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Sensitivity of risk measures with respect to the normal approximation of total claim distributions
Krätschmer, Volker; Zähle, Henryk - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 335-345
Persistent link: https://www.econbiz.de/10009807360
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Robust representation of convex risk measures by probability measures
Krätschmer, Volker - In: Finance and stochastics 9 (2005) 4, pp. 597
Persistent link: https://www.econbiz.de/10008214146
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Dynamic semiparametric factor models in risk neutral density estimation
Giacomini, Enzo; Härdle, Wolfgang; Krätschmer, Volker - In: Wirtschafts- und sozialstatistisches Archiv : ASTA ; … 93 (2009) 4, pp. 387-402
Persistent link: https://www.econbiz.de/10008352240