Volker Krätschmer - researchr alias

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2024

First order asymptotics of the sample average approximation method to solve risk averse stochastic programsVolker Krätschmer. mp, 208(1):209-242, November 2024. [doi]

Nonasymptotic Upper Estimates for Errors of the Sample Average Approximation Method to Solve Risk-Averse Stochastic ProgramsVolker Krätschmer. siamjo, 34(2):1264-1294, 2024. [doi]

2019

Minimax theorems for American options without time-consistencyDenis Belomestny, Tobias Hübner, Volker Krätschmer, Sascha Nolte. fs, 23(1):209-238, 2019. [doi]

2018

A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic ProgramsVincent Guigues, Volker Krätschmer, Alexander Shapiro. siamjo, 28(2):1337-1366, 2018. [doi]

Optimal Stopping Under Uncertainty in Drift and Jump IntensityVolker Krätschmer, Marcel Ladkau, Roger J. A. Laeven, John Schoenmakers, Mitja Stadje. mor, 43(4):1177-1209, 2018. [doi]

2017

Optimal Stopping Under Probability DistortionsDenis Belomestny, Volker Krätschmer. mor, 42(3):806-833, 2017. [doi]

Weak Continuity of Risk Functionals with Applications to Stochastic ProgrammingM. Claus, Volker Krätschmer, Rüdiger Schultz. siamjo, 27(1):91-109, 2017. [doi]

Domains of weak continuity of statistical functionals with a view toward robust statisticsVolker Krätschmer, Alexander Schied, Henryk Zähle. ma, 158:1-19, 2017. [doi]

2014

Comparative and qualitative robustness for law-invariant risk measuresVolker Krätschmer, Alexander Schied, Henryk Zähle. fs, 18(2):271-295, 2014. [doi]

2012

Central Limit Theorems for Law-Invariant Coherent Risk MeasuresDenis Belomestny, Volker Krätschmer. jap, 49(1):1-21, 2012. [doi]

Qualitative and infinitesimal robustness of tail-dependent statistical functionalsVolker Krätschmer, Alexander Schied, Henryk Zähle. ma, 103(1):35-47, 2012. [doi]

2010

Representations for Optimal Stopping under Dynamic Monetary Utility FunctionalsVolker Krätschmer, John Schoenmakers. siamfm, 1(1):811-832, 2010. [doi]

2006

Least-squares estimation in linear regression models with vague conceptsVolker Krätschmer. fss, 157(19):2579-2592, 2006. [doi]

2005

Robust representation of convex risk measures by probability measuresVolker Krätschmer. fs, 9(4):597-608, 2005. [doi]

Sampling inspections by attributes which are based on soft quality StandardsVolker Krätschmer. eusflat 2005: 611-614 [doi]

2003

Coherent lower previsions and Choquet integralsVolker Krätschmer. fss, 138(3):469-484, 2003. [doi]

When fuzzy measures are upper envelopes of probability measuresVolker Krätschmer. fss, 138(3):455-468, 2003. [doi]

2002

Some complete metrics on spaces of fuzzy subsetsVolker Krätschmer. fss, 130(3):357-365, 2002. [doi]

Limit theorems for fuzzy-random variablesVolker Krätschmer. fss, 126(2):253-263, 2002. [doi]

2001

A unified approach to fuzzy random variablesVolker Krätschmer. fss, 123(1):1-9, 2001. [doi]

Fuzzy-statistics with vague conceptsVolker Krätschmer. eusflat 2001: 332-335 [doi]

1998

Constraints on belief functions imposed by fuzzy random variables: Some technical remarks on Romer-KandelVolker Krätschmer. tsmc, 28(6):881-883, 1998.

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