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ORCIDVolker Krätschmer
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2020 – today
- 2024
[j20]Volker Krätschmer:
First order asymptotics of the sample average approximation method to solve risk averse stochastic programs. Math. Program. 208(1): 209-242 (2024)- [j19]Volker Krätschmer
:
Nonasymptotic Upper Estimates for Errors of the Sample Average Approximation Method to Solve Risk-Averse Stochastic Programs. SIAM J. Optim. 34(2): 1264-1294 (2024)
2010 – 2019
- 2019
- [j18]Denis Belomestny, Tobias Hübner, Volker Krätschmer, Sascha Nolte:
Minimax theorems for American options without time-consistency. Finance Stochastics 23(1): 209-238 (2019) - 2018
- [j17]Volker Krätschmer, Marcel Ladkau, Roger J. A. Laeven, John Schoenmakers, Mitja Stadje:
Optimal Stopping Under Uncertainty in Drift and Jump Intensity. Math. Oper. Res. 43(4): 1177-1209 (2018) - [j16]Vincent Guigues, Volker Krätschmer, Alexander Shapiro:
A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs. SIAM J. Optim. 28(2): 1337-1366 (2018) - 2017
- [j15]Volker Krätschmer, Alexander Schied, Henryk Zähle:
Domains of weak continuity of statistical functionals with a view toward robust statistics. J. Multivar. Anal. 158: 1-19 (2017) - [j14]Denis Belomestny, Volker Krätschmer:
Optimal Stopping Under Probability Distortions. Math. Oper. Res. 42(3): 806-833 (2017) - [j13]Matthias Claus, Volker Krätschmer, Rüdiger Schultz:
Weak Continuity of Risk Functionals with Applications to Stochastic Programming. SIAM J. Optim. 27(1): 91-109 (2017) - 2014
- [j12]Volker Krätschmer, Alexander Schied, Henryk Zähle:
Comparative and qualitative robustness for law-invariant risk measures. Finance Stochastics 18(2): 271-295 (2014) - 2012
- [j11]Denis Belomestny, Volker Krätschmer:
Central Limit Theorems for Law-Invariant Coherent Risk Measures. J. Appl. Probab. 49(1): 1-21 (2012) - [j10]Volker Krätschmer, Alexander Schied, Henryk Zähle:
Qualitative and infinitesimal robustness of tail-dependent statistical functionals. J. Multivar. Anal. 103(1): 35-47 (2012) - 2010
- [j9]Volker Krätschmer, John Schoenmakers:
Representations for Optimal Stopping under Dynamic Monetary Utility Functionals. SIAM J. Financial Math. 1(1): 811-832 (2010)
2000 – 2009
- 2006
- [j8]Volker Krätschmer:
Least-squares estimation in linear regression models with vague concepts. Fuzzy Sets Syst. 157(19): 2579-2592 (2006) - 2005
- [j7]Volker Krätschmer:
Robust representation of convex risk measures by probability measures. Finance Stochastics 9(4): 597-608 (2005) - [c2]Volker Krätschmer:
Sampling inspections by attributes which are based on soft quality Standards. EUSFLAT Conf. 2005: 611-614 - 2003
- [j6]Volker Krätschmer:
When fuzzy measures are upper envelopes of probability measures. Fuzzy Sets Syst. 138(3): 455-468 (2003) - [j5]Volker Krätschmer:
Coherent lower previsions and Choquet integrals. Fuzzy Sets Syst. 138(3): 469-484 (2003) - 2002
- [j4]Volker Krätschmer:
Limit theorems for fuzzy-random variables. Fuzzy Sets Syst. 126(2): 253-263 (2002) - [j3]Volker Krätschmer:
Some complete metrics on spaces of fuzzy subsets. Fuzzy Sets Syst. 130(3): 357-365 (2002) - 2001
- [j2]Volker Krätschmer:
A unified approach to fuzzy random variables. Fuzzy Sets Syst. 123(1): 1-9 (2001) - [c1]Volker Krätschmer:
Fuzzy-statistics with vague concepts. EUSFLAT Conf. 2001: 332-335
1990 – 1999
- 1998
- [j1]Volker Krätschmer:
Constraints on belief functions imposed by fuzzy random variables: Some technical remarks on Romer-Kandel. IEEE Trans. Syst. Man Cybern. Part B 28(6): 881-883 (1998)
Coauthor Index
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