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Rüschendorf, Ludger

Author ID: ruschendorf.ludger Recent zbMATH articles by "Rüschendorf, Ludger"
Published as: Rüschendorf, Ludger; Rüschendorf, L.; Rueschendorf, Ludger; Rüschendorf, L. A.; Rueschendorf, L.
Homepage: https://www.stochastik.uni-freiburg.de/emeriti/rueschendorf
External Links: MGP · Google Scholar · Math-Net.Ru · dblp
Documents Indexed: 215 Publications since 1974, including 9 Books
1 Contribution as Editor
Biographic References: 1 Publication
Co-Authors: 73 Co-Authors with 145 Joint Publications
1,089 Co-Co-Authors
all top 5

Serials

13 Statistics & Decisions
12 Journal of Applied Probability
8 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

Publications by Year

Citations contained in zbMATH Open

172 Publications have been cited 2,394 times in 1,555 Documents Cited by Year
Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications. Zbl 0990.60500
Rachev, S. T.; Rüschendorf, Ludger
298
1998
Mathematical risk analysis. Dependence, risk bounds, optimal allocations and portfolios. Zbl 1266.91001
Rüschendorf, Ludger
96
2013
Asymptotic distributions of multivariate rank order statistics. Zbl 0359.62040
Rüschendorf, Ludger
84
1976
On the distributional transform, Sklar’s theorem, and the empirical copula process. Zbl 1171.60313
Rüschendorf, Ludger
69
2009
A general limit theorem for recursive algorithms and combinatorial structures. Zbl 1041.60024
Neininger, Ralph; Rüschendorf, Ludger
66
2004
A characterization of random variables with minimum \(L^ 2\)-distance. Zbl 0688.62034
Rüschendorf, L.; Rachev, S. T.
61
1990
Random variables with maximum sums. Zbl 0487.60026
Rüschendorf, Ludger
59
1982
On convex risk measures on \(L^{p}\)-spaces. Zbl 1168.91019
Kaina, M.; Rüschendorf, L.
59
2009
The contraction method for recursive algorithms. Zbl 0967.68166
Rösler, U.; Rüschendorf, L.
59
2001
Minimax and minimal distance martingale measures and their relationship to portfolio optimization. Zbl 0997.91022
Goll, Thomas; Rüschendorf, Ludger
54
2001
Probability metrics and recursive algorithms. Zbl 0829.60094
Rachev, S. T.; Rüschendorf, L.
47
1995
Consistent risk measures for portfolio vectors. Zbl 1138.91490
Burgert, Christian; Rüschendorf, Ludger
47
2006
Computation of sharp bounds on the distribution of a function of dependent risks. Zbl 1241.65019
Puccetti, Giovanni; Rüschendorf, Ludger
45
2012
Solution of a statistical optimization problem by rearrangement methods. Zbl 0535.62008
Rüschendorf, L.
43
1983
Convergence of the iterative proportional fitting procedure. Zbl 0851.62038
Rüschendorf, Ludger
40
1995
On the optimal risk allocation problem. Zbl 1186.91117
Burgert, Christian; Rüschendorf, Ludger
32
2006
On \(c\)-optimal random variables. Zbl 0847.62046
Rüschendorf, Ludger
30
1996
Approximation of sums by compound Poisson distributions with respect to stop-loss distances. Zbl 0729.62101
Rachev, S. T.; Rüschendorf, L.
30
1990
Approximate independence of distributions on spheres and their stability properties. Zbl 0732.62014
Rachev, S. T.; Rüschendorf, L.
30
1991
Sharp bounds for sums of dependent risks. Zbl 1282.60017
Puccetti, Giovanni; Rüschendorf, Ludger
29
2013
The Wasserstein distance and approximation theorems. Zbl 0554.60024
Rüschendorf, Ludger
29
1985
Inequalities for the expectation of \(\Delta\)-monotone functions. Zbl 0441.60013
Rüschendorf, Ludger
27
1980
Note on the Schrödinger equation and \(I\)-projections. Zbl 0780.60036
Rüschendorf, L.; Thomsen, W.
27
1993
On a class of extremal problems in statistics. Zbl 0467.60004
Gaffke, N.; Rüschendorf, L.
26
1981
On comonotonicity of Pareto optimal risk sharing. Zbl 1140.91424
Ludkovski, Michael; Rüschendorf, Ludger
24
2008
Comparison of multivariate risks and positive dependence. Zbl 1049.62060
Rüschendorf, Ludger
24
2004
Expansion of transition distributions of Lévy processes in small time. Zbl 1007.60040
Rüschendorf, Ludger; Woerner, Jeannette H. C.
23
2002
Fréchet-bounds and their applications. Zbl 0744.60005
Rüschendorf, Ludger
23
1991
On optimal portfolio diversification with respect to extreme risks. Zbl 1226.91069
Mainik, Georg; Rüschendorf, Ludger
22
2010
Reducing model risk via positive and negative dependence assumptions. Zbl 1314.91242
Bignozzi, Valeria; Puccetti, Giovanni; Rüschendorf, Ludger
22
2015
Comparison of semimartingales and Lévy processes. Zbl 1178.60035
Bergenthum, Jan; Rüschendorf, Ludger
22
2007
Stochastically ordered distributions and monotonicity of the OC-function of sequential probability ratio tests. Zbl 0481.62063
Rueschendorf, Ludger
21
1981
Optimal coupling of multivariate distributions and stochastic processes. Zbl 0788.60025
Cuesta-Albertos, J. A.; Rüschendorf, L.; Tuero-Diaz, A.
21
1993
On the \(n\)-coupling problem. Zbl 1011.62052
Rüschendorf, Ludger; Uckelmann, Ludger
20
2002
Law invariant convex risk measures for portfolio vectors. Zbl 1186.91126
Rüschendorf, Ludger
20
2006
Allocation of risks and equilibrium in markets with finitely many traders. Zbl 1141.91491
Burgert, Christian; Rüschendorf, Ludger
19
2008
Sharpness of Frechet-bounds. Zbl 0445.60002
Rüschendorf, Ludger
19
1981
Risk bounds for factor models. Zbl 1443.91338
Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven; Wang, Ruodu
19
2017
Optimal payoffs under state-dependent preferences. Zbl 1398.91503
Bernard, Carole; Moraux, Franck; Rüschendorf, Ludger; Vanduffel, Steven
17
2015
Variance minimization and random variables with constant sum. Zbl 1142.62316
Rüschendorf, Ludger; Uckelmann, Ludger
17
2002
On the internal path length of \(d\)-dimensional quad trees. Zbl 0927.68030
Neininger, Ralph; Rüschendorf, Ludger
17
1999
VaR bounds for joint portfolios with dependence constraints. Zbl 1386.91175
Puccetti, Giovanni; Rüschendorf, Ludger; Manko, Dennis
16
2016
Comparison of option prices in semimartingale models. Zbl 1101.91028
Bergenthum, Jan; Rüschendorf, Ludger
16
2006
Construction of multivariate distributions with given marginals. Zbl 0573.62045
Rüschendorf, Ludger
15
1985
A general duality theorem for marginal problems. Zbl 0818.60001
Ramachandran, D.; Rüschendorf, L.
15
1995
Reduction of value-at-risk bounds via independence and variance information. Zbl 1401.91185
Puccetti, Giovanni; Rüschendorf, Ludger; Small, Daniel; Vanduffel, Steven
15
2017
On the empirical process of multivariate, dependent random variables. Zbl 0292.60010
Rüschendorf, Ludger
14
1974
Optimal solutions of multivariate coupling problems. Zbl 0844.62047
Rüschendorf, L.
14
1995
On regression representations of stochastic processes. Zbl 0779.60058
Rüschendorf, Ludger; de Valk, Vincent
13
1993
On optimal multivariate couplings. Zbl 0907.60004
Rüschendorf, L.; Uckelmann, L.
13
1997
On the contraction method with degenerate limit equation. Zbl 1060.60005
Neininger, Ralph; Rüschendorf, Ludger
13
2004
Consistency of estimators for multivariate density functions and for the mode. Zbl 0409.62041
Rüschendorf, Ludger
13
1977
Analysis of algorithms by the contraction method: additive and max-recursive sequences. Zbl 1090.68124
Neininger, Ralph; Rüschendorf, Ludger
13
2005
A survey of multivariate aspects of the contraction method. Zbl 1157.60307
Neininger, Ralph; Rüschendorf, Ludger
11
2006
Solution of some transportation problems with relaxed or additional constraints. Zbl 0797.60019
Rachev, S. T.; Rüschendorf, L.
11
1994
Bounds for distributions with multivariate marginals. Zbl 0760.60019
Rüschendorf, Ludger
11
1991
Mass transportation problems in probability theory. Zbl 0860.60083
Cuesta-Albertos, J. A.; Matrán, C.; Rachev, S. T.; Rüschendorf, L.
11
1996
On the construction of optimal payoffs. Zbl 1444.91201
Rüschendorf, L.; Vanduffel, Steven
11
2020
Bounds for joint portfolios of dependent risks. Zbl 1470.91072
Puccetti, Giovanni; Rüschendorf, Ludger
11
2012
Two remarks on order statistics. Zbl 0574.62049
Rüschendorf, Ludger
10
1985
Ordering of distributions and rearrangement of functions. Zbl 0461.60026
Rüschendorf, Ludger
10
1981
Optimal claims with fixed payoff structure. Zbl 1331.91156
Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven
10
2014
Random fractals and probability metrics. Zbl 0984.60062
Hutchinson, John E.; Rüschendorf, Ludger
10
2000
Numerical and analytical results for the transportation problem of Monge-Kantorovich. Zbl 1016.60017
Rüschendorf, Ludger; Uckelmann, Ludger
9
2000
Rates of convergence for Quicksort. Zbl 1010.68049
Neininger, Ralph; Rüschendorf, Ludger
9
2002
On stochastic recursive equations of sum and max type. Zbl 1221.60006
Rüschendorf, Ludger
9
2006
Optimal consumption strategies under model uncertainty. Zbl 1138.91422
Burgert, Christian; Rüschendorf, Ludger
9
2005
Complete and symmetrically complete families of distributions. Zbl 0644.62011
Mandelbaum, Avi; Rüschendorf, Ludger
8
1987
On the optimal stopping values induced by general dependence structures. Zbl 1002.60033
Müller, Alfred; Rüschendorf, Ludger
8
2001
Random fractal measures via the contraction method. Zbl 0929.28008
Hutchinson, John E.; Rüschendorf, Ludger
8
1998
Approximation of optimal stopping problems. Zbl 1047.60039
Kühne, Robert; Rüschendorf, Ludger
8
2000
Monge-Kantorovich transportation problem and optimal couplings. Zbl 1132.60019
Rüschendorf, Ludger
8
2007
Risk bounds and partial dependence information. Zbl 1383.62251
Rüschendorf, Ludger
8
2017
On upper and lower prices in discrete-time models. Zbl 1021.91033
Rüschendorf, L.
7
2002
On the minimum discrimination information theorem. Zbl 0562.62002
Rüschendorf, L.
7
1984
On a class of optimal stopping problems for diffusions with discontinuous coefficients. Zbl 1153.60021
Rüschendorf, Ludger; Urusov, Mikhail A.
7
2008
Closedness of sum spaces and the generalized Schrödinger problem. Zbl 0915.60007
Rüschendorf, L.; Thomsen, W.
7
1997
Optimality of payoffs in Lévy models. Zbl 1298.91172
von Hammerstein, Ernst August; Lütkebohmert, Eva; Rüschendorf, Ludger; Wolf, Viktor
7
2014
Comparison of time-inhomogeneous Markov processes. Zbl 1384.60063
Rüschendorf, Ludger; Schnurr, Alexander; Wolf, Victor
7
2016
Completeness in location families. Zbl 0786.62010
Isenbeck, M.; Rüschendorf, L.
6
1992
Models for option prices. Zbl 0833.90020
Rachev, S. T.; Rüschendorf, L.
6
1994
Adaptive estimation of hazard functions. Zbl 1022.62098
Döhler, Sebastian; Rüschendorf, Ludger
6
2002
Limit theorems for depths and distances in weighted random \(b\)-ary recursive trees. Zbl 1234.05058
Munsonius, Götz Olaf; Rüschendorf, Ludger
6
2011
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
Characterization of optimal risk allocations for convex risk functionals. Zbl 1171.91351
Kiesel, Swen; Rüschendorf, Ludger
6
2008
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
6
1996
Worst case portfolio vectors and diversification effects. Zbl 1262.91155
Rüschendorf, Ludger
6
2012
VaR bounds in models with partial dependence information on subgroups. Zbl 1417.91284
Rüschendorf, Ludger; Witting, Julian
6
2017
Uniformities for the convergence in law and in probability. Zbl 0756.60003
Rachev, S. T.; Rüschendorf, L.; Schief, A.
5
1992
On conditional stochastic ordering of distributions. Zbl 0719.60018
Rüschendorf, Ludger
5
1991
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
Analysis of recursive algorithms by the contraction method. Zbl 0858.60036
Cramer, M.; Rüschendorf, L.
5
1996
Conditional variability ordering of distributions. Zbl 0729.62010
Metzger, C.; Rüschendorf, L.
5
1991
Upper bounds for strictly concave distortion risk measures on moment spaces. Zbl 1416.91167
Cornilly, D.; Rüschendorf, L.; Vanduffel, Steven
5
2018
Ordering of multivariate risk models with respect to extreme portfolio losses. Zbl 1235.91098
Mainik, Georg; Rüschendorf, Ludger
4
2012
On Wilks’ distribution-free confidence intervals for quantile intervals. Zbl 0354.62041
Reiss, Rolf D.; Rüschendorf, Ludger
4
1976
Comparison results for path-dependent options. Zbl 1151.60308
Bergenthum, Jan; Rüschendorf, Ludger
4
2008
On optimal allocation of risk vectors. Zbl 1231.91202
Kiesel, Swen; Rüschendorf, Ludger
4
2010
A limit theorem for recursively defined processes in \(L^{p}\). Zbl 1144.60017
Eickmeyer, Kord; Rüschendorf, Ludger
4
2007
General construction and classes of explicit \(L^1\)-optimal couplings. Zbl 1504.49065
Puccetti, Giovanni; Rüschendorf, Ludger
1
2023
Markov projection of semimartingales – application to comparison results. Zbl 07711490
Köpfer, Benedikt; Rüschendorf, Ludger
1
2023
Sklar’s theorem, copula products, and ordering results in factor models. Zbl 1479.60040
Ansari, Jonathan; Rüschendorf, Ludger
2
2021
Ordering results for elliptical distributions with applications to risk bounds. Zbl 1453.60046
Ansari, Jonathan; Rüschendorf, Ludger
1
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
11
2020
On the computation of Wasserstein barycenters. Zbl 1490.62022
Puccetti, Giovanni; Rüschendorf, Ludger; Vanduffel, Steven
1
2020
Value-at-risk bounds with two-sided dependence information. Zbl 1426.91308
Lux, Thibaut; Rüschendorf, Ludger
3
2019
Weighted NPMLE for the subdistribution of a competing risk. Zbl 1478.62291
Bellach, Anna; Kosorok, Michael R.; Rüschendorf, Ludger; Fine, Jason P.
2
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
5
2018
Risk bounds with additional information on functionals of the risk vector. Zbl 1417.91283
Rüschendorf, L.
3
2018
Ordering risk bounds in factor models. Zbl 1434.62076
Ansari, Jonathan; Rüschendorf, Ludger
2
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 excess measures induced by hemi-metrics. Zbl 1432.60010
Faugeras, Olivier P.; Rüschendorf, Ludger
2
2018
Risk bounds for factor models. Zbl 1443.91338
Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven; Wang, Ruodu
19
2017
Reduction of value-at-risk bounds via independence and variance information. Zbl 1401.91185
Puccetti, Giovanni; Rüschendorf, Ludger; Small, Daniel; Vanduffel, Steven
15
2017
Risk bounds and partial dependence information. Zbl 1383.62251
Rüschendorf, Ludger
8
2017
VaR bounds in models with partial dependence information on subgroups. Zbl 1417.91284
Rüschendorf, Ludger; Witting, Julian
6
2017
Markov morphisms: a combined copula and mass transportation approach to multivariate quantiles. Zbl 1463.62138
Faugeras, Olivier Paul; Rüschendorf, Ludger
3
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
16
2016
Comparison of time-inhomogeneous Markov processes. Zbl 1384.60063
Rüschendorf, Ludger; Schnurr, Alexander; Wolf, Victor
7
2016
On the method of optimal portfolio choice by cost-efficiency. Zbl 1396.91702
Rüschendorf, Ludger; Wolf, Viktor
2
2016
Reducing model risk via positive and negative dependence assumptions. Zbl 1314.91242
Bignozzi, Valeria; Puccetti, Giovanni; Rüschendorf, Ludger
22
2015
Optimal payoffs under state-dependent preferences. Zbl 1398.91503
Bernard, Carole; Moraux, Franck; Rüschendorf, Ludger; Vanduffel, Steven
17
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
2
2015
Optimal claims with fixed payoff structure. Zbl 1331.91156
Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven
10
2014
Optimality of payoffs in Lévy models. Zbl 1298.91172
von Hammerstein, Ernst August; Lütkebohmert, Eva; Rüschendorf, Ludger; Wolf, Viktor
7
2014
Optimal risk allocation for convex risk functionals in general risk domains. Zbl 1308.91083
Kiesel, Swen; Rüschendorf, Ludger
3
2014
Mathematical statistics. (Mathematische Statistik.) Zbl 1306.62021
Rüschendorf, Ludger
2
2014
Mathematical risk analysis. Dependence, risk bounds, optimal allocations and portfolios. Zbl 1266.91001
Rüschendorf, Ludger
96
2013
Sharp bounds for sums of dependent risks. Zbl 1282.60017
Puccetti, Giovanni; Rüschendorf, Ludger
29
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
45
2012
Bounds for joint portfolios of dependent risks. Zbl 1470.91072
Puccetti, Giovanni; Rüschendorf, Ludger
11
2012
Worst case portfolio vectors and diversification effects. Zbl 1262.91155
Rüschendorf, Ludger
6
2012
Ordering of multivariate risk models with respect to extreme portfolio losses. Zbl 1235.91098
Mainik, Georg; Rüschendorf, Ludger
4
2012
On optimal stationary couplings between stationary processes. Zbl 1244.60020
Rüschendorf, Ludger; Sei, Tomonari
2
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
22
2010
On optimal allocation of risk vectors. Zbl 1231.91202
Kiesel, Swen; Rüschendorf, Ludger
4
2010
On the distributional transform, Sklar’s theorem, and the empirical copula process. Zbl 1171.60313
Rüschendorf, Ludger
69
2009
On convex risk measures on \(L^{p}\)-spaces. Zbl 1168.91019
Kaina, M.; Rüschendorf, L.
59
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
24
2008
Allocation of risks and equilibrium in markets with finitely many traders. Zbl 1141.91491
Burgert, Christian; Rüschendorf, Ludger
19
2008
On a class of optimal stopping problems for diffusions with discontinuous coefficients. Zbl 1153.60021
Rüschendorf, Ludger; Urusov, Mikhail A.
7
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
22
2007
Monge-Kantorovich transportation problem and optimal couplings. Zbl 1132.60019
Rüschendorf, Ludger
8
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
47
2006
On the optimal risk allocation problem. Zbl 1186.91117
Burgert, Christian; Rüschendorf, Ludger
32
2006
Law invariant convex risk measures for portfolio vectors. Zbl 1186.91126
Rüschendorf, Ludger
20
2006
Comparison of option prices in semimartingale models. Zbl 1101.91028
Bergenthum, Jan; Rüschendorf, Ludger
16
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
66
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.
4
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.
23
2002
On the \(n\)-coupling problem. Zbl 1011.62052
Rüschendorf, Ludger; Uckelmann, Ludger
20
2002
Variance minimization and random variables with constant sum. Zbl 1142.62316
Rüschendorf, Ludger; Uckelmann, Ludger
17
2002
Rates of convergence for Quicksort. Zbl 1010.68049
Neininger, Ralph; Rüschendorf, Ludger
9
2002
On upper and lower prices in discrete-time models. Zbl 1021.91033
Rüschendorf, L.
7
2002
Adaptive estimation of hazard functions. Zbl 1022.62098
Döhler, Sebastian; Rüschendorf, Ludger
6
2002
On optimal two-stopping problems. Zbl 1026.60048
Kühne, R.; Rüschendorf, L.
2
2002
Assignment models for constrained marginals and restricted markets. Zbl 1135.62405
Ramachandran, D.; Rüschendorf, L.
2
2002
The contraction method for recursive algorithms. Zbl 0967.68166
Rösler, U.; Rüschendorf, L.
59
2001
Minimax and minimal distance martingale measures and their relationship to portfolio optimization. Zbl 0997.91022
Goll, Thomas; Rüschendorf, Ludger
54
2001
On the optimal stopping values induced by general dependence structures. Zbl 1002.60033
Müller, Alfred; Rüschendorf, Ludger
8
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
An approximation result for nets in functional estimation. Zbl 1026.62035
Döhler, Sebastian; Rüschendorf, Ludger
1
2001
Convergence of two-dimensional branching recursions. Zbl 1007.60006
Cramer, Michael; Rüschendorf, Ludger
1
2001
Random fractals and probability metrics. Zbl 0984.60062
Hutchinson, John E.; Rüschendorf, Ludger
10
2000
Numerical and analytical results for the transportation problem of Monge-Kantorovich. Zbl 1016.60017
Rüschendorf, Ludger; Uckelmann, Ludger
9
2000
Approximation of optimal stopping problems. Zbl 1047.60039
Kühne, Robert; Rüschendorf, Ludger
8
2000
On the Monge-Kantorovitch duality theorem. Zbl 0978.60004
Ramachandran, D.; Rüschendorf, L.
3
2000
Selfsimilar fractals and selfsimilar random fractals. Zbl 0951.60052
Hutchinson, John E.; Rüschendorf, Ludger
3
2000
Optimal stopping with discount and observation costs. Zbl 0971.60044
Kühne, Robert; Rüschendorf, Ludger
2
2000
...and 72 more Documents
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Cited by 1,853 Authors

76 Rüschendorf, Ludger
49 Wang, Ruodu
25 Puccetti, Giovanni
22 Vanduffel, Steven
20 Durante, Fabrizio
19 Neininger, Ralph
18 Bernard, Carole L.
16 Beiglböck, Mathias
16 Embrechts, Paul
16 Rachev, Svetlozar T.
15 Fernández-Sánchez, Juan
15 Mahmoud, Hosam M.
14 Hu, Yijun
13 McCann, Robert J.
12 Bouzebda, Salim
11 Genest, Christian
11 Mao, Tiantian
11 Wang, Bin
10 Bücher, Axel
10 Denuit, Michel M.
10 Segers, Johan
9 Fuchs, Michael
8 Carlier, Guillaume
8 Čekanavičius, Vydas
8 Chen, Yanhong
8 Jourdain, Benjamin
8 Kolesnikov, Alexander V.
8 Molchanov, Ilya S.
8 Nutz, Marcel
8 Olvera-Cravioto, Mariana
8 Prochno, Joscha
8 Rösler, Uwe
8 Sulzbach, Henning
8 Svindland, Gregor
7 Alsmeyer, Gerold
7 Balakrishnan, Narayanaswamy
7 Bogachev, Vladimir Igorevich
7 Boonen, Tim J.
7 Cuesta-Albertos, Juan Antonio
7 Dedecker, Jérôme
7 del Barrio, Eustasio
7 Figueroa-López, José E.
7 Hwang, Hsien-Kuei
7 Kountzakis, Christos E.
7 Liu, Haiyan
7 Mikami, Toshio
7 Nešlehová, Johanna G.
7 Pichler, Alois
7 Shaked, Moshe
7 Wei, Linxiao
6 Bäuerle, Nicole
6 Belzunce, Félix
6 Bignozzi, Valeria
6 Broutin, Nicolas
6 Chen, Yongxin
6 Cheung, Ka Chun
6 Ekeland, Ivar
6 Faugeras, Olivier Paul
6 Ghossoub, Mario
6 Heinich, Henri
6 Hobson, David Graham
6 Hürlimann, Werner
6 Janson, Svante
6 Klüppelberg, Claudia
6 Kojadinovic, Ivan
6 Mai, Jan-Frederik
6 Matrán, Carlos
6 Munari, Cosimo
6 Munk, Axel
6 Pellerey, Franco
6 Privault, Nicolas
6 Quessy, Jean-François
6 Rudloff, Birgit
6 Scherer, Matthias
6 Stricker, Christophe
6 Tsanakas, Andreas
6 Úbeda-Flores, Manuel
5 Bellini, Fabio
5 Dhaene, Jan
5 Filipović, Damir
5 Fill, James Allen
5 Galichon, Alfred
5 Georgiou, Tryphon T.
5 Glauner, Alexander
5 Gnedin, Alexander V.
5 Gordienko, Evgueni I.
5 Grechuk, Bogdan
5 Holmgren, Cecilia Ingrid
5 Iksanov, Aleksander M.
5 Jelenković, Predrag R.
5 Laeven, Roger J. A.
5 Marceau, Étienne
5 Mattner, Lutz
5 Möhle, Martin
5 Papapantoleon, Antonis
5 Pass, Brendan W.
5 Rémillard, Bruno N.
5 Richter, Wolf-Dieter
5 Savaré, Giuseppe
5 Scarsini, Marco
...and 1,753 more Authors
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Cited in 317 Serials

74 Insurance Mathematics & Economics
67 Statistics & Probability Letters
66 Journal of Multivariate Analysis
44 Journal of Applied Probability
39 Stochastic Processes and their Applications
33 Finance and Stochastics
32 The Annals of Applied Probability
29 The Annals of Probability
27 Dependence Modeling
26 Bernoulli
23 Journal of Statistical Planning and Inference
21 European Journal of Operational Research
21 International Journal of Theoretical and Applied Finance
20 Advances in Applied Probability
20 Communications in Statistics. Theory and Methods
20 Mathematical Finance
19 Journal of Mathematical Analysis and Applications
19 Probability Theory and Related Fields
16 Journal of Functional Analysis
16 Mathematics and Financial Economics
15 Journal of Computational and Applied Mathematics
15 Journal of Theoretical Probability
15 Scandinavian Actuarial Journal
14 Annals of the Institute of Statistical Mathematics
14 Quantitative Finance
14 ASTIN Bulletin
14 SIAM Journal on Financial Mathematics
13 Annals of Operations Research
13 Random Structures & Algorithms
13 Computational Statistics and Data Analysis
12 Lithuanian Mathematical Journal
12 Extremes
12 Probability in the Engineering and Informational Sciences
12 Electronic Journal of Statistics
11 The Annals of Statistics
11 Journal of Econometrics
11 Mathematics of Operations Research
11 Calculus of Variations and Partial Differential Equations
10 Statistics
10 Electronic Journal of Probability
9 Discrete and Continuous Dynamical Systems
9 Statistics & Risk Modeling
8 Journal of Optimization Theory and Applications
8 Operations Research Letters
8 Mathematical and Computer Modelling
8 Mathematical Programming. Series A. Series B
8 SIAM Journal on Optimization
8 Methodology and Computing in Applied Probability
8 Comptes Rendus. Mathématique. Académie des Sciences, Paris
7 Fuzzy Sets and Systems
7 Journal of Mathematical Economics
7 Kybernetika
7 Operations Research
7 Proceedings of the American Mathematical Society
7 Transactions of the American Mathematical Society
7 Economic Theory
7 North American Actuarial Journal
7 Stochastics
6 Advances in Mathematics
6 Applied Mathematics and Optimization
6 Theoretical Computer Science
6 Advances in Applied Mathematics
6 Test
6 Combinatorics, Probability and Computing
6 Journal of Mathematical Sciences (New York)
6 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
6 Mathematical Methods of Operations Research
6 Decisions in Economics and Finance
6 Probability, Uncertainty and Quantitative Risk
5 Metrika
5 Theory of Probability and its Applications
5 International Journal of Approximate Reasoning
5 SIAM Journal on Mathematical Analysis
5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
5 Mathematical Methods of Statistics
5 Applied Mathematical Finance
5 Annals of Finance
4 Archive for Rational Mechanics and Analysis
4 Mathematical Notes
4 Inventiones Mathematicae
4 Journal of the American Statistical Association
4 Memoirs of the American Mathematical Society
4 SIAM Journal on Control and Optimization
4 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
4 Journal de Mathématiques Pures et Appliquées. Neuvième Série
4 Potential Analysis
4 SIAM Journal on Scientific Computing
4 Statistical Papers
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Journal of the European Mathematical Society (JEMS)
4 Econometric Theory
4 Journal of Probability and Statistics
4 European Actuarial Journal
3 The Canadian Journal of Statistics
3 Journal of Mathematical Physics
3 Journal of Statistical Physics
3 Duke Mathematical Journal
3 Mathematische Annalen
3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
3 Numerische Mathematik
...and 217 more Serials
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Cited in 55 Fields

777 Probability theory and stochastic processes (60-XX)
541 Statistics (62-XX)
498 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
179 Calculus of variations and optimal control; optimization (49-XX)
147 Operations research, mathematical programming (90-XX)
89 Computer science (68-XX)
88 Numerical analysis (65-XX)
76 Combinatorics (05-XX)
67 Measure and integration (28-XX)
67 Partial differential equations (35-XX)
61 Functional analysis (46-XX)
42 Systems theory; control (93-XX)
27 Statistical mechanics, structure of matter (82-XX)
23 Convex and discrete geometry (52-XX)
23 Biology and other natural sciences (92-XX)
22 Information and communication theory, circuits (94-XX)
20 Real functions (26-XX)
19 Differential geometry (53-XX)
18 Dynamical systems and ergodic theory (37-XX)
18 Global analysis, analysis on manifolds (58-XX)
15 Operator theory (47-XX)
12 Quantum theory (81-XX)
10 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 General topology (54-XX)
5 Number theory (11-XX)
4 Mathematical logic and foundations (03-XX)
4 Integral equations (45-XX)
3 History and biography (01-XX)
3 Potential theory (31-XX)
3 Special functions (33-XX)
3 Ordinary differential equations (34-XX)
3 Harmonic analysis on Euclidean spaces (42-XX)
3 Mechanics of particles and systems (70-XX)
3 Mechanics of deformable solids (74-XX)
3 Optics, electromagnetic theory (78-XX)
3 Classical thermodynamics, heat transfer (80-XX)
2 General and overarching topics; collections (00-XX)
2 Order, lattices, ordered algebraic structures (06-XX)
2 Integral transforms, operational calculus (44-XX)
2 Geometry (51-XX)
2 Geophysics (86-XX)
1 Algebraic geometry (14-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)

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