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1

A modified functional delta method and its application to the estimation of risk functionals

Eric Beutner, Henryk Zähle

Journal:

Journal of Multivariate Analysis

Year:

2010

Language:

english

File:

PDF, 456 KB

english, 2010

2

Ein Risikoklassenmodell für die Portabilität der

Journal:

Blätter der DGVFM

Year:

2010

Language:

german

File:

PDF, 516 KB

german, 2010

3

Sampling inspection by variables: nonparametric setting

Ansgar Steland, Henryk Zähle

Journal:

Statistica Neerlandica

Year:

2009

Language:

english

File:

PDF, 620 KB

english, 2009

4

Prämienanpassungen im Risikoklassenmodell der Privaten Krankenversicherung

Henryk Zähle, Katrin Zähle

Journal:

Zeitschrift für die gesamte Versicherungswissenschaft

Year:

2013

Language:

german

File:

PDF, 923 KB

german, 2013

5

Qualitative robustness of statistical functionals under strong mixing

Journal:

Year:

2015

Language:

english

File:

PDF, 266 KB

english, 2015

6

Nonparametric estimation of risk measures of collective risks

Lauer, Alexandra, Zähle, Henryk

Journal:

Statistics & Risk Modeling

Year:

2016

Language:

english

File:

PDF, 958 KB

english, 2016

7

Space-time regularity of catalytic super-Brownian motion

Journal:

Mathematische Nachrichten

Year:

2005

Language:

english

File:

PDF, 358 KB

english, 2005

8

Sensitivity of risk measures with respect to the normal approximation of total claim distributions

Volker Krätschmer, Henryk Zähle

Journal:

Insurance: Mathematics and Economics

Year:

2011

Language:

english

File:

PDF, 383 KB

english, 2011

9

Heat equation with strongly inhomogeneous noise

Journal:

Stochastic Processes and their Applications

Year:

2004

Language:

english

File:

PDF, 364 KB

english, 2004

10

Rates of almost sure convergence of plug-in estimates for distortion risk measures

Journal:

Year:

2011

Language:

english

File:

PDF, 345 KB

english, 2011

11

Qualitative and infinitesimal robustness of tail-dependent statistical functionals

Volker Krätschmer, Alexander Schied, Henryk Zähle

Journal:

Journal of Multivariate Analysis

Year:

2012

Language:

english

File:

PDF, 301 KB

english, 2012

12

Asymptotics for statistical functionals of long-memory sequences

Eric Beutner, Wei Biao Wu, Henryk Zähle

Journal:

Stochastic Processes and their Applications

Year:

2012

Language:

english

File:

PDF, 275 KB

english, 2012

13

Qualitative robustness of von Mises statistics based on strongly mixing data

Journal:

Statistical Papers

Year:

2014

Language:

english

File:

PDF, 226 KB

english, 2014

14

Comparative and qualitative robustness for law-invariant risk measures

Krätschmer, Volker, Schied, Alexander, Zähle, Henryk

Journal:

Finance and Stochastics

Year:

2014

Language:

english

File:

PDF, 866 KB

english, 2014

15

Marcinkiewicz–Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators

Journal:

Year:

2014

Language:

english

File:

PDF, 195 KB

english, 2014

16

Travel Time Prediction Using Floating Car Data Applied to Logistics Planning

Simroth, Axel, Zahle, Henryk

Journal:

IEEE Transactions on Intelligent Transportation Systems

Year:

2011

Language:

english

File:

PDF, 340 KB

english, 2011

17

Approximation of SDEs by Population-Size-Dependent Galton–Watson Processes

Journal:

Stochastic Analysis and Applications

Year:

2010

Language:

english

File:

PDF, 139 KB

english, 2010

18

Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients

Neuenkirch, Andreas, Zähle, Henryk

Journal:

Monte Carlo Methods and Applications

Year:

2009

Language:

english

File:

PDF, 212 KB

english, 2009

19

Quasi-Hadamard differentiability of general risk functionals and its application

Krätschmer, Volker, Schied, Alexander, Zähle, Henryk

Journal:

Statistics & Risk Modeling

Year:

2015

Language:

english

File:

PDF, 643 KB

english, 2015

20

Weak Approximation of SDEs by Discrete-Time Processes

Journal:

Journal of Applied Mathematics and Stochastic Analysis

Year:

2008

Language:

english

File:

PDF, 184 KB

english, 2008

21

A definition of qualitative robustness for general point estimators, and examples

Journal:

Journal of Multivariate Analysis

Year:

2015

Language:

english

File:

PDF, 407 KB

english, 2015

22

On qualitative robustness of the Lotka–Nagaev estimator for the offspring mean of a supercritical Galton–Watson process

Schuhmacher, Dominic, Sturm, Anja, Zähle, Henryk

Journal:

Journal of Statistical Planning and Inference

Year:

2016

Language:

english

File:

PDF, 461 KB

english, 2016

23

On the multicast capacity of unidirectional and bidirectional packet-switched WDM ring networks

Zahle, Henryk, Scheutzow, Michael, Reisslein, Martin, Maier, Martin

Journal:

IEEE Journal on Selected Areas in Communications

Year:

2007

Language:

english

File:

PDF, 546 KB

english, 2007

24

Continuous mapping approach to the asymptotics of $U$- and $V$-statistics

Beutner, Eric, Zähle, Henryk

Journal:

Year:

2014

Language:

english

File:

PDF, 374 KB

english, 2014

25

Deriving the asymptotic distribution of U- and V-statistics of dependent data using weighted empirical processes

Beutner, Eric, Zähle, Henryk

Journal:

Year:

2012

Language:

english

File:

PDF, 246 KB

english, 2012

26

Domains of weak continuity of statistical functionals with a view toward robust statistics

Krätschmer, Volker, Schied, Alexander, Zähle, Henryk

Journal:

Journal of Multivariate Analysis

Year:

2017

Language:

english

File:

PDF, 450 KB

english, 2017

27

Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks

Lauer, Alexandra, Zähle, Henryk

Journal:

Insurance: Mathematics and Economics

Year:

2017

Language:

english

File:

PDF, 526 KB

english, 2017

28

Statistical Inference for Expectile-based Risk Measures

Krätschmer, Volker, Zähle, Henryk

Journal:

Scandinavian Journal of Statistics

Year:

2017

Language:

english

File:

PDF, 401 KB

english, 2017

29

Bootstrapping Average Value at Risk of Single and Collective Risks

Beutner, Eric, Zähle, Henryk

Journal:

Year:

2018

Language:

english

File:

PDF, 1.08 MB

english, 2018