Rüschendorf,Ludger

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Svetlozar RachevProfessor of Applied MathematicsVerified email at ttu.edu
Giovanni PuccettiUniversity of Milan, ItalyVerified email at unimi.it
Steven VanduffelProfessor, Vrije Universiteit BrusselVerified email at vub.be
Ralph NeiningerGoethe Universität, Frankfurt a.M.Verified email at math.uni-frankfurt.de
Carole BernardProfessor, Grenoble Ecole de Management, FranceVerified email at grenoble-em.com
John HutchinsonProfessor Emeritus, Australian National UniversityVerified email at anu.edu.au
Ruodu WangUniversity of WaterlooVerified email at uwaterloo.ca
Swen KieselVerified email at talanx.com
Uwe RoeslerProfessor of Mathematics, Kiel UniversityVerified email at math.uni-kiel.de
F. Thomas BrussProfessor of Mathematics, Université Libre de BruxellesVerified email at ulb.ac.be
Franck MorauxUniversité de Rennes 1Verified email at univ-rennes1.fr
Juan Cuesta-AlbertosUniversidad de CantabriaVerified email at unican.es
Mike LudkovskiProfessor, UC Santa BarbaraVerified email at pstat.ucsb.edu
Jing YaoHeriot Watt UniversityVerified email at vub.ac.be
Valeria BignozziSenior researcher at University of Milano-Bicocca, Department of Statistics and Quantitative MethodsVerified email at unimib.it
Georgi MitovVerified email at finanalytica.com
Carlos MatranUniversidad de ValladolidVerified email at eio.uva.es
Alfred MüllerUniversität SiegenVerified email at mathematik.uni-siegen.de
Avishai MandelbaumProfesson of Service Engineering, Operations Research, StatisticsVerified email at technion.ac.il
Michael R. KosorokW.R. Kenan, Jr. Distinguished Professor of Biostatistics, University of North CarolinaVerified email at unc.edu

Rüschendorf,Ludger

Stochastik,Uni Freiburg

Verified email at stochastik.uni-freiburg.de

analysis of algorithms dependence models mathematical finance risk measurement mass-transportation


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Mass Transportation Problems: Volume I: Theory ST Rachev, L Rüschendorf Springer Science & Business Media, 1998	1299	1998
Mathematical Risk Analysis L Rüschendorf Springer Ser. Oper. Res. Financ. Eng. Springer, Heidelberg, 2013	302	2013
Model uncertainty and VaR aggregation P Embrechts, G Puccetti, L Rüschendorf Journal of Banking & Finance 37 (8), 2750-2764, 2013	292	2013
Mass Transportation Problems:Applications S Rachev, L Rüschendorf Springer : Probability and its Applications, 1998	289*	1998
On the distributional transform, Sklar's theorem, and the empirical copula process L Rüschendorf Journal of statistical planning and inference 139 (11), 3921-3927, 2009	257	2009
Minimax and minimal distance martingale measures and their relationship to portfolio optimization T Goll, L Rüschendorf Finance and Stochastics 5 (4), 557-581, 2001	230	2001
Asymptotic distributions of multivariate rank order statistics L Ruschendorf The Annals of Statistics, 912-923, 1976	212	1976
An academic response to Basel 3.5 P Embrechts, G Puccetti, L Rüschendorf, R Wang, A Beleraj Risks 2 (1), 25-48, 2014	209	2014
The Wasserstein distance and approximation theorems L Rüschendorf Probability Theory and Related Fields 70 (1), 117-129, 1985	207	1985
Random variables with maximum sums L Rüschendorf Advances in Applied Probability 14 (3), 623-632, 1982	193	1982
The contraction method for recursive algorithms U Roesler, L Rüschendorf Algorithmica 29 (1), 3-33, 2001	183	2001
A characterization of random variables with minimum L2-distance L Rüschendorf, ST Rachev Journal of multivariate analysis 32 (1), 48-54, 1990	179	1990
A general limit theorem for recursive algorithms and combinatorial structures R Neininger, L Rüschendorf The Annals of Applied Probability 14 (1), 378-418, 2004	172	2004
On convex risk measures on L p-spaces M Kaina, L Rüschendorf Mathematical methods of operations research 69 (3), 475-495, 2009	160	2009
Convergence of the iterative proportional fitting procedure L Ruschendorf The Annals of Statistics, 1160-1174, 1995	152	1995
Computation of sharp bounds on the distribution of a function of dependent risks G Puccetti, L Rüschendorf Journal of Computational and Applied Mathematics 236 (7), 1833-1840, 2012	132	2012
Probability metrics and recursive algorithms ST Rachev, L Rüschendorf Advances in Applied Probability 27 (3), 770-799, 1995	132	1995
Fréchet-bounds and their applications L Rüschendorf Advances in probability distributions with given marginals, 151-187, 1991	118	1991
Consistent risk measures for portfolio vectors C Burgert, L Rüschendorf Insurance: Mathematics and Economics 38 (2), 289-297, 2006	112	2006
Solution of a statistical optimization problem by rearrangement methods L Rüschendorf Metrika 30 (1), 55-61, 1983	109	1983

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