Karl Hinderer
2005
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.
Whom Karl Hinderer trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Karl Hinderer overall
Papers from Karl Hinderer's perspective
Ordered by how strongly the researchers Karl Hinderer trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized deviations in risk analysis (Finance and Stochastics)
- Making and Evaluating Point Forecasts
- Quantiles, expectiles and splines
- Using copulae to bound the Value-at-Risk for functions of dependent risks (Finance and Stochastics)
- On law invariant coherent risk measures
- Stochastic Ordering of Multivariate Normal Distributions
- Stochastic Orders and Risk Measures: Consistency and Bounds
- AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
- An Introduction to Copulas
- Ambiguity in portfolio selection
Their papers
- Lipschitz Continuity of Value Functions in Markovian Decision Processes (2005) — 73 citations