Edit Profile (opens in new tab) Zähle, Henryk Co-Author Distance Author ID: zahle.henryk Published as: Zähle, Henryk Documents Indexed: 31 Publications since 2004, including 1 Book and 1 Additional arXiv Preprint Co-Authors: 12 Co-Authors with 19 Joint Publications 254 Co-Co-Authors all top 5 Co-Authors 12 single-authored 7 Beutner, Eric 6 Kratschmer, Volker 4 Schied, Alexander 2 Lauer, Alexandra 1 Kern, Patrick 1 Mayer, Ulrike 1 Neuenkirch, Andreas 1 Schuhmacher, Dominic 1 Simroth, Axel 1 Sturm, Anja K. 1 Wu, Wei Biao 1 Zhou, Zhou all top 5 Serials 5 Bernoulli 4 Journal of Multivariate Analysis 2 Insurance Mathematics & Economics 2 Stochastic Processes and their Applications 2 Finance and Stochastics 2 Statistics & Risk Modeling 1 Metrika 1 Scandinavian Journal of Statistics 1 Journal of Statistical Planning and Inference 1 Mathematische Nachrichten 1 Stochastic Analysis and Applications 1 Statistics 1 Journal of Applied Mathematics and Stochastic Analysis 1 Statistical Papers 1 Monte Carlo Methods and Applications 1 Mathematical Methods of Operations Research 1 Electronic Journal of Statistics 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) all top 5 Fields 21 Statistics (62-XX) 19 Probability theory and stochastic processes (60-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Numerical analysis (65-XX) 1 Partial differential equations (35-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 28 Publications have been cited 264 times in 144 Documents Cited by ▼ Year ▼ Comparative and qualitative robustness for law-invariant risk measures. Zbl 1298.91195 Krätschmer, Volker; Schied, Alexander; Zähle, Henryk 60 2014 Qualitative and infinitesimal robustness of tail-dependent statistical functionals. Zbl 1236.62043 Krätschmer, Volker; Schied, Alexander; Zähle, Henryk 34 2012 A modified functional delta method and its application to the estimation of risk functionals. Zbl 1213.62055 Beutner, Eric; Zähle, Henryk 22 2010 Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes. Zbl 1452.62190 Beutner, Eric; Zähle, Henryk 20 2012 Statistical inference for expectile-based risk measures. Zbl 1422.62241 Krätschmer, Volker; Zähle, Henryk 20 2017 Domains of weak continuity of statistical functionals with a view toward robust statistics. Zbl 1370.62022 Krätschmer, Volker; Schied, Alexander; Zähle, Henryk 16 2017 Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics. Zbl 1303.60019 Beutner, Eric; Zähle, Henryk 11 2014 Sensitivity of risk measures with respect to the normal approximation of total claim distributions. Zbl 1228.91040 Krätschmer, Volker; Zähle, Henryk 11 2011 Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals. Zbl 1338.62073 Beutner, Eric; Zähle, Henryk 9 2016 Asymptotics for statistical functionals of long-memory sequences. Zbl 1250.62023 Beutner, Eric; Wu, Wei Biao; Zähle, Henryk 8 2012 A definition of qualitative robustness for general point estimators, and examples. Zbl 1328.62143 Zähle, Henryk 7 2016 Qualitative robustness of statistical functionals under strong mixing. Zbl 1388.62071 Zähle, Henryk 6 2015 Space-time regularity of catalytic super-Brownian motion. Zbl 1072.60048 Zähle, Henryk 6 2005 Quasi-Hadamard differentiability of general risk functionals and its application. Zbl 1346.60019 Krätschmer, Volker; Schied, Alexander; Zähle, Henryk 6 2015 Marcinkiewicz-Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators. Zbl 1367.60024 Zähle, Henryk 4 2014 Rates of almost sure convergence of plug-in estimates for distortion risk measures. Zbl 1234.62138 Zähle, Henryk 4 2011 Functional weak limit theorem for a local empirical process of non-stationary time series and its application. Zbl 1437.62336 Mayer, Ulrike; Zähle, Henryk; Zhou, Zhou 4 2020 Heat equation with strongly inhomogeneous noise. Zbl 1074.60073 Zähle, Henryk 3 2004 Qualitative robustness of von Mises statistics based on strongly mixing data. Zbl 1416.62176 Zähle, Henryk 2 2014 Nonparametric estimation of risk measures of collective risks. Zbl 1338.60094 Lauer, Alexandra; Zähle, Henryk 2 2015 First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function. Zbl 1454.90105 Kern, Patrick; Simroth, Axel; Zähle, Henryk 2 2020 On qualitative robustness of the Lotka-Nagaev estimator for the offspring mean of a supercritical Galton-Watson process. Zbl 1329.60309 Schuhmacher, Dominic; Sturm, Anja; Zähle, Henryk 1 2016 Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks. Zbl 1394.62050 Lauer, Alexandra; Zähle, Henryk 1 2017 Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process. Zbl 07634390 Beutner, Eric; Zähle, Henryk 1 2023 A concept of copula robustness and its applications in quantitative risk management. Zbl 1498.91509 Zähle, Henryk 1 2022 Weak approximation of SDEs by discrete-time processes. Zbl 1145.60038 Zähle, Henryk 1 2008 Approximation of SEDs by population-size-dependent Galton-Watson processes. Zbl 1190.60048 Zähle, Henryk 1 2010 A risk class modell for the aging reserve portability in private health insurance. (Ein Risikoklassenmodell für die Portabilität der Alterungsrückstellungen in der PKV.) Zbl 1195.91072 Zähle, Henryk 1 2010 Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process. Zbl 07634390 Beutner, Eric; Zähle, Henryk 1 2023 A concept of copula robustness and its applications in quantitative risk management. Zbl 1498.91509 Zähle, Henryk 1 2022 Functional weak limit theorem for a local empirical process of non-stationary time series and its application. Zbl 1437.62336 Mayer, Ulrike; Zähle, Henryk; Zhou, Zhou 4 2020 First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function. Zbl 1454.90105 Kern, Patrick; Simroth, Axel; Zähle, Henryk 2 2020 Statistical inference for expectile-based risk measures. Zbl 1422.62241 Krätschmer, Volker; Zähle, Henryk 20 2017 Domains of weak continuity of statistical functionals with a view toward robust statistics. Zbl 1370.62022 Krätschmer, Volker; Schied, Alexander; Zähle, Henryk 16 2017 Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks. Zbl 1394.62050 Lauer, Alexandra; Zähle, Henryk 1 2017 Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals. Zbl 1338.62073 Beutner, Eric; Zähle, Henryk 9 2016 A definition of qualitative robustness for general point estimators, and examples. Zbl 1328.62143 Zähle, Henryk 7 2016 On qualitative robustness of the Lotka-Nagaev estimator for the offspring mean of a supercritical Galton-Watson process. Zbl 1329.60309 Schuhmacher, Dominic; Sturm, Anja; Zähle, Henryk 1 2016 Qualitative robustness of statistical functionals under strong mixing. Zbl 1388.62071 Zähle, Henryk 6 2015 Quasi-Hadamard differentiability of general risk functionals and its application. Zbl 1346.60019 Krätschmer, Volker; Schied, Alexander; Zähle, Henryk 6 2015 Nonparametric estimation of risk measures of collective risks. Zbl 1338.60094 Lauer, Alexandra; Zähle, Henryk 2 2015 Comparative and qualitative robustness for law-invariant risk measures. Zbl 1298.91195 Krätschmer, Volker; Schied, Alexander; Zähle, Henryk 60 2014 Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics. Zbl 1303.60019 Beutner, Eric; Zähle, Henryk 11 2014 Marcinkiewicz-Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators. Zbl 1367.60024 Zähle, Henryk 4 2014 Qualitative robustness of von Mises statistics based on strongly mixing data. Zbl 1416.62176 Zähle, Henryk 2 2014 Qualitative and infinitesimal robustness of tail-dependent statistical functionals. Zbl 1236.62043 Krätschmer, Volker; Schied, Alexander; Zähle, Henryk 34 2012 Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes. Zbl 1452.62190 Beutner, Eric; Zähle, Henryk 20 2012 Asymptotics for statistical functionals of long-memory sequences. Zbl 1250.62023 Beutner, Eric; Wu, Wei Biao; Zähle, Henryk 8 2012 Sensitivity of risk measures with respect to the normal approximation of total claim distributions. Zbl 1228.91040 Krätschmer, Volker; Zähle, Henryk 11 2011 Rates of almost sure convergence of plug-in estimates for distortion risk measures. Zbl 1234.62138 Zähle, Henryk 4 2011 A modified functional delta method and its application to the estimation of risk functionals. Zbl 1213.62055 Beutner, Eric; Zähle, Henryk 22 2010 Approximation of SEDs by population-size-dependent Galton-Watson processes. Zbl 1190.60048 Zähle, Henryk 1 2010 A risk class modell for the aging reserve portability in private health insurance. (Ein Risikoklassenmodell für die Portabilität der Alterungsrückstellungen in der PKV.) Zbl 1195.91072 Zähle, Henryk 1 2010 Weak approximation of SDEs by discrete-time processes. Zbl 1145.60038 Zähle, Henryk 1 2008 Space-time regularity of catalytic super-Brownian motion. Zbl 1072.60048 Zähle, Henryk 6 2005 Heat equation with strongly inhomogeneous noise. Zbl 1074.60073 Zähle, Henryk 3 2004 all cited Publications top 5 cited Publications all top 5 Cited by 222 Authors 20 Zähle, Henryk 11 Wang, Ruodu 7 Bellini, Fabio 6 Kratschmer, Volker 6 Munari, Cosimo 6 Xu, Huifu 6 Ziegel, Johanna F. 5 Beutner, Eric 5 Claus, Matthias 5 Girard, Stéphane 4 Fissler, Tobias 4 Schied, Alexander 4 Stupfler, Gilles 3 Bignozzi, Valeria 3 Burtscheidt, Johanna 3 Embrechts, Paul 3 Gao, Niushan 3 Mao, Tiantian 3 Rosazza Gianin, Emanuela 3 Usseglio-Carleve, Antoine 3 Wei, Yunran 3 Xanthos, Foivos 3 Yang, Fan 3 Zhou, Zhou 2 Ahn, Jae Youn 2 Bouzebda, Salim 2 Daouia, Abdelaati 2 Dehling, Herold G. 2 Dewan, Isha 2 Garg, Mansi 2 Guo, Shaoyan 2 Holzmann, Hajo 2 Hu, Taizhong 2 Klar, Bernhard 2 Koch Medina, Pablo 2 Laksaci, Ali 2 Leung, Denny H. 2 Liu, Junfeng 2 Rossello, Damiano 2 Ruszczyński, Andrzej 2 Schultz, Rüdiger 2 Shyamalkumar, Nariankadu D. 2 Tang, Qihe 2 Tsanakas, Andreas 2 Wang, Wei 2 Weber, Stefan 2 Wendler, Martin 1 Adam, Cécile 1 Alemany, Ramon 1 Almanjahie, Ibrahim Mufrah 1 Arbel, Julyan 1 Armenti, Yannick 1 Asimit, Alexandru V. 1 Bahraoui, Tarik 1 Bera, Anil K. 1 Bernard, Carole L. 1 Betken, Annika 1 Bolancé, Catalina 1 Buchsteiner, Jannis 1 Burzoni, Matteo 1 Cai, Jun 1 Cambou, Mathieu 1 Cascos, Ignacio 1 Cesarone, Francesco 1 Chen, Shengzhong 1 Cheng, Weihu 1 Cheung, Ka Chun 1 Chikr Elmezouar, Zouaoui 1 Colombo, Christian 1 Costa, Manon 1 Crepey, Stephane 1 Delbaen, Freddy 1 Dempe, Stephan 1 Dentcheva, Darinka 1 Desmettre, Sascha 1 Ding, Xiucai 1 Dörmann, Nora 1 Doukhan, Paul 1 Drapeau, Samuel 1 Durieu, Olivier 1 Fadina, Tolulope 1 Farkas, Walter 1 Fernández, Tamara 1 Ferri, Enrico 1 Filipović, Damir 1 Fleischmann, Klaus 1 Fuh, Cheng-Der 1 Gadat, Sébastien 1 Gaigall, Daniel 1 Gamboa, Fabrice 1 Garivier, Aurélien 1 Gijbels, Irène 1 Giraudo, Davide 1 Goovaerts, Marc J. 1 Guillen, Montserrat 1 Hable, Robert 1 Han, Fang 1 Herdegen, Martin 1 Hlavinová, Jana 1 Hori, Atsushi ...and 122 more Authors all top 5 Cited in 60 Serials 15 Insurance Mathematics & Economics 10 Bernoulli 10 Finance and Stochastics 7 Electronic Journal of Statistics 5 The Annals of Statistics 5 Journal of Multivariate Analysis 5 European Journal of Operational Research 5 SIAM Journal on Financial Mathematics 4 Statistics & Probability Letters 4 SIAM Journal on Optimization 3 Annals of the Institute of Statistical Mathematics 3 Journal of Econometrics 3 Journal of Statistical Planning and Inference 3 Statistical Papers 3 ASTIN Bulletin 3 Mathematics and Financial Economics 3 Statistics & Risk Modeling 2 Metrika 2 Operations Research 2 Statistics 2 Communications in Statistics. Theory and Methods 2 Mathematical Programming. Series A. Series B 2 Optimization Methods & Software 2 Quantitative Finance 2 North American Actuarial Journal 2 Dependence Modeling 1 Journal of Mathematical Analysis and Applications 1 Scandinavian Journal of Statistics 1 Theory of Probability and its Applications 1 The Annals of Probability 1 Journal of Differential Equations 1 Journal of Optimization Theory and Applications 1 Mathematics of Operations Research 1 SIAM Journal on Control and Optimization 1 Journal of Time Series Analysis 1 Journal of Theoretical Probability 1 Journal of Applied Mathematics and Stochastic Analysis 1 Annals of Operations Research 1 The Annals of Applied Probability 1 Stochastic Processes and their Applications 1 NoDEA. Nonlinear Differential Equations and Applications 1 Electronic Journal of Probability 1 Mathematical Finance 1 Vietnam Journal of Mathematics 1 Mathematical Methods of Operations Research 1 Econometric Theory 1 Scandinavian Actuarial Journal 1 Decisions in Economics and Finance 1 OR Spectrum 1 Computational Management Science 1 Stochastics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Optimization Letters 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 Communications in Mathematical Research 1 Science China. Mathematics 1 Sankhyā. Series A 1 Sankhyā. Series B 1 European Actuarial Journal 1 Statistics and Computing all top 5 Cited in 11 Fields 87 Statistics (62-XX) 69 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 56 Probability theory and stochastic processes (60-XX) 18 Operations research, mathematical programming (90-XX) 5 Functional analysis (46-XX) 2 Partial differential equations (35-XX) 2 Systems theory; control (93-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) Citations by Year