12 citations · 57 across the 23 of their papers we have counts for
4 papers · 1 filter
Uniform Function Estimators in Reproducing Kernel Hilbert Spaces
Paul Dommel, Alois Pichler
This paper addresses the problem of regression to reconstruct functions, which are observed with superimposed errors at random locations. We address the problem in reproducing kern…
Fractional Risk Process in Insurance
Arun Kumar, Nikolai Leonenko, Alois Pichler
Important models in insurance, for example the Carm{é}r--Lundberg theory and the Sparre Andersen model, essentially rely on the Poisson process. The process is used to model arriva…
Uniqueness of Kusuoka Representations
Alois Pichler, Alexander Shapiro
This paper addresses law invariant coherent risk measures and their Kusuoka representations. By elaborating the existence of a minimal representation we show that every Kusuoka rep…
Spectral Risk Measures, With Adaptions For Stochastic Optimization
Alois Pichler
Stochastic optimization problems often involve the expectation in its objective. When risk is incorporated in the problem description as well, then risk measures have to be involve…