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)

Fuzzy-statistics with vague concepts. - Volker Krätschmer (EUSFLAT Conf., 2001)

A unified approach to fuzzy random variables. - Volker Krätschmer (Fuzzy Sets Syst., 2001)

Some complete metrics on spaces of fuzzy subsets. - Volker Krätschmer (Fuzzy Sets Syst., 2002)

Limit theorems for fuzzy-random variables. - Volker Krätschmer (Fuzzy Sets Syst., 2002)

When fuzzy measures are upper envelopes of probability measures. - Volker Krätschmer (Fuzzy Sets Syst., 2003)

Coherent lower previsions and Choquet integrals. - Volker Krätschmer (Fuzzy Sets Syst., 2003)

Sampling inspections by attributes which are based on soft quality Standards. - Volker Krätschmer (EUSFLAT Conf., 2005)

Robust representation of convex risk measures by probability measures. - Volker Krätschmer (Finance Stochastics, 2005)

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

Representations for Optimal Stopping under Dynamic Monetary Utility Functionals. - Volker Krätschmer; John Schoenmakers (SIAM J. Financial Math., 2010)

Central Limit Theorems for Law-Invariant Coherent Risk Measures. - Denis Belomestny; Volker Krätschmer (J. Appl. Probab., 2012)

Qualitative and infinitesimal robustness of tail-dependent statistical functionals. - Volker Krätschmer; Alexander Schied; Henryk Zähle (J. Multivar. Anal., 2012)

Comparative and qualitative robustness for law-invariant risk measures. - Volker Krätschmer; Alexander Schied; Henryk Zähle (Finance Stochastics, 2014)

Domains of weak continuity of statistical functionals with a view toward robust statistics. - Volker Krätschmer; Alexander Schied; Henryk Zähle (J. Multivar. Anal., 2017)

Optimal Stopping Under Probability Distortions. - Denis Belomestny; Volker Krätschmer (Math. Oper. Res., 2017)

Weak Continuity of Risk Functionals with Applications to Stochastic Programming. - Matthias Claus; Volker Krätschmer; Rüdiger Schultz (SIAM J. Optim., 2017)

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)

A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs. - Vincent Guigues; Volker Krätschmer; Alexander Shapiro 001 (SIAM J. Optim., 2018)

Minimax theorems for American options without time-consistency. - Denis Belomestny; Tobias Hübner; Volker Krätschmer; Sascha Nolte (Finance Stochastics, 2019)

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

First order asymptotics of the sample average approximation method to solve risk averse stochastic programs. - Volker Krätschmer (Math. Program., 2024)