Krätschmer, Volker
- Comparative and qualitative robustness for law-invariant risk measures
2012/04/11 by Volker Krätschmer, Krätschmer, Volker, Alexander Schied +3 · 4 citations
Decision Sciences · Economics, Econometrics and Finance · #28A33 #60B10 #60F05 #62G05 #62G35 #91B30 #Credit Risk and Financial Regulations #FOS: Economics and business #FOS: Mathematics #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Statistics Theory (math.ST) #Stochastic processes and financial applications
- Statistical inference for expectile-based risk measures
2016/01/20 by Krätschmer, Volker, Zähle, Henryk · 1 citation
#FOS: Mathematics #Statistics Theory (math.ST)