Volker Krätschmer

Publication Activity (10 Years)

Years Active: 1998-2024
Publications (10 Years): 7

Top Topics

Robust Statistics

Stochastic Programming

Optimal Stopping

Top Venues

Finance Stochastics

Math. Oper. Res.

J. Multivar. Anal.

Publications

Volker Krätschmer
Nonasymptotic Upper Estimates for Errors of the Sample Average Approximation Method to Solve Risk-Averse Stochastic Programs. SIAM J. Optim. 34 (2) (2024)
Denis Belomestny, Tobias Hübner, Volker Krätschmer, Sascha Nolte
Minimax theorems for American options without time-consistency. Finance Stochastics 23 (1) (2019)
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) (2018)
Vincent Guigues, Volker Krätschmer, Alexander Shapiro
A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs. SIAM J. Optim. 28 (2) (2018)
Denis Belomestny, Volker Krätschmer
Optimal Stopping Under Probability Distortions. Math. Oper. Res. 42 (3) (2017)
Volker Krätschmer, Alexander Schied, Henryk Zähle
Domains of weak continuity of statistical functionals with a view toward robust statistics. J. Multivar. Anal. 158 (2017)
Matthias Claus, Volker Krätschmer, Rüdiger Schultz
Weak Continuity of Risk Functionals with Applications to Stochastic Programming. SIAM J. Optim. 27 (1) (2017)
Volker Krätschmer, Alexander Schied, Henryk Zähle
Comparative and qualitative robustness for law-invariant risk measures. Finance Stochastics 18 (2) (2014)
Volker Krätschmer, Alexander Schied, Henryk Zähle
Qualitative and infinitesimal robustness of tail-dependent statistical functionals. J. Multivar. Anal. 103 (1) (2012)
Denis Belomestny, Volker Krätschmer
Central Limit Theorems for Law-Invariant Coherent Risk Measures. J. Appl. Probab. 49 (1) (2012)
Volker Krätschmer, John Schoenmakers
Representations for Optimal Stopping under Dynamic Monetary Utility Functionals. SIAM J. Financial Math. 1 (1) (2010)
Volker Krätschmer
Least-squares estimation in linear regression models with vague concepts. Fuzzy Sets Syst. 157 (19) (2006)
Volker Krätschmer
Sampling inspections by attributes which are based on soft quality Standards. EUSFLAT Conf. (2005)
Volker Krätschmer
Robust representation of convex risk measures by probability measures. Finance Stochastics 9 (4) (2005)
Volker Krätschmer
Coherent lower previsions and Choquet integrals. Fuzzy Sets Syst. 138 (3) (2003)
Volker Krätschmer
When fuzzy measures are upper envelopes of probability measures. Fuzzy Sets Syst. 138 (3) (2003)
Volker Krätschmer
Some complete metrics on spaces of fuzzy subsets. Fuzzy Sets Syst. 130 (3) (2002)
Volker Krätschmer
Limit theorems for fuzzy-random variables. Fuzzy Sets Syst. 126 (2) (2002)
Volker Krätschmer
A unified approach to fuzzy random variables. Fuzzy Sets Syst. 123 (1) (2001)
Volker Krätschmer
Fuzzy-statistics with vague concepts. EUSFLAT Conf. (2001)
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) (1998)