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Publications by Henryk Zähle
Sensitivity of Risk Measures With Respect to the Normal Approximation of Total Claim Distributions
Insurance: Mathematics and Economics
Uncertainty
Economics
Statistics
Econometrics
Probability
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Sensitivity Analysis of the TOPSIS Method in Respect of Initial Data Distributions
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Total Variation Approximation for Quasi-Stationary Distributions
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Uncertainty
Probability
Bounding Contingent Claim Prices via Hedging Strategy With Coherent Risk Measures
Journal of Optimization Theory and Applications
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Operations Research
Sensitivity of Output Performance Measures to Input Distributions in Queueing Network Modeling
Sensitivity Analysis of the Crystallization Model With Respect to Cooling Conditions
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On Distributions Invariant With Respect to Some Linear Transformations
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A Quantile Approach to Integration With Respect to Non-Additive Measures
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Comparing Downside Risk Measures for Heavy Tailed Distributions
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