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Quasi-Hadamard differentiability of general risk functionals and its application
14 January 2014
Volker Krätschmer
A. Schied
Henryk Zähle
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Papers citing
"Quasi-Hadamard differentiability of general risk functionals and its application"
7 / 7 papers shown
Functional delta-method for the bootstrap of uniformly quasi-Hadamard differentiable functionals
E. Beutner
Henryk Zähle
186
1
0
19 Sep 2016
Statistical inference for expectile-based risk measures
Volker Krätschmer
Henryk Zähle
303
35
0
20 Jan 2016
Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
E. Beutner
Henryk Zähle
430
20
0
21 Oct 2015
Nonparametric estimation of risk measures of collective risks
A. Lauer
Henryk Zähle
174
4
0
10 Apr 2015
Higher order elicitability and Osband's principle
Tobias Fissler
J. Ziegel
324
377
0
27 Mar 2015
Coherence and elicitability
J. Ziegel
326
354
0
07 Mar 2013
Comparative and qualitative robustness for law-invariant risk measures
Finance and Stochastics (Fin. Stoch.), 2012
Volker Krätschmer
A. Schied
Henryk Zähle
547
157
0
11 Apr 2012
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