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Rüschendorf,Ludger
Rüschendorf,Ludger
Stochastik,Uni Freiburg
Adresse e-mail validée de stochastik.uni-freiburg.de
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Mass Transportation Problems: Volume I: Theory
ST Rachev, L Rüschendorf
Springer Science & Business Media, 1998
14121998
Mathematical Risk Analysis
L Rüschendorf
Springer Ser. Oper. Res. Financ. Eng. Springer, Heidelberg, 2013
3742013
Model uncertainty and VaR aggregation
P Embrechts, G Puccetti, L Rüschendorf
Journal of Banking & Finance 37 (8), 2750-2764, 2013
3392013
Mass Transportation Problems:Applications
S Rachev, L Rüschendorf
Springer : Probability and its Applications, 1998
321*1998
The Wasserstein distance and approximation theorems
L Rüschendorf
Probability Theory and Related Fields 70 (1), 117-129, 1985
3131985
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
3082009
An academic response to Basel 3.5
P Embrechts, G Puccetti, L Rüschendorf, R Wang, A Beleraj
Risks 2 (1), 25-48, 2014
2492014
Minimax and minimal distance martingale measures and their relationship to portfolio optimization
T Goll, L Rüschendorf
Finance and Stochastics 5, 557-581, 2001
2412001
Asymptotic distributions of multivariate rank order statistics
L Ruschendorf
The Annals of Statistics, 912-923, 1976
2391976
Random variables with maximum sums
L Rüschendorf
Advances in Applied Probability 14 (3), 623-632, 1982
2211982
Convergence of the iterative proportional fitting procedure
L Ruschendorf
The Annals of Statistics, 1160-1174, 1995
2081995
The contraction method for recursive algorithms
U Roesler, L Rüschendorf
Algorithmica 29, 3-33, 2001
1982001
A characterization of random variables with minimum L2-distance
L Rüschendorf, ST Rachev
Journal of multivariate analysis 32 (1), 48-54, 1990
1981990
A general limit theorem for recursive algorithms and combinatorial structures
R Neininger, L Rüschendorf
The Annals of Applied Probability 14 (1), 378-418, 2004
1842004
On convex risk measures on L p -spaces
M Kaina, L Rüschendorf
Mathematical methods of operations research 69, 475-495, 2009
1782009
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
1492012
Probability metrics and recursive algorithms
ST Rachev, L Rüschendorf
Advances in Applied Probability 27 (3), 770-799, 1995
1361995
Consistent risk measures for portfolio vectors
C Burgert, L Rüschendorf
Insurance: Mathematics and Economics 38 (2), 289-297, 2006
1242006
Fréchet-bounds and their applications
L Rüschendorf
Advances in Probability Distributions with Given Marginals: beyond the …, 1991
1201991
Value‐at‐risk bounds with variance constraints
C Bernard, L Rüschendorf, S Vanduffel
Journal of Risk and Insurance 84 (3), 923-959, 2017
1172017
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