer-Kandel.
IEEE Trans. Syst. Man Cybern. Part B
Volker Krätschmer