Prof. Dr. Henryk Zähle

Peer-reviewed papers

  • Eric Beutner and Henryk Zähle
    Donsker results for the empirical process indexed by functions of locally bounded variation and applications to the smoothed empirical process
    Bernoulli 29(1), 2023, 205–228 (electronic supplement, 22 pages)
  • Henryk Zähle
    A concept of copula robustness and its applications in quantitative risk management
    Finance and Stochastics 26(4), 2022, 825–875
  • Patrick Kern, Axel Simroth, and Henryk Zähle
    First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function
    Mathematical Methods of Operations Research 92(1), 2020, 165–197 (electronic supplement, 32 pages)
  • Ulrike Mayer, Henryk Zähle, and Zhou Zhou
    Functional weak limit theorem for a local empirical process of non-stationary time series and its application
    Bernoulli 26(3), 2020, 1891–1911 (electronic supplement, 59 pages)
  • Eric Beutner and Henryk Zähle
    Bootstrapping Average Value at Risk of single and collective risks
    Risks 6(3), 96, 2018
  • Volker Krätschmer and Henryk Zähle
    Statistical inference for expectile-based risk measures
    Scandinavian Journal of Statistics 44(2), 2017, 425–454 (electronic supplement, 11 pages)
  • Volker Krätschmer, Alexander Schied, and Henryk Zähle
    Domains of weak continuity of statistical functionals with a view toward robust statistics
    Journal of Multivariate Analysis 158, 2017, 1–19
  • Alexandra Lauer and Henryk Zähle
    Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks
    Insurance: Mathematics and Economics 74, 2017, 99–108
  • Eric Beutner and Henryk Zähle
    Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals
    Electronic Journal of Statistics 10(1), 2016, 1181–1222
  • Dominic Schuhmacher, Anja Sturm, and Henryk Zähle
    On qualitative robustness of the Lotka-Nagaev estimator for the offspring mean of a supercritical Galton-Watson process
    Journal of Statistical Planning and Inference 169, 2016, 56–70
  • Henryk Zähle
    A definition of qualitative robustness for general point estimators, and examples
    Journal of Multivariate Analysis 143, 2016, 12–31
  • Alexandra Lauer and Henryk Zähle
    Nonparametric estimation of risk measures of collective risks
    Statistics and Risk Modeling 32(2), 2015, 89–102
  • Henryk Zähle
    Qualitative robustness of statistical functionals under strong mixing
    Bernoulli 21(3), 2015, 1412–1434
  • Volker Krätschmer, Alexander Schied, and Henryk Zähle
    Quasi-Hadamard differentiability of general risk functionals and its application
    Statistics and Risk Modeling 32(1), 2015, 25–47
  • Volker Krätschmer, Alexander Schied, and Henryk Zähle
    Comparative and qualitative robustness for law-invariant risk measures
    Finance and Stochastics 18(2), 2014, 271–295
  • Henryk Zähle
    Marcinkiewicz-Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators
    Statistics 48(5), 2014, 951–964
  • Eric Beutner and Henryk Zähle
    Continuous mapping approach to the asymptotics of U- and V-statistics
    Bernoulli 20(2), 2014, 846–877
  • Henryk Zähle
    Qualitative robustness of von Mises statistics based on strongly mixing data
    Statistical Papers 55(1), 2014, 157–167
  • Henryk Zähle and Katrin Zähle
    Prämienanpassungen im Risikoklassenmodell der Privaten Krankenversicherung
    Zeitschrift für die gesamte Versicherungswissenschaft 102(2), 2013, 111–140
  • Eric Beutner, Wei Biao Wu, and Henryk Zähle
    Asymptotics for statistical functionals of long-memory sequences
    Stochastic Processes and their Applications 122(3), 2012, 910–929
  • Volker Krätschmer, Alexander Schied, and Henryk Zähle
    Qualitative and infinitesimal robustness of tail-dependent statistical functionals
    Journal of Multivariate Analysis 103(1), 2012, 35–47
  • Eric Beutner and Henryk Zähle
    Deriving the asymptotic distribution of U- and V-statistics of dependent data using weighted empirical processes
    Bernoulli 18(3), 2012, 803–822
  • Volker Krätschmer and Henryk Zähle
    Sensitivity of risk measures with respect to the normal approximation of total claim distributions
    Insurance: Mathematics and Economics 49(3), 2011, 335–344
  • Axel Simroth and Henryk Zähle
    Travel time prediction using floating car data applied to logistics planning
    IEEE Transactions on Intelligent Transportation Systems 12(1), 2011, 243–253
  • Henryk Zähle
    Rates of almost sure convergence of plug-in estimates for distortion risk measures
    Metrika 74(2), 2011, 267–285
  • Eric Beutner and Henryk Zähle
    A modified functional delta method and its application to the estimation of risk functionals
    Journal of Multivariate Analysis 101(10), 2010, 2452–2463
  • Henryk Zähle
    Ein Risikoklassenmodell für die Portabilität der Alterungsrückstellungen in der PKV
    Blätter der DGVFM 31(1), 2010, 39–64
  • Henryk Zähle
    Approximation of SDEs by population-size-dependent Galton-Watson processes
    Stochastic Analysis and Applications 28(2), 2010, 377–388
  • Andreas Neuenkirch and Henryk Zähle
    Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients
    Monte Carlo Methods and Applications 15(4), 2009, 333–351
  • Ansgar Steland and Henryk Zähle
    Sampling inspection by variables: nonparametric setting
    Statistica Neerlandica 63(1), 2009, 101–123
  • Henryk Zähle
    Weak approximation of SDEs by discrete-time processes
    Journal of Applied Mathematics and Stochastic Analysis Vol. 2008, 14 pages
  • Henryk Zähle, Michael Scheutzow, Martin Reisslein, and Martin Maier
    On the multicast capacity of unidirectional and bidirectional packet-switched WDM ring networks
    IEEE Journal on Selected Areas in Communication 25(3), 2007, 105–119
  • Henryk Zähle
    Space-time regularity of catalytic super-Brownian motion
    Mathematische Nachrichten 278(7-8), 2005, 942–970
  • Henryk Zähle
    Heat equation with strongly inhomogeneous noise
    Stochastic Processes and their Applications 112(1), 2004, 95–118

Contributions to conference proceedings

  • Henryk Zähle
    Noncentral limit theorems for statistical functionals based on long-memory sequences
    Proceedings of the 58th ISI Congress 2011, Dublin, Ireland, 6 pages
  • Werner Herrmann, Jörg Althaus, Ansgar Steland, and Henryk Zähle
    Statistical and experimental methods for assessing the power output specification of PV modules
    Proceedings of the 21th European Photovoltaic Solar Energy Conference 2006, Dresden, Germany, 2416–2420


  • Henryk Zähle
    Stochastic heat equation and catalytic super-Brownian motion
    PhD Thesis, Technical University Berlin, 2004
  • Henryk Zähle
    Konvergenz in Verteilung von empirischen Prozessen
    Diploma Thesis, University of Göttingen, 2000