Edit Profile (opens in new tab) Rüschendorf, Ludger Co-Author Distance Author ID: ruschendorf.ludger Published as: Rüschendorf, Ludger; Rüschendorf, L.; Rueschendorf, Ludger; Rüschendorf, L. A.; Rueschendorf, L. more...less Homepage: https://www.stochastik.uni-freiburg.de/emeriti/rueschendorf External Links: MGP · Google Scholar · Math-Net.Ru · dblp Documents Indexed: 220 Publications since 1974, including 9 Books and 4 Additional arXiv Preprints 1 Contribution as Editor Biographic References: 1 Publication Co-Authors: 73 Co-Authors with 150 Joint Publications 1,225 Co-Co-Authors all top 5 Co-Authors 69 single-authored 21 Rachev, Svetlozar T. 10 Puccetti, Giovanni 10 Vanduffel, Steven 7 Neininger, Ralph 6 Kühne, Robert 6 Ramachandran, Doraiswamy 6 Wolf, Viktor 5 Ansari, Jonathan 5 Bernard, Carole 5 Döhler, Sebastian 5 Köpfer, Benedikt 4 Bergenthum, Jan 4 Burgert, Christian 4 Faller, Andreas 4 Kiesel, Swen 4 Uckelmann, Ludger 3 Cramer, Michael 3 Faugeras, Olivier Paul 3 Fehrenbach, Johannes 3 Hutchinson, John Edward 3 Mainik, Georg 3 Schopp, Eva-Maria 2 Cornilly, Dries 2 Cuesta-Albertos, Juan Antonio 2 Gaffke, Norbert 2 Urusov, Mikhail A. 1 Anthes, Birgit 1 Bellach, Anna 1 Belomestny, Denis 1 Bignozzi, Valeria 1 Bruss, Franz Thomas 1 Chen, Jinghui 1 de Valk, Vincent 1 Eickmeyer, Kord 1 Feng, Yarong 1 Fine, Jason Peter 1 Goll, Thomas 1 Holtrode, R. 1 Höpfner, Reinhard 1 Hudde, Anselm 1 Isenbeck, M. 1 Kaina, M. 1 Kosorok, Michael R. 1 Krafft, Olaf 1 Ludkovski, Michael 1 Lütkebohmert, Eva 1 Lux, Thibaut 1 Mahmoud, Hosam M. 1 Mandelbaum, Avi 1 Manko, Dennis 1 Matrán, Carlos 1 Metzger, Christian 1 Michálek, Jiří 1 Mittnik, Stefan 1 Moraux, Franck 1 Müller, Alfred 1 Munsonius, Götz Olaf 1 Plachky, Detlef 1 Rein, Christian 1 Reiss, Rolf-Dieter 1 Rösler, Uwe 1 Sachs, Gernot 1 Schief, Andreas 1 Schnurr, Alexander 1 Schweizer, Berthold 1 Sei, Tomonari 1 Small, Daniel 1 Taylor, Michael D. 1 Tuero-Díaz, A. 1 von Hammerstein, Ernst August 1 Wang, Ruodu 1 Witting, Julian 1 Woerner, Jeannette H. C. all top 5 Serials 13 Statistics & Decisions 12 Journal of Applied Probability 9 Journal of Multivariate Analysis 8 Statistics & Probability Letters 7 Advances in Applied Probability 6 Theory of Probability and its Applications 6 Insurance Mathematics & Economics 6 Statistics 6 Dependence Modeling 5 Teoriya Veroyatnosteĭ i eë Primeneniya 5 The Annals of Statistics 5 Stochastic Processes and their Applications 5 Finance and Stochastics 4 The Annals of Probability 4 Probability and Mathematical Statistics 4 The Annals of Applied Probability 4 Applicationes Mathematicae 3 Journal of Computational and Applied Mathematics 3 Journal of Statistical Planning and Inference 3 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 3 Discrete Mathematics and Theoretical Computer Science. DMTCS 3 Statistics & Risk Modeling 2 Metrika 2 Annals of the Institute of Statistical Mathematics 2 Journal of the American Statistical Association 2 Mathematische Operationsforschung und Statistik. Series Statistics 2 The Mathematical Scientist 2 Studia Scientiarum Mathematicarum Hungarica 2 Probability Theory and Related Fields 2 Mathematical and Computer Modelling 2 Electronic Journal of Probability 2 Bernoulli 2 Mathematical Finance 2 Methodology and Computing in Applied Probability 2 Methods of Operations Research 2 Mathematica Applicanda 2 Springer-Lehrbuch Masterclass 1 Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV) 1 Calcutta Statistical Association. Bulletin 1 Indiana University Mathematics Journal 1 Mathematische Operationsforschung und Statistik. Series Optimization 1 Proceedings of the American Mathematical Society 1 Sankhyā. Series A. Methods and Techniques 1 SIAM Journal on Control and Optimization 1 Statistica Neerlandica 1 Journal of Algorithms 1 Algorithmica 1 Journal of Theoretical Probability 1 Annals of Operations Research 1 Random Structures & Algorithms 1 Siberian Advances in Mathematics 1 Communications in Statistics. Simulation and Computation 1 Communications in Statistics. Theory and Methods 1 European Journal of Operational Research 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Applied Mathematical Finance 1 Electronic Communications in Probability 1 Mathematical Methods of Operations Research 1 International Journal of Theoretical and Applied Finance 1 Statistical Inference for Stochastic Processes 1 Probability in the Engineering and Informational Sciences 1 Scandinavian Actuarial Journal 1 Quantitative Finance 1 Decisions in Economics and Finance 1 Institute of Mathematical Statistics Lecture Notes - Monograph Series 1 Advances in Data Analysis and Classification. ADAC 1 Springer Series in Statistics 1 Springer Series in Operations Research and Financial Engineering 1 Masterclass 1 Probability, Uncertainty and Quantitative Risk 1 Mathematics Study Resources all top 5 Fields 137 Probability theory and stochastic processes (60-XX) 90 Statistics (62-XX) 57 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Computer science (68-XX) 14 Measure and integration (28-XX) 14 Operations research, mathematical programming (90-XX) 8 Combinatorics (05-XX) 6 Functional analysis (46-XX) 6 Numerical analysis (65-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 1 General and overarching topics; collections (00-XX) 1 Real functions (26-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 180 Publications have been cited 2,909 times in 1,877 Documents Cited by ▼ Year ▼ Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications. Zbl 0990.60500 Rachev, S. T.; Rüschendorf, Ludger 405 1998 Mathematical risk analysis. Dependence, risk bounds, optimal allocations and portfolios. Zbl 1266.91001 Rüschendorf, Ludger 161 2013 Asymptotic distributions of multivariate rank order statistics. Zbl 0359.62040 Rüschendorf, Ludger 91 1976 On the distributional transform, Sklar’s theorem, and the empirical copula process. Zbl 1171.60313 Rüschendorf, Ludger 72 2009 A general limit theorem for recursive algorithms and combinatorial structures. Zbl 1041.60024 Neininger, Ralph; Rüschendorf, Ludger 69 2004 A characterization of random variables with minimum \(L^ 2\)-distance. Zbl 0688.62034 Rüschendorf, L.; Rachev, S. T. 69 1990 The contraction method for recursive algorithms. Zbl 0967.68166 Rösler, U.; Rüschendorf, L. 68 2001 Random variables with maximum sums. Zbl 0487.60026 Rüschendorf, Ludger 66 1982 On convex risk measures on \(L^{p}\)-spaces. Zbl 1168.91019 Kaina, M.; Rüschendorf, L. 65 2009 Minimax and minimal distance martingale measures and their relationship to portfolio optimization. Zbl 0997.91022 Goll, Thomas; Rüschendorf, Ludger 56 2001 Convergence of the iterative proportional fitting procedure. Zbl 0851.62038 Rüschendorf, Ludger 54 1995 Consistent risk measures for portfolio vectors. Zbl 1138.91490 Burgert, Christian; Rüschendorf, Ludger 52 2006 Computation of sharp bounds on the distribution of a function of dependent risks. Zbl 1241.65019 Puccetti, Giovanni; Rüschendorf, Ludger 49 2012 Distributions with fixed marginals and related topics. Proceedings of the AMS-IMS-SIAM joint summer research conference on distributions with fixed marginals, doubly stochastic measures and Markov operators held in Seattle, WA, USA, August 1–5, 1993. Zbl 0944.60012 48 1996 Probability metrics and recursive algorithms. Zbl 0829.60094 Rachev, S. T.; Rüschendorf, L. 47 1995 Solution of a statistical optimization problem by rearrangement methods. Zbl 0535.62008 Rüschendorf, L. 43 1983 Approximate independence of distributions on spheres and their stability properties. Zbl 0732.62014 Rachev, S. T.; Rüschendorf, L. 38 1991 On \(c\)-optimal random variables. Zbl 0847.62046 Rüschendorf, Ludger 37 1996 The Wasserstein distance and approximation theorems. Zbl 0554.60024 Rüschendorf, Ludger 35 1985 Note on the Schrödinger equation and \(I\)-projections. Zbl 0780.60036 Rüschendorf, L.; Thomsen, W. 35 1993 On the optimal risk allocation problem. Zbl 1186.91117 Burgert, Christian; Rüschendorf, Ludger 35 2006 Sharp bounds for sums of dependent risks. Zbl 1282.60017 Puccetti, Giovanni; Rüschendorf, Ludger 32 2013 Inequalities for the expectation of \(\Delta\)-monotone functions. Zbl 0441.60013 Rüschendorf, Ludger 31 1980 Approximation of sums by compound Poisson distributions with respect to stop-loss distances. Zbl 0729.62101 Rachev, S. T.; Rüschendorf, L. 31 1990 Fréchet-bounds and their applications. Zbl 0744.60005 Rüschendorf, Ludger 29 1991 Stochastically ordered distributions and monotonicity of the OC-function of sequential probability ratio tests. Zbl 0481.62063 Rueschendorf, Ludger 28 1981 On a class of extremal problems in statistics. Zbl 0467.60004 Gaffke, N.; Rüschendorf, L. 28 1981 On optimal portfolio diversification with respect to extreme risks. Zbl 1226.91069 Mainik, Georg; Rüschendorf, Ludger 27 2010 Risk bounds for factor models. Zbl 1443.91338 Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven; Wang, Ruodu 26 2017 On comonotonicity of Pareto optimal risk sharing. Zbl 1140.91424 Ludkovski, Michael; Rüschendorf, Ludger 26 2008 Expansion of transition distributions of Lévy processes in small time. Zbl 1007.60040 Rüschendorf, Ludger; Woerner, Jeannette H. C. 26 2002 Reducing model risk via positive and negative dependence assumptions. Zbl 1314.91242 Bignozzi, Valeria; Puccetti, Giovanni; Rüschendorf, Ludger 25 2015 Comparison of semimartingales and Lévy processes. Zbl 1178.60035 Bergenthum, Jan; Rüschendorf, Ludger 25 2007 Comparison of multivariate risks and positive dependence. Zbl 1049.62060 Rüschendorf, Ludger 24 2004 Optimal coupling of multivariate distributions and stochastic processes. Zbl 0788.60025 Cuesta-Albertos, J. A.; Rüschendorf, L.; Tuero-Diaz, A. 23 1993 On the \(n\)-coupling problem. Zbl 1011.62052 Rüschendorf, Ludger; Uckelmann, Ludger 22 2002 Sharpness of Frechet-bounds. Zbl 0445.60002 Rüschendorf, Ludger 21 1981 Variance minimization and random variables with constant sum. Zbl 1142.62316 Rüschendorf, Ludger; Uckelmann, Ludger 21 2002 Allocation of risks and equilibrium in markets with finitely many traders. Zbl 1141.91491 Burgert, Christian; Rüschendorf, Ludger 21 2008 Law invariant convex risk measures for portfolio vectors. Zbl 1186.91126 Rüschendorf, Ludger 21 2006 Bounds for joint portfolios of dependent risks. Zbl 1470.91072 Puccetti, Giovanni; Rüschendorf, Ludger 20 2012 A general duality theorem for marginal problems. Zbl 0818.60001 Ramachandran, D.; Rüschendorf, L. 20 1995 On the internal path length of \(d\)-dimensional quad trees. Zbl 0927.68030 Neininger, Ralph; Rüschendorf, Ludger 19 1999 Reduction of value-at-risk bounds via independence and variance information. Zbl 1401.91185 Puccetti, Giovanni; Rüschendorf, Ludger; Small, Daniel; Vanduffel, Steven 19 2017 VaR bounds for joint portfolios with dependence constraints. Zbl 1386.91175 Puccetti, Giovanni; Rüschendorf, Ludger; Manko, Dennis 18 2016 Comparison of option prices in semimartingale models. Zbl 1101.91028 Bergenthum, Jan; Rüschendorf, Ludger 18 2006 Optimal payoffs under state-dependent preferences. Zbl 1398.91503 Bernard, Carole; Moraux, Franck; Rüschendorf, Ludger; Vanduffel, Steven 18 2015 Construction of multivariate distributions with given marginals. Zbl 0573.62045 Rüschendorf, Ludger 17 1985 Closedness of sum spaces and the generalized Schrödinger problem. Zbl 0915.60007 Rüschendorf, L.; Thomsen, W. 17 1997 Optimal solutions of multivariate coupling problems. Zbl 0844.62047 Rüschendorf, L. 16 1995 On the empirical process of multivariate, dependent random variables. Zbl 0292.60010 Rüschendorf, Ludger 15 1974 On optimal multivariate couplings. Zbl 0907.60004 Rüschendorf, L.; Uckelmann, L. 15 1997 On regression representations of stochastic processes. Zbl 0779.60058 Rüschendorf, Ludger; de Valk, Vincent 14 1993 Consistency of estimators for multivariate density functions and for the mode. Zbl 0409.62041 Rüschendorf, Ludger 14 1977 Ordering of distributions and rearrangement of functions. Zbl 0461.60026 Rüschendorf, Ludger 13 1981 On the contraction method with degenerate limit equation. Zbl 1060.60005 Neininger, Ralph; Rüschendorf, Ludger 13 2004 Bounds for distributions with multivariate marginals. Zbl 0760.60019 Rüschendorf, Ludger 13 1991 Analysis of algorithms by the contraction method: additive and max-recursive sequences. Zbl 1090.68124 Neininger, Ralph; Rüschendorf, Ludger 13 2005 On the construction of optimal payoffs. Zbl 1444.91201 Rüschendorf, L.; Vanduffel, Steven 13 2020 Solution of some transportation problems with relaxed or additional constraints. Zbl 0797.60019 Rachev, S. T.; Rüschendorf, L. 12 1994 Optimal claims with fixed payoff structure. Zbl 1331.91156 Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven 11 2014 Two remarks on order statistics. Zbl 0574.62049 Rüschendorf, Ludger 11 1985 A survey of multivariate aspects of the contraction method. Zbl 1157.60307 Neininger, Ralph; Rüschendorf, Ludger 11 2006 Monge-Kantorovich transportation problem and optimal couplings. Zbl 1132.60019 Rüschendorf, Ludger 11 2007 Mass transportation problems in probability theory. Zbl 0860.60083 Cuesta-Albertos, J. A.; Matrán, C.; Rachev, S. T.; Rüschendorf, L. 11 1996 On the optimal stopping values induced by general dependence structures. Zbl 1002.60033 Müller, Alfred; Rüschendorf, Ludger 11 2001 Rates of convergence for Quicksort. Zbl 1010.68049 Neininger, Ralph; Rüschendorf, Ludger 10 2002 Risk bounds and partial dependence information. Zbl 1383.62251 Rüschendorf, Ludger 10 2017 Random fractals and probability metrics. Zbl 0984.60062 Hutchinson, John E.; Rüschendorf, Ludger 10 2000 Approximation of optimal stopping problems. Zbl 1047.60039 Kühne, Robert; Rüschendorf, Ludger 9 2000 On the minimum discrimination information theorem. Zbl 0562.62002 Rüschendorf, L. 9 1984 Optimal consumption strategies under model uncertainty. Zbl 1138.91422 Burgert, Christian; Rüschendorf, Ludger 9 2005 Numerical and analytical results for the transportation problem of Monge-Kantorovich. Zbl 1016.60017 Rüschendorf, Ludger; Uckelmann, Ludger 9 2000 On stochastic recursive equations of sum and max type. Zbl 1221.60006 Rüschendorf, Ludger 9 2006 Characterization of dependence concepts in normal distributions. Zbl 0475.62038 Rueschendorf, Ludger 8 1981 Complete and symmetrically complete families of distributions. Zbl 0644.62011 Mandelbaum, Avi; Rüschendorf, Ludger 8 1987 Adaptive estimation of hazard functions. Zbl 1022.62098 Döhler, Sebastian; Rüschendorf, Ludger 8 2002 Sklar’s theorem, copula products, and ordering results in factor models. Zbl 1479.60040 Ansari, Jonathan; Rüschendorf, Ludger 8 2021 On a class of optimal stopping problems for diffusions with discontinuous coefficients. Zbl 1153.60021 Rüschendorf, Ludger; Urusov, Mikhail A. 8 2008 Comparison of time-inhomogeneous Markov processes. Zbl 1384.60063 Rüschendorf, Ludger; Schnurr, Alexander; Wolf, Victor 8 2016 Random fractal measures via the contraction method. Zbl 0929.28008 Hutchinson, John E.; Rüschendorf, Ludger 8 1998 Worst case portfolio vectors and diversification effects. Zbl 1262.91155 Rüschendorf, Ludger 8 2012 Optimality of payoffs in Lévy models. Zbl 1298.91172 von Hammerstein, Ernst August; Lütkebohmert, Eva; Rüschendorf, Ludger; Wolf, Viktor 8 2014 VaR bounds in models with partial dependence information on subgroups. Zbl 1417.91284 Rüschendorf, Ludger; Witting, Julian 8 2017 Markov morphisms: a combined copula and mass transportation approach to multivariate quantiles. Zbl 1463.62138 Faugeras, Olivier Paul; Rüschendorf, Ludger 7 2017 On upper and lower prices in discrete-time models. Zbl 1021.91033 Rüschendorf, L. 7 2002 Models for option prices. Zbl 0833.90020 Rachev, S. T.; Rüschendorf, L. 7 1994 Upper bounds for strictly concave distortion risk measures on moment spaces. Zbl 1416.91167 Cornilly, D.; Rüschendorf, L.; Vanduffel, Steven 7 2018 Characterization of optimal risk allocations for convex risk functionals. Zbl 1171.91351 Kiesel, Swen; Rüschendorf, Ludger 6 2008 Computation of sharp bounds on the expected value of a supermodular function of risks with given marginals. Zbl 1314.60055 Puccetti, Giovanni; Rüschendorf, Ludger 6 2015 Limit theorems for depths and distances in weighted random \(b\)-ary recursive trees. Zbl 1234.05058 Munsonius, Götz Olaf; Rüschendorf, Ludger 6 2011 Ordering results for elliptical distributions with applications to risk bounds. Zbl 1453.60046 Ansari, Jonathan; Rüschendorf, Ludger 6 2021 Completeness in location families. Zbl 0786.62010 Isenbeck, M.; Rüschendorf, L. 6 1992 On the computation of Wasserstein barycenters. Zbl 1490.62022 Puccetti, Giovanni; Rüschendorf, Ludger; Vanduffel, Steven 6 2020 Comparison of estimators in stable models. Zbl 1098.62518 Höpfner, R.; Rüschendorf, L. 6 1999 On a comparison result for Markov processes. Zbl 1167.60005 Rüschendorf, Ludger 5 2008 On the rate of convergence in the CLT with respect to the Kantorovich metric. Zbl 0807.60030 Rachev, S. T.; Rüschendorf, L. 5 1994 Ordering of multivariate risk models with respect to extreme portfolio losses. Zbl 1235.91098 Mainik, Georg; Rüschendorf, Ludger 5 2012 On optimal allocation of risk vectors. Zbl 1231.91202 Kiesel, Swen; Rüschendorf, Ludger 5 2010 On conditional stochastic ordering of distributions. Zbl 0719.60018 Rüschendorf, Ludger 5 1991 Supermodular and directionally convex comparison results for general factor models. Zbl 07823261 Ansari, Jonathan; Rüschendorf, Ludger 2 2024 Markov projection of semimartingales – application to comparison results. Zbl 1539.60048 Köpfer, Benedikt; Rüschendorf, Ludger 1 2023 General construction and classes of explicit \(L^1\)-optimal couplings. Zbl 1504.49065 Puccetti, Giovanni; Rüschendorf, Ludger 1 2023 Fair allocation of indivisible goods with minimum inequality or minimum envy. Zbl 1487.91052 Cornilly, Dries; Puccetti, Giovanni; Rüschendorf, Ludger; Vanduffel, Steven 1 2022 Sklar’s theorem, copula products, and ordering results in factor models. Zbl 1479.60040 Ansari, Jonathan; Rüschendorf, Ludger 8 2021 Ordering results for elliptical distributions with applications to risk bounds. Zbl 1453.60046 Ansari, Jonathan; Rüschendorf, Ludger 6 2021 Generalized statistical arbitrage concepts and related gain strategies. Zbl 1521.91349 Rein, Christian; Rüschendorf, Ludger; Schmidt, Thorsten 2 2021 The martingale comparison method for Markov processes. Zbl 1476.60041 Köpfer, Benedikt; Rüschendorf, Ludger 1 2021 On the construction of optimal payoffs. Zbl 1444.91201 Rüschendorf, L.; Vanduffel, Steven 13 2020 On the computation of Wasserstein barycenters. Zbl 1490.62022 Puccetti, Giovanni; Rüschendorf, Ludger; Vanduffel, Steven 6 2020 Value-at-risk bounds with two-sided dependence information. Zbl 1426.91308 Lux, Thibaut; Rüschendorf, Ludger 5 2019 Weighted NPMLE for the subdistribution of a competing risk. Zbl 1478.62291 Bellach, Anna; Kosorok, Michael R.; Rüschendorf, Ludger; Fine, Jason P. 4 2019 Analysis of risk bounds in partially specified additive factor models. Zbl 1411.91313 Rüschendorf, L. 1 2019 Upper bounds for strictly concave distortion risk measures on moment spaces. Zbl 1416.91167 Cornilly, D.; Rüschendorf, L.; Vanduffel, Steven 7 2018 Ordering risk bounds in factor models. Zbl 1434.62076 Ansari, Jonathan; Rüschendorf, Ludger 5 2018 Risk excess measures induced by hemi-metrics. Zbl 1432.60010 Faugeras, Olivier P.; Rüschendorf, Ludger 3 2018 Risk bounds with additional information on functionals of the risk vector. Zbl 1417.91283 Rüschendorf, L. 3 2018 Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models. Zbl 1402.60021 Ansari, Jonathan; Rüschendorf, Ludger 2 2018 Risk bounds for factor models. Zbl 1443.91338 Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven; Wang, Ruodu 26 2017 Reduction of value-at-risk bounds via independence and variance information. Zbl 1401.91185 Puccetti, Giovanni; Rüschendorf, Ludger; Small, Daniel; Vanduffel, Steven 19 2017 Risk bounds and partial dependence information. Zbl 1383.62251 Rüschendorf, Ludger 10 2017 VaR bounds in models with partial dependence information on subgroups. Zbl 1417.91284 Rüschendorf, Ludger; Witting, Julian 8 2017 Markov morphisms: a combined copula and mass transportation approach to multivariate quantiles. Zbl 1463.62138 Faugeras, Olivier Paul; Rüschendorf, Ludger 7 2017 Degree profile of hierarchical lattice networks. Zbl 1370.90059 Feng, Yarong; Mahmoud, Hosam; Rüschendorf, Ludger 1 2017 VaR bounds for joint portfolios with dependence constraints. Zbl 1386.91175 Puccetti, Giovanni; Rüschendorf, Ludger; Manko, Dennis 18 2016 Comparison of time-inhomogeneous Markov processes. Zbl 1384.60063 Rüschendorf, Ludger; Schnurr, Alexander; Wolf, Victor 8 2016 On the method of optimal portfolio choice by cost-efficiency. Zbl 1396.91702 Rüschendorf, Ludger; Wolf, Viktor 3 2016 Approximative solutions of optimal stopping and selection problems. Zbl 1370.60080 Rüschendorf, Ludger 1 2016 Reducing model risk via positive and negative dependence assumptions. Zbl 1314.91242 Bignozzi, Valeria; Puccetti, Giovanni; Rüschendorf, Ludger 25 2015 Optimal payoffs under state-dependent preferences. Zbl 1398.91503 Bernard, Carole; Moraux, Franck; Rüschendorf, Ludger; Vanduffel, Steven 18 2015 Computation of sharp bounds on the expected value of a supermodular function of risks with given marginals. Zbl 1314.60055 Puccetti, Giovanni; Rüschendorf, Ludger 6 2015 Cost-efficiency in multivariate Lévy models. Zbl 1320.91146 Rüschendorf, Ludger; Wolf, Viktor 3 2015 Optimal claims with fixed payoff structure. Zbl 1331.91156 Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven 11 2014 Optimality of payoffs in Lévy models. Zbl 1298.91172 von Hammerstein, Ernst August; Lütkebohmert, Eva; Rüschendorf, Ludger; Wolf, Viktor 8 2014 Mathematical statistics. (Mathematische Statistik.) Zbl 1306.62021 Rüschendorf, Ludger 5 2014 Optimal risk allocation for convex risk functionals in general risk domains. Zbl 1308.91083 Kiesel, Swen; Rüschendorf, Ludger 3 2014 Mathematical risk analysis. Dependence, risk bounds, optimal allocations and portfolios. Zbl 1266.91001 Rüschendorf, Ludger 161 2013 Sharp bounds for sums of dependent risks. Zbl 1282.60017 Puccetti, Giovanni; Rüschendorf, Ludger 32 2013 On the optimal reinsurance problem. Zbl 1285.91059 Kiesel, Swen; Rüschendorf, Ludger 4 2013 Computation of sharp bounds on the distribution of a function of dependent risks. Zbl 1241.65019 Puccetti, Giovanni; Rüschendorf, Ludger 49 2012 Bounds for joint portfolios of dependent risks. Zbl 1470.91072 Puccetti, Giovanni; Rüschendorf, Ludger 20 2012 Worst case portfolio vectors and diversification effects. Zbl 1262.91155 Rüschendorf, Ludger 8 2012 Ordering of multivariate risk models with respect to extreme portfolio losses. Zbl 1235.91098 Mainik, Georg; Rüschendorf, Ludger 5 2012 On optimal stationary couplings between stationary processes. Zbl 1244.60020 Rüschendorf, Ludger; Sei, Tomonari 3 2012 Approximative solutions of best choice problems. Zbl 1252.60038 Faller, Andreas; Rüschendorf, Ludger 1 2012 Limit theorems for depths and distances in weighted random \(b\)-ary recursive trees. Zbl 1234.05058 Munsonius, Götz Olaf; Rüschendorf, Ludger 6 2011 Comparison of Markov processes via infinitesimal generators. Zbl 1227.60022 Rüschendorf, Ludger; Wolf, Viktor 3 2011 On approximative solutions of multistopping problems. Zbl 1251.60038 Faller, Andreas; Rüschendorf, Ludger 2 2011 On approximative solutions of optimal stopping problems. Zbl 1235.60038 Faller, Andreas; Rüschendorf, Ludger 1 2011 On optimal portfolio diversification with respect to extreme risks. Zbl 1226.91069 Mainik, Georg; Rüschendorf, Ludger 27 2010 On optimal allocation of risk vectors. Zbl 1231.91202 Kiesel, Swen; Rüschendorf, Ludger 5 2010 On the distributional transform, Sklar’s theorem, and the empirical copula process. Zbl 1171.60313 Rüschendorf, Ludger 72 2009 On convex risk measures on \(L^{p}\)-spaces. Zbl 1168.91019 Kaina, M.; Rüschendorf, L. 65 2009 Optimal stopping of integral functionals and a “no-loss” free boundary formulation. Zbl 1197.60043 Belomestny, D. V.; Rüschendorf, L.; Urusov, M. A. 2 2009 On comonotonicity of Pareto optimal risk sharing. Zbl 1140.91424 Ludkovski, Michael; Rüschendorf, Ludger 26 2008 Allocation of risks and equilibrium in markets with finitely many traders. Zbl 1141.91491 Burgert, Christian; Rüschendorf, Ludger 21 2008 On a class of optimal stopping problems for diffusions with discontinuous coefficients. Zbl 1153.60021 Rüschendorf, Ludger; Urusov, Mikhail A. 8 2008 Characterization of optimal risk allocations for convex risk functionals. Zbl 1171.91351 Kiesel, Swen; Rüschendorf, Ludger 6 2008 On a comparison result for Markov processes. Zbl 1167.60005 Rüschendorf, Ludger 5 2008 Comparison results for path-dependent options. Zbl 1151.60308 Bergenthum, Jan; Rüschendorf, Ludger 4 2008 Comparison of semimartingales and Lévy processes. Zbl 1178.60035 Bergenthum, Jan; Rüschendorf, Ludger 25 2007 Monge-Kantorovich transportation problem and optimal couplings. Zbl 1132.60019 Rüschendorf, Ludger 11 2007 A limit theorem for recursively defined processes in \(L^{p}\). Zbl 1144.60017 Eickmeyer, Kord; Rüschendorf, Ludger 4 2007 Note on the weighted internal path length of \(b\)-ary trees. Zbl 1152.68430 Rüschendorf, Ludger; Schopp, Eva-Maria 1 2007 Exponential bounds and tails for additive random recursive sequences. Zbl 1158.60309 Rüschendorf, Ludger; Schopp, Eva-Maria 1 2007 Convex ordering criteria for Lévy processes. Zbl 1301.91018 Bergenthum, Jan; Rüschendorf, Ludger 1 2007 Consistent risk measures for portfolio vectors. Zbl 1138.91490 Burgert, Christian; Rüschendorf, Ludger 52 2006 On the optimal risk allocation problem. Zbl 1186.91117 Burgert, Christian; Rüschendorf, Ludger 35 2006 Law invariant convex risk measures for portfolio vectors. Zbl 1186.91126 Rüschendorf, Ludger 21 2006 Comparison of option prices in semimartingale models. Zbl 1101.91028 Bergenthum, Jan; Rüschendorf, Ludger 18 2006 A survey of multivariate aspects of the contraction method. Zbl 1157.60307 Neininger, Ralph; Rüschendorf, Ludger 11 2006 On stochastic recursive equations of sum and max type. Zbl 1221.60006 Rüschendorf, Ludger 9 2006 Analysis of algorithms by the contraction method: additive and max-recursive sequences. Zbl 1090.68124 Neininger, Ralph; Rüschendorf, Ludger 13 2005 Optimal consumption strategies under model uncertainty. Zbl 1138.91422 Burgert, Christian; Rüschendorf, Ludger 9 2005 Analysis of Markov chain algorithms on spanning trees, rooted forests, and connected subgraphs. Zbl 1138.68663 Fehrenbach, Johannes; Rüschendorf, Ludger 1 2005 A general limit theorem for recursive algorithms and combinatorial structures. Zbl 1041.60024 Neininger, Ralph; Rüschendorf, Ludger 69 2004 Comparison of multivariate risks and positive dependence. Zbl 1049.62060 Rüschendorf, Ludger 24 2004 On the contraction method with degenerate limit equation. Zbl 1060.60005 Neininger, Ralph; Rüschendorf, Ludger 13 2004 A Markov chain algorithm for Eulerian orientations of planar triangular graphs. Zbl 1066.68161 Fehrenbach, Johannes; Rüschendorf, Ludger 2 2004 Markov chain algorithms for Eulerian orientations and 3-colourings of 2-dimensional Cartesian grids. Zbl 1133.65005 Fehrenbach, Johannes; Rüschendorf, Ludger 1 2004 Approximate optimal stopping of dependent sequences. Zbl 1079.60043 Kühne, R.; Rüschendorf, L. 5 2003 Nonparametric estimation of regression functions in point process models. Zbl 1031.62032 Döhler, Sebastian; Rüschendorf, Ludger 3 2003 Optimal stopping and cluster point processes. Zbl 1041.60041 Kühne, R.; Rüschendorf, L. 2 2003 Expansion of transition distributions of Lévy processes in small time. Zbl 1007.60040 Rüschendorf, Ludger; Woerner, Jeannette H. C. 26 2002 On the \(n\)-coupling problem. Zbl 1011.62052 Rüschendorf, Ludger; Uckelmann, Ludger 22 2002 Variance minimization and random variables with constant sum. Zbl 1142.62316 Rüschendorf, Ludger; Uckelmann, Ludger 21 2002 Rates of convergence for Quicksort. Zbl 1010.68049 Neininger, Ralph; Rüschendorf, Ludger 10 2002 Adaptive estimation of hazard functions. Zbl 1022.62098 Döhler, Sebastian; Rüschendorf, Ludger 8 2002 On upper and lower prices in discrete-time models. Zbl 1021.91033 Rüschendorf, L. 7 2002 Assignment models for constrained marginals and restricted markets. Zbl 1135.62405 Ramachandran, D.; Rüschendorf, L. 2 2002 On optimal two-stopping problems. Zbl 1026.60048 Kühne, R.; Rüschendorf, L. 2 2002 The contraction method for recursive algorithms. Zbl 0967.68166 Rösler, U.; Rüschendorf, L. 68 2001 Minimax and minimal distance martingale measures and their relationship to portfolio optimization. Zbl 0997.91022 Goll, Thomas; Rüschendorf, Ludger 56 2001 On the optimal stopping values induced by general dependence structures. Zbl 1002.60033 Müller, Alfred; Rüschendorf, Ludger 11 2001 Limit laws for partial match queries in quadtrees. Zbl 1012.68058 Neininger, Ralph; Rüschendorf, Ludger 3 2001 On the weighted Euclidean matching problem in \({\mathbb R}^d\). Zbl 1052.68055 Anthes, Birgit; Rüschendorf, Ludger 1 2001 Convergence of two-dimensional branching recursions. Zbl 1007.60006 Cramer, Michael; Rüschendorf, Ludger 1 2001 An approximation result for nets in functional estimation. Zbl 1026.62035 Döhler, Sebastian; Rüschendorf, Ludger 1 2001 Random fractals and probability metrics. Zbl 0984.60062 Hutchinson, John E.; Rüschendorf, Ludger 10 2000 Approximation of optimal stopping problems. Zbl 1047.60039 Kühne, Robert; Rüschendorf, Ludger 9 2000 ...and 80 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,189 Authors 79 Rüschendorf, Ludger 52 Wang, Ruodu 27 Puccetti, Giovanni 27 Vanduffel, Steven 25 Durante, Fabrizio 23 Bernard, Carole 20 Fernández-Sánchez, Juan 19 Neininger, Ralph 17 Beiglböck, Mathias 16 Embrechts, Paul 16 Rachev, Svetlozar T. 15 Hu, Yijun 15 Mahmoud, Hosam M. 14 Prochno, Joscha 13 Bouzebda, Salim 13 McCann, Robert J. 12 Genest, Christian 12 Mao, Tiantian 11 Chen, Yongxin 11 Denuit, Michel M. 11 Munk, Axel 11 Nutz, Marcel 11 Wang, Bin 10 Bogachev, Vladimir Igorevich 10 Bücher, Axel 10 Carlier, Guillaume 10 Pichler, Alois 10 Rösler, Uwe 10 Segers, Johan 9 Fuchs, Michael 9 Georgiou, Tryphon T. 8 Balakrishnan, Narayanaswamy 8 Boonen, Tim J. 8 Čekanavičius, Vydas 8 Chen, Yanhong 8 Cuesta-Albertos, Juan Antonio 8 del Barrio, Eustasio 8 Figueroa-López, José E. 8 Hürlimann, Werner 8 Jourdain, Benjamin 8 Kojadinovic, Ivan 8 Kolesnikov, Alexander V. 8 Mikami, Toshio 8 Molchanov, Ilya S. 8 Nešlehová, Johanna G. 8 Olvera-Cravioto, Mariana 8 Privault, Nicolas 8 Scherer, Matthias 8 Sulzbach, Henning 8 Svindland, Gregor 7 Acciaio, Beatrice 7 Alsmeyer, Gerold 7 Ansari, Jonathan 7 Bäuerle, Nicole 7 Belzunce, Félix 7 Dedecker, Jérôme 7 Ekeland, Ivar 7 Faugeras, Olivier Paul 7 Ghossoub, Mario 7 Hu, Taizhong 7 Hwang, Hsien-Kuei 7 Janson, Svante 7 Kountzakis, Christos E. 7 Liu, Haiyan 7 Mai, Jan-Frederik 7 Marceau, Étienne 7 Munari, Cosimo 7 Pass, Brendan W. 7 Shaked, Moshe 7 Tannenbaum, Allen Robert 7 Úbeda-Flores, Manuel 7 Wei, Linxiao 7 Zitikis, Ričardas 6 Bignozzi, Valeria 6 Broutin, Nicolas 6 Cheung, Ka Chun 6 Cossette, Hélène 6 Galichon, Alfred 6 Gordienko, Evgueni I. 6 Heinich, Henri 6 Hobson, David Graham 6 Holmgren, Cecilia Ingrid 6 Klüppelberg, Claudia 6 Matrán, Carlos 6 Mattner, Lutz 6 Natarajan, Karthik 6 Pellerey, Franco 6 Quessy, Jean-François 6 Rémillard, Bruno N. 6 Rudloff, Birgit 6 Sempi, Carlo 6 Stricker, Christophe 6 Sturm, Karl-Theodor 6 Tsanakas, Andreas 6 Wiesel, Johannes C. W. 6 Xu, Zuoquan 5 Aguech, Rafik 5 Ahn, Jae Youn 5 Barthe, Franck 5 Bayraktar, Erhan ...and 2,089 more Authors all top 5 Cited in 361 Serials 85 Insurance Mathematics & Economics 82 Journal of Multivariate Analysis 76 Statistics & Probability Letters 48 Stochastic Processes and their Applications 45 Journal of Applied Probability 41 The Annals of Applied Probability 38 Finance and Stochastics 34 Bernoulli 31 The Annals of Probability 31 Dependence Modeling 28 Journal of Mathematical Analysis and Applications 28 Mathematical Finance 27 Journal of Statistical Planning and Inference 25 Communications in Statistics. 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Neuvième Série 4 Journal of Statistical Computation and Simulation 4 Potential Analysis ...and 261 more Serials all top 5 Cited in 55 Fields 913 Probability theory and stochastic processes (60-XX) 669 Statistics (62-XX) 579 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 245 Calculus of variations and optimal control; optimization (49-XX) 186 Operations research, mathematical programming (90-XX) 110 Computer science (68-XX) 105 Numerical analysis (65-XX) 87 Combinatorics (05-XX) 79 Measure and integration (28-XX) 77 Partial differential equations (35-XX) 75 Functional analysis (46-XX) 51 Systems theory; control (93-XX) 32 Convex and discrete geometry (52-XX) 32 Statistical mechanics, structure of matter (82-XX) 29 Information and communication theory, circuits (94-XX) 26 Biology and other natural sciences (92-XX) 25 Real functions (26-XX) 23 Differential geometry (53-XX) 21 Dynamical systems and ergodic theory (37-XX) 20 Operator theory (47-XX) 20 Global analysis, analysis on manifolds (58-XX) 14 Quantum theory (81-XX) 11 Linear and multilinear algebra; matrix theory (15-XX) 8 Fluid mechanics (76-XX) 7 Difference and functional equations (39-XX) 7 Approximations and expansions (41-XX) 6 Number theory (11-XX) 6 General topology (54-XX) 5 Mathematical logic and foundations (03-XX) 4 General and overarching topics; collections (00-XX) 4 History and biography (01-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Integral equations (45-XX) 4 Geometry (51-XX) 4 Mechanics of deformable solids (74-XX) 3 Algebraic geometry (14-XX) 3 Potential theory (31-XX) 3 Special functions (33-XX) 3 Ordinary differential equations (34-XX) 3 Mechanics of particles and systems (70-XX) 3 Optics, electromagnetic theory (78-XX) 3 Classical thermodynamics, heat transfer (80-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 2 Integral transforms, operational calculus (44-XX) 2 Geophysics (86-XX) 1 Category theory; homological algebra (18-XX) 1 Group theory and generalizations (20-XX) 1 Topological groups, Lie groups (22-XX) 1 Functions of a complex variable (30-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Sequences, series, summability (40-XX) 1 Abstract harmonic analysis (43-XX) 1 Algebraic topology (55-XX) 1 Manifolds and cell complexes (57-XX) 1 Relativity and gravitational theory (83-XX) Citations by Year