Volker Krätschmer

According to our database, Volker Krätschmer authored at least 20 papers between 1998 and 2019.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2019

Minimax theorems for American options without time-consistency.

Denis Belomestny, Tobias Hübner, Volker Krätschmer, Sascha Nolte

Finance Stochastics, 2019

2018

A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs.

Vincent Guigues, Volker Krätschmer, Alexander Shapiro

SIAM J. Optim., 2018

Optimal Stopping Under Uncertainty in Drift and Jump Intensity.

Volker Krätschmer, Marcel Ladkau, Roger J. A. Laeven, John Schoenmakers, Mitja Stadje

Math. Oper. Res., 2018

2017

Weak Continuity of Risk Functionals with Applications to Stochastic Programming.

Matthias Claus, Volker Krätschmer, Rüdiger Schultz

SIAM J. Optim., 2017

Optimal Stopping Under Probability Distortions.

Denis Belomestny, Volker Krätschmer

Math. Oper. Res., 2017

Domains of weak continuity of statistical functionals with a view toward robust statistics.

Volker Krätschmer, Alexander Schied, Henryk Zähle

J. Multivar. Anal., 2017

2014

Comparative and qualitative robustness for law-invariant risk measures.

Volker Krätschmer, Alexander Schied, Henryk Zähle

Finance Stochastics, 2014

2012

Qualitative and infinitesimal robustness of tail-dependent statistical functionals.

Volker Krätschmer, Alexander Schied, Henryk Zähle

J. Multivar. Anal., 2012

Central Limit Theorems for Law-Invariant Coherent Risk Measures.

Denis Belomestny, Volker Krätschmer

J. Appl. Probab., 2012

2010

Representations for Optimal Stopping under Dynamic Monetary Utility Functionals.

Volker Krätschmer, John Schoenmakers

SIAM J. Financial Math., 2010

2006

Least-squares estimation in linear regression models with vague concepts.

Volker Krätschmer

Fuzzy Sets Syst., 2006

2005

Robust representation of convex risk measures by probability measures.

Volker Krätschmer

Finance Stochastics, 2005

Sampling inspections by attributes which are based on soft quality Standards.

Volker Krätschmer

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.

Volker Krätschmer

Fuzzy Sets Syst., 2003

When fuzzy measures are upper envelopes of probability measures.

Volker Krätschmer

Fuzzy Sets Syst., 2003

2002

Limit theorems for fuzzy-random variables.

Volker Krätschmer

Fuzzy Sets Syst., 2002

Some complete metrics on spaces of fuzzy subsets.

Volker Krätschmer

Fuzzy Sets Syst., 2002

2001

A unified approach to fuzzy random variables.

Volker Krätschmer

Fuzzy Sets Syst., 2001

Fuzzy-statistics with vague concepts.

Volker Krätschmer

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.

Volker Krätschmer

IEEE Trans. Syst. Man Cybern. Part B, 1998