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Rüschendorf,Ludger
Rüschendorf,Ludger
Stochastik,Uni Freiburg
Verified email at stochastik.uni-freiburg.de
Title
Cited by
Cited by
Year
Mass Transportation Problems: Volume I: Theory
ST Rachev, L Rüschendorf
Springer Science & Business Media, 1998
12991998
Mathematical Risk Analysis
L Rüschendorf
Springer Ser. Oper. Res. Financ. Eng. Springer, Heidelberg, 2013
3022013
Model uncertainty and VaR aggregation
P Embrechts, G Puccetti, L Rüschendorf
Journal of Banking & Finance 37 (8), 2750-2764, 2013
2922013
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
2572009
Minimax and minimal distance martingale measures and their relationship to portfolio optimization
T Goll, L Rüschendorf
Finance and Stochastics 5 (4), 557-581, 2001
2302001
Asymptotic distributions of multivariate rank order statistics
L Ruschendorf
The Annals of Statistics, 912-923, 1976
2121976
An academic response to Basel 3.5
P Embrechts, G Puccetti, L Rüschendorf, R Wang, A Beleraj
Risks 2 (1), 25-48, 2014
2092014
The Wasserstein distance and approximation theorems
L Rüschendorf
Probability Theory and Related Fields 70 (1), 117-129, 1985
2071985
Random variables with maximum sums
L Rüschendorf
Advances in Applied Probability 14 (3), 623-632, 1982
1931982
The contraction method for recursive algorithms
U Roesler, L Rüschendorf
Algorithmica 29 (1), 3-33, 2001
1832001
A characterization of random variables with minimum L2-distance
L Rüschendorf, ST Rachev
Journal of multivariate analysis 32 (1), 48-54, 1990
1791990
A general limit theorem for recursive algorithms and combinatorial structures
R Neininger, L Rüschendorf
The Annals of Applied Probability 14 (1), 378-418, 2004
1722004
On convex risk measures on L p-spaces
M Kaina, L Rüschendorf
Mathematical methods of operations research 69 (3), 475-495, 2009
1602009
Convergence of the iterative proportional fitting procedure
L Ruschendorf
The Annals of Statistics, 1160-1174, 1995
1521995
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
1322012
Probability metrics and recursive algorithms
ST Rachev, L Rüschendorf
Advances in Applied Probability 27 (3), 770-799, 1995
1321995
Fréchet-bounds and their applications
L Rüschendorf
Advances in probability distributions with given marginals, 151-187, 1991
1181991
Consistent risk measures for portfolio vectors
C Burgert, L Rüschendorf
Insurance: Mathematics and Economics 38 (2), 289-297, 2006
1122006
Solution of a statistical optimization problem by rearrangement methods
L Rüschendorf
Metrika 30 (1), 55-61, 1983
1091983
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