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Quasi-Hadamard differentiability of general risk functionals and its application

14 January 2014

Papers citing "Quasi-Hadamard differentiability of general risk functionals and its application"

5 / 5 papers shown

Title
Statistical inference for expectile-based risk measures Volker Krätschmer Henryk Zähle 92 32 0 20 Jan 2016
Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals E. Beutner Henryk Zähle 114 17 0 21 Oct 2015
Higher order elicitability and Osband's principle Tobias Fissler J. Ziegel 89 328 0 27 Mar 2015
Coherence and elicitability J. Ziegel 118 335 0 07 Mar 2013
Comparative and qualitative robustness for law-invariant risk measures Volker Krätschmer A. Schied Henryk Zähle 86 154 0 11 Apr 2012