Volker Krätschmer

Orcid: 0000-0002-7417-9053

According to our database1, Volker Krätschmer authored at least 22 papers between 1998 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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PhD thesis 
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Bibliography

2024
First order asymptotics of the sample average approximation method to solve risk averse stochastic programs.
Math. Program., November, 2024

Nonasymptotic Upper Estimates for Errors of the Sample Average Approximation Method to Solve Risk-Averse Stochastic Programs.
SIAM J. Optim., 2024

2019
Minimax theorems for American options without time-consistency.
Finance Stochastics, 2019

2018
A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs.
SIAM J. Optim., 2018

Optimal Stopping Under Uncertainty in Drift and Jump Intensity.
Math. Oper. Res., 2018

2017
Weak Continuity of Risk Functionals with Applications to Stochastic Programming.
SIAM J. Optim., 2017

Optimal Stopping Under Probability Distortions.
Math. Oper. Res., 2017

Domains of weak continuity of statistical functionals with a view toward robust statistics.
J. Multivar. Anal., 2017

2014
Comparative and qualitative robustness for law-invariant risk measures.
Finance Stochastics, 2014

2012
Qualitative and infinitesimal robustness of tail-dependent statistical functionals.
J. Multivar. Anal., 2012

Central Limit Theorems for Law-Invariant Coherent Risk Measures.
J. Appl. Probab., 2012

2010
Representations for Optimal Stopping under Dynamic Monetary Utility Functionals.
SIAM J. Financial Math., 2010

2006
Least-squares estimation in linear regression models with vague concepts.
Fuzzy Sets Syst., 2006

2005
Robust representation of convex risk measures by probability measures.
Finance Stochastics, 2005

Sampling inspections by attributes which are based on soft quality Standards.
Proceedings of the Joint 4th Conference of the European Society for Fuzzy Logic and Technology and the 11th Rencontres Francophones sur la Logique Floue et ses Applications, 2005

2003
Coherent lower previsions and Choquet integrals.
Fuzzy Sets Syst., 2003

When fuzzy measures are upper envelopes of probability measures.
Fuzzy Sets Syst., 2003

2002
Limit theorems for fuzzy-random variables.
Fuzzy Sets Syst., 2002

Some complete metrics on spaces of fuzzy subsets.
Fuzzy Sets Syst., 2002

2001
A unified approach to fuzzy random variables.
Fuzzy Sets Syst., 2001

Fuzzy-statistics with vague concepts.
Proceedings of the 2nd International Conference in Fuzzy Logic and Technology, 2001

1998
Constraints on belief functions imposed by fuzzy random variables: Some technical remarks on Romer-Kandel.
IEEE Trans. Syst. Man Cybern. Part B, 1998


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