Edit Profile (opens in new tab) Rüschendorf, Ludger Compute Distance To: Compute 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: 210 Publications since 1974, including 8 Books 1 Contribution as Editor Biographic References: 1 Publication Co-Authors: 70 Co-Authors with 140 Joint Publications 995 Co-Co-Authors all top 5 Co-Authors 69 single-authored 21 Rachev, Svetlozar T. 10 Puccetti, Giovanni 8 Vanduffel, Steven 7 Neininger, Ralph 6 Kühne, Robert 6 Ramachandran, Doraiswamy 6 Wolf, Viktor 5 Döhler, Sebastian 4 Ansari, Jonathan 4 Bergenthum, Jan 4 Burgert, Christian 4 Faller, Andreas 4 Kiesel, Swen 4 Uckelmann, Ludger 3 Bernard, Carole L. 3 Cramer, Michael 3 Faugeras, Olivier Paul 3 Fehrenbach, Johannes 3 Hutchinson, John Edward 3 Schopp, Eva-Maria 2 Cornilly, Dries 2 Cuesta-Albertos, Juan Antonio 2 Gaffke, Norbert 2 Mainik, Georg 2 Urusov, Mikhail A. 1 Anthes, Birgit 1 Bellach, Anna 1 Belomestny, D. V. 1 Bignozzi, Valeria 1 Bruss, Franz Thomas 1 de Valk, Vincent 1 Eickmeyer, Kord 1 Feng, Yarong 1 Fine, Jason Peter 1 Goll, Thomas 1 Holtrode, R. 1 Höpfner, Reinhard 1 Isenbeck, M. 1 Kaina, M. 1 Köpfer, Benedikt 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 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 8 Journal of Multivariate Analysis 7 Advances in Applied Probability 7 Statistics & Probability Letters 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 Finance and Stochastics 4 The Annals of Probability 4 Probability and Mathematical Statistics 4 The Annals of Applied Probability 4 Stochastic Processes and their Applications 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 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 Finance 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 Methodology and Computing in Applied Probability 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 129 Probability theory and stochastic processes (60-XX) 89 Statistics (62-XX) 54 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 166 Publications have been cited 2,153 times in 1,418 Documents Cited by ▼ Year ▼ Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications. Zbl 0990.60500Rachev, S. T.; Rüschendorf, Ludger 253 1998 Asymptotic distributions of multivariate rank order statistics. Zbl 0359.62040Rüschendorf, Ludger 83 1976 Mathematical risk analysis. Dependence, risk bounds, optimal allocations and portfolios. Zbl 1266.91001Rüschendorf, Ludger 75 2013 On the distributional transform, Sklar’s theorem, and the empirical copula process. Zbl 1171.60313Rüschendorf, Ludger 63 2009 A general limit theorem for recursive algorithms and combinatorial structures. Zbl 1041.60024Neininger, Ralph; Rüschendorf, Ludger 60 2004 On convex risk measures on \(L^{p}\)-spaces. Zbl 1168.91019Kaina, M.; Rüschendorf, L. 58 2009 The contraction method for recursive algorithms. Zbl 0967.68166Rösler, U.; Rüschendorf, L. 57 2001 A characterization of random variables with minimum \(L^ 2\)-distance. Zbl 0688.62034Rüschendorf, L.; Rachev, S. T. 56 1990 Minimax and minimal distance martingale measures and their relationship to portfolio optimization. Zbl 0997.91022Goll, Thomas; Rüschendorf, Ludger 52 2001 Random variables with maximum sums. Zbl 0487.60026Rüschendorf, Ludger 50 1982 Probability metrics and recursive algorithms. Zbl 0829.60094Rachev, S. T.; Rüschendorf, L. 46 1995 Consistent risk measures for portfolio vectors. Zbl 1138.91490Burgert, Christian; Rüschendorf, Ludger 45 2006 Computation of sharp bounds on the distribution of a function of dependent risks. Zbl 1241.65019Puccetti, Giovanni; Rüschendorf, Ludger 42 2012 Convergence of the iterative proportional fitting procedure. Zbl 0851.62038Rüschendorf, Ludger 36 1995 Solution of a statistical optimization problem by rearrangement methods. Zbl 0535.62008Rüschendorf, L. 35 1983 Approximation of sums by compound Poisson distributions with respect to stop-loss distances. Zbl 0729.62101Rachev, S. T.; Rüschendorf, L. 30 1990 Approximate independence of distributions on spheres and their stability properties. Zbl 0732.62014Rachev, S. T.; Rüschendorf, L. 29 1991 On the optimal risk allocation problem. Zbl 1186.91117Burgert, Christian; Rüschendorf, Ludger 28 2006 On \(c\)-optimal random variables. Zbl 0847.62046Rüschendorf, Ludger 27 1996 The Wasserstein distance and approximation theorems. Zbl 0554.60024Rüschendorf, Ludger 27 1985 Sharp bounds for sums of dependent risks. Zbl 1282.60017Puccetti, Giovanni; Rüschendorf, Ludger 26 2013 On a class of extremal problems in statistics. Zbl 0467.60004Gaffke, N.; Rüschendorf, L. 24 1981 On comonotonicity of Pareto optimal risk sharing. Zbl 1140.91424Ludkovski, Michael; Rüschendorf, Ludger 23 2008 Note on the Schrödinger equation and \(I\)-projections. Zbl 0780.60036Rüschendorf, L.; Thomsen, W. 22 1993 Comparison of multivariate risks and positive dependence. Zbl 1049.62060Rüschendorf, Ludger 22 2004 Inequalities for the expectation of \(\Delta\)-monotone functions. Zbl 0441.60013Rüschendorf, Ludger 22 1980 Expansion of transition distributions of Lévy processes in small time. Zbl 1007.60040Rüschendorf, Ludger; Woerner, Jeannette H. C. 21 2002 On optimal portfolio diversification with respect to extreme risks. Zbl 1226.91069Mainik, Georg; Rüschendorf, Ludger 21 2010 Comparison of semimartingales and Lévy processes. Zbl 1178.60035Bergenthum, Jan; Rüschendorf, Ludger 20 2007 Stochastically ordered distributions and monotonicity of the OC-function of sequential probability ratio tests. Zbl 0481.62063Rueschendorf, Ludger 20 1981 Reducing model risk via positive and negative dependence assumptions. Zbl 1314.91242Bignozzi, Valeria; Puccetti, Giovanni; Rüschendorf, Ludger 19 2015 Fréchet-bounds and their applications. Zbl 0744.60005Rüschendorf, Ludger 18 1991 On the \(n\)-coupling problem. Zbl 1011.62052Rüschendorf, Ludger; Uckelmann, Ludger 18 2002 Optimal coupling of multivariate distributions and stochastic processes. Zbl 0788.60025Cuesta-Albertos, J. A.; Rüschendorf, L.; Tuero-Diaz, A. 18 1993 Law invariant convex risk measures for portfolio vectors. Zbl 1186.91126Rüschendorf, Ludger 18 2006 Risk bounds for factor models. Zbl 1443.91338Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven; Wang, Ruodu 18 2017 Sharpness of Frechet-bounds. Zbl 0445.60002Rüschendorf, Ludger 17 1981 Variance minimization and random variables with constant sum. Zbl 1142.62316Rüschendorf, Ludger; Uckelmann, Ludger 17 2002 Allocation of risks and equilibrium in markets with finitely many traders. Zbl 1141.91491Burgert, Christian; Rüschendorf, Ludger 17 2008 Optimal payoffs under state-dependent preferences. Zbl 1398.91503Bernard, Carole; Moraux, Franck; Rüschendorf, Ludger; Vanduffel, Steven 15 2015 On the internal path length of \(d\)-dimensional quad trees. Zbl 0927.68030Neininger, Ralph; Rüschendorf, Ludger 15 1999 VaR bounds for joint portfolios with dependence constraints. Zbl 1386.91175Puccetti, Giovanni; Rüschendorf, Ludger; Manko, Dennis 15 2016 A general duality theorem for marginal problems. Zbl 0818.60001Ramachandran, D.; Rüschendorf, L. 14 1995 Construction of multivariate distributions with given marginals. Zbl 0573.62045Rüschendorf, Ludger 14 1985 On the empirical process of multivariate, dependent random variables. Zbl 0292.60010Rüschendorf, Ludger 14 1974 Comparison of option prices in semimartingale models. Zbl 1101.91028Bergenthum, Jan; Rüschendorf, Ludger 14 2006 On the contraction method with degenerate limit equation. Zbl 1060.60005Neininger, Ralph; Rüschendorf, Ludger 13 2004 Optimal solutions of multivariate coupling problems. Zbl 0844.62047Rüschendorf, L. 13 1995 On regression representations of stochastic processes. Zbl 0779.60058Rüschendorf, Ludger; de Valk, Vincent 13 1993 Consistency of estimators for multivariate density functions and for the mode. Zbl 0409.62041Rüschendorf, Ludger 13 1977 Reduction of value-at-risk bounds via independence and variance information. Zbl 1401.91185Puccetti, Giovanni; Rüschendorf, Ludger; Small, Daniel; Vanduffel, Steven 13 2017 Analysis of algorithms by the contraction method: additive and max-recursive sequences. Zbl 1090.68124Neininger, Ralph; Rüschendorf, Ludger 12 2005 On optimal multivariate couplings. Zbl 0907.60004Rüschendorf, L.; Uckelmann, L. 12 1997 Solution of some transportation problems with relaxed or additional constraints. Zbl 0797.60019Rachev, S. T.; Rüschendorf, L. 11 1994 Mass transportation problems in probability theory. Zbl 0860.60083Cuesta-Albertos, J. A.; Matrán, C.; Rachev, S. T.; Rüschendorf, L. 11 1996 A survey of multivariate aspects of the contraction method. Zbl 1157.60307Neininger, Ralph; Rüschendorf, Ludger 11 2006 Bounds for distributions with multivariate marginals. Zbl 0760.60019Rüschendorf, Ludger 10 1991 Random fractals and probability metrics. Zbl 0984.60062Hutchinson, John E.; Rüschendorf, Ludger 10 2000 Two remarks on order statistics. Zbl 0574.62049Rüschendorf, Ludger 10 1985 Rates of convergence for Quicksort. Zbl 1010.68049Neininger, Ralph; Rüschendorf, Ludger 9 2002 Ordering of distributions and rearrangement of functions. Zbl 0461.60026Rüschendorf, Ludger 9 1981 Optimal consumption strategies under model uncertainty. Zbl 1138.91422Burgert, Christian; Rüschendorf, Ludger 9 2005 Numerical and analytical results for the transportation problem of Monge-Kantorovich. Zbl 1016.60017Rüschendorf, Ludger; Uckelmann, Ludger 9 2000 Random fractal measures via the contraction method. Zbl 0929.28008Hutchinson, John E.; Rüschendorf, Ludger 8 1998 Approximation of optimal stopping problems. Zbl 1047.60039Kühne, Robert; Rüschendorf, Ludger 8 2000 Complete and symmetrically complete families of distributions. Zbl 0644.62011Mandelbaum, Avi; Rüschendorf, Ludger 8 1987 On stochastic recursive equations of sum and max type. Zbl 1221.60006Rüschendorf, Ludger 8 2006 On the optimal stopping values induced by general dependence structures. Zbl 1002.60033Müller, Alfred; Rüschendorf, Ludger 8 2001 On upper and lower prices in discrete-time models. Zbl 1021.91033Rüschendorf, L. 7 2002 Monge-Kantorovich transportation problem and optimal couplings. Zbl 1132.60019Rüschendorf, Ludger 7 2007 Optimality of payoffs in Lévy models. Zbl 1298.91172von Hammerstein, Ernst August; Lütkebohmert, Eva; Rüschendorf, Ludger; Wolf, Viktor 7 2014 Optimal claims with fixed payoff structure. Zbl 1331.91156Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven 7 2014 Risk bounds and partial dependence information. Zbl 1383.62251Rüschendorf, Ludger 7 2017 Completeness in location families. Zbl 0786.62010Isenbeck, M.; Rüschendorf, L. 6 1992 VaR bounds in models with partial dependence information on subgroups. Zbl 1417.91284Rüschendorf, Ludger; Witting, Julian 6 2017 Models for option prices. Zbl 0833.90020Rachev, S. T.; Rüschendorf, L. 6 1994 On a class of optimal stopping problems for diffusions with discontinuous coefficients. Zbl 1153.60021Rüschendorf, Ludger; Urusov, Mikhail A. 6 2008 Comparison of time-inhomogeneous Markov processes. Zbl 1384.60063Rüschendorf, Ludger; Schnurr, Alexander; Wolf, Victor 6 2016 On the construction of optimal payoffs. Zbl 1444.91201Rüschendorf, L.; Vanduffel, Steven 6 2020 Uniformities for the convergence in law and in probability. Zbl 0756.60003Rachev, S. T.; Rüschendorf, L.; Schief, A. 5 1992 Upper bounds for strictly concave distortion risk measures on moment spaces. Zbl 1416.91167Cornilly, D.; Rüschendorf, L.; Vanduffel, Steven 5 2018 Closedness of sum spaces and the generalized Schrödinger problem. Zbl 0915.60007Rüschendorf, L.; Thomsen, W. 5 1997 Characterization of optimal risk allocations for convex risk functionals. Zbl 1171.91351Kiesel, Swen; Rüschendorf, Ludger 5 2008 Analysis of recursive algorithms by the contraction method. Zbl 0858.60036Cramer, M.; Rüschendorf, L. 5 1996 On the minimum discrimination information theorem. Zbl 0562.62002Rüschendorf, L. 5 1984 Adaptive estimation of hazard functions. Zbl 1022.62098Döhler, Sebastian; Rüschendorf, Ludger 5 2002 Computation of sharp bounds on the expected value of a supermodular function of risks with given marginals. Zbl 1314.60055Puccetti, Giovanni; Rüschendorf, Ludger 5 2015 Worst case portfolio vectors and diversification effects. Zbl 1262.91155Rüschendorf, Ludger 5 2012 On conditional stochastic ordering of distributions. Zbl 0719.60018Rüschendorf, Ludger 5 1991 Conditional variability ordering of distributions. Zbl 0729.62010Metzger, C.; Rüschendorf, L. 5 1991 Approximate optimal stopping of dependent sequences. Zbl 1079.60043Kühne, R.; Rüschendorf, L. 4 2003 Convergence of a branching type recursion. Zbl 0869.60018Cramer, M.; Rüschendorf, L. 4 1996 On a comparison result for Markov processes. Zbl 1167.60005Rüschendorf, Ludger 4 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 4 1996 Characterization of dependence concepts in normal distributions. Zbl 0475.62038Rueschendorf, Ludger 4 1981 Optimal risk allocation for convex risk functionals in general risk domains. Zbl 1308.91083Kiesel, Swen; Rüschendorf, Ludger 4 2014 On Wilks’ distribution-free confidence intervals for quantile intervals. Zbl 0354.62041Reiss, Rolf D.; Rüschendorf, Ludger 4 1976 Limit theorems for depths and distances in weighted random \(b\)-ary recursive trees. Zbl 1234.05058Munsonius, Götz Olaf; Rüschendorf, Ludger 4 2011 On optimal allocation of risk vectors. Zbl 1231.91202Kiesel, Swen; Rüschendorf, Ludger 4 2010 On the optimal reinsurance problem. Zbl 1285.91059Kiesel, Swen; Rüschendorf, Ludger 4 2013 Sklar’s theorem, copula products, and ordering results in factor models. Zbl 1479.60040Ansari, Jonathan; Rüschendorf, Ludger 1 2021 On the construction of optimal payoffs. Zbl 1444.91201Rüschendorf, L.; Vanduffel, Steven 6 2020 On the computation of Wasserstein barycenters. Zbl 1490.62022Puccetti, Giovanni; Rüschendorf, Ludger; Vanduffel, Steven 1 2020 Value-at-risk bounds with two-sided dependence information. Zbl 1426.91308Lux, Thibaut; Rüschendorf, Ludger 3 2019 Weighted NPMLE for the subdistribution of a competing risk. Zbl 1478.62291Bellach, Anna; Kosorok, Michael R.; Rüschendorf, Ludger; Fine, Jason P. 2 2019 Analysis of risk bounds in partially specified additive factor models. Zbl 1411.91313Rüschendorf, L. 1 2019 Upper bounds for strictly concave distortion risk measures on moment spaces. Zbl 1416.91167Cornilly, D.; Rüschendorf, L.; Vanduffel, Steven 5 2018 Risk bounds with additional information on functionals of the risk vector. Zbl 1417.91283Rüschendorf, L. 3 2018 Ordering risk bounds in factor models. Zbl 1434.62076Ansari, Jonathan; Rüschendorf, Ludger 2 2018 Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models. Zbl 1402.60021Ansari, Jonathan; Rüschendorf, Ludger 2 2018 Risk excess measures induced by hemi-metrics. Zbl 1432.60010Faugeras, Olivier P.; Rüschendorf, Ludger 1 2018 Risk bounds for factor models. Zbl 1443.91338Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven; Wang, Ruodu 18 2017 Reduction of value-at-risk bounds via independence and variance information. Zbl 1401.91185Puccetti, Giovanni; Rüschendorf, Ludger; Small, Daniel; Vanduffel, Steven 13 2017 Risk bounds and partial dependence information. Zbl 1383.62251Rüschendorf, Ludger 7 2017 VaR bounds in models with partial dependence information on subgroups. Zbl 1417.91284Rüschendorf, Ludger; Witting, Julian 6 2017 Degree profile of hierarchical lattice networks. Zbl 1370.90059Feng, Yarong; Mahmoud, Hosam; Rüschendorf, Ludger 1 2017 VaR bounds for joint portfolios with dependence constraints. Zbl 1386.91175Puccetti, Giovanni; Rüschendorf, Ludger; Manko, Dennis 15 2016 Comparison of time-inhomogeneous Markov processes. Zbl 1384.60063Rüschendorf, Ludger; Schnurr, Alexander; Wolf, Victor 6 2016 On the method of optimal portfolio choice by cost-efficiency. Zbl 1396.91702Rüschendorf, Ludger; Wolf, Viktor 1 2016 Reducing model risk via positive and negative dependence assumptions. Zbl 1314.91242Bignozzi, Valeria; Puccetti, Giovanni; Rüschendorf, Ludger 19 2015 Optimal payoffs under state-dependent preferences. Zbl 1398.91503Bernard, Carole; Moraux, Franck; Rüschendorf, Ludger; Vanduffel, Steven 15 2015 Computation of sharp bounds on the expected value of a supermodular function of risks with given marginals. Zbl 1314.60055Puccetti, Giovanni; Rüschendorf, Ludger 5 2015 Cost-efficiency in multivariate Lévy models. Zbl 1320.91146Rüschendorf, Ludger; Wolf, Viktor 2 2015 Optimality of payoffs in Lévy models. Zbl 1298.91172von Hammerstein, Ernst August; Lütkebohmert, Eva; Rüschendorf, Ludger; Wolf, Viktor 7 2014 Optimal claims with fixed payoff structure. Zbl 1331.91156Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven 7 2014 Optimal risk allocation for convex risk functionals in general risk domains. Zbl 1308.91083Kiesel, Swen; Rüschendorf, Ludger 4 2014 Mathematical statistics. (Mathematische Statistik.) Zbl 1306.62021Rüschendorf, Ludger 1 2014 Mathematical risk analysis. Dependence, risk bounds, optimal allocations and portfolios. Zbl 1266.91001Rüschendorf, Ludger 75 2013 Sharp bounds for sums of dependent risks. Zbl 1282.60017Puccetti, Giovanni; Rüschendorf, Ludger 26 2013 On the optimal reinsurance problem. Zbl 1285.91059Kiesel, Swen; Rüschendorf, Ludger 4 2013 Computation of sharp bounds on the distribution of a function of dependent risks. Zbl 1241.65019Puccetti, Giovanni; Rüschendorf, Ludger 42 2012 Worst case portfolio vectors and diversification effects. Zbl 1262.91155Rüschendorf, Ludger 5 2012 Ordering of multivariate risk models with respect to extreme portfolio losses. Zbl 1235.91098Mainik, Georg; Rüschendorf, Ludger 3 2012 Bounds for joint portfolios of dependent risks. Zbl 1470.91072Puccetti, Giovanni; Rüschendorf, Ludger 2 2012 On optimal stationary couplings between stationary processes. Zbl 1244.60020Rüschendorf, Ludger; Sei, Tomonari 1 2012 Limit theorems for depths and distances in weighted random \(b\)-ary recursive trees. Zbl 1234.05058Munsonius, Götz Olaf; Rüschendorf, Ludger 4 2011 Comparison of Markov processes via infinitesimal generators. Zbl 1227.60022Rüschendorf, Ludger; Wolf, Viktor 3 2011 On approximative solutions of multistopping problems. Zbl 1251.60038Faller, Andreas; Rüschendorf, Ludger 2 2011 On approximative solutions of optimal stopping problems. Zbl 1235.60038Faller, Andreas; Rüschendorf, Ludger 1 2011 On optimal portfolio diversification with respect to extreme risks. Zbl 1226.91069Mainik, Georg; Rüschendorf, Ludger 21 2010 On optimal allocation of risk vectors. Zbl 1231.91202Kiesel, Swen; Rüschendorf, Ludger 4 2010 On the distributional transform, Sklar’s theorem, and the empirical copula process. Zbl 1171.60313Rüschendorf, Ludger 63 2009 On convex risk measures on \(L^{p}\)-spaces. Zbl 1168.91019Kaina, M.; Rüschendorf, L. 58 2009 Optimal stopping of integral functionals and a “no-loss” free boundary formulation. Zbl 1197.60043Belomestny, D. V.; Rüschendorf, L.; Urusov, M. A. 2 2009 On comonotonicity of Pareto optimal risk sharing. Zbl 1140.91424Ludkovski, Michael; Rüschendorf, Ludger 23 2008 Allocation of risks and equilibrium in markets with finitely many traders. Zbl 1141.91491Burgert, Christian; Rüschendorf, Ludger 17 2008 On a class of optimal stopping problems for diffusions with discontinuous coefficients. Zbl 1153.60021Rüschendorf, Ludger; Urusov, Mikhail A. 6 2008 Characterization of optimal risk allocations for convex risk functionals. Zbl 1171.91351Kiesel, Swen; Rüschendorf, Ludger 5 2008 On a comparison result for Markov processes. Zbl 1167.60005Rüschendorf, Ludger 4 2008 Comparison results for path-dependent options. Zbl 1151.60308Bergenthum, Jan; Rüschendorf, Ludger 3 2008 Comparison of semimartingales and Lévy processes. Zbl 1178.60035Bergenthum, Jan; Rüschendorf, Ludger 20 2007 Monge-Kantorovich transportation problem and optimal couplings. Zbl 1132.60019Rüschendorf, Ludger 7 2007 A limit theorem for recursively defined processes in \(L^{p}\). Zbl 1144.60017Eickmeyer, Kord; Rüschendorf, Ludger 3 2007 Note on the weighted internal path length of \(b\)-ary trees. Zbl 1152.68430Rüschendorf, Ludger; Schopp, Eva-Maria 1 2007 Exponential bounds and tails for additive random recursive sequences. Zbl 1158.60309Rüschendorf, Ludger; Schopp, Eva-Maria 1 2007 Convex ordering criteria for Lévy processes. Zbl 1301.91018Bergenthum, Jan; Rüschendorf, Ludger 1 2007 Consistent risk measures for portfolio vectors. Zbl 1138.91490Burgert, Christian; Rüschendorf, Ludger 45 2006 On the optimal risk allocation problem. Zbl 1186.91117Burgert, Christian; Rüschendorf, Ludger 28 2006 Law invariant convex risk measures for portfolio vectors. Zbl 1186.91126Rüschendorf, Ludger 18 2006 Comparison of option prices in semimartingale models. Zbl 1101.91028Bergenthum, Jan; Rüschendorf, Ludger 14 2006 A survey of multivariate aspects of the contraction method. Zbl 1157.60307Neininger, Ralph; Rüschendorf, Ludger 11 2006 On stochastic recursive equations of sum and max type. Zbl 1221.60006Rüschendorf, Ludger 8 2006 Analysis of algorithms by the contraction method: additive and max-recursive sequences. Zbl 1090.68124Neininger, Ralph; Rüschendorf, Ludger 12 2005 Optimal consumption strategies under model uncertainty. Zbl 1138.91422Burgert, Christian; Rüschendorf, Ludger 9 2005 Analysis of Markov chain algorithms on spanning trees, rooted forests, and connected subgraphs. Zbl 1138.68663Fehrenbach, Johannes; Rüschendorf, Ludger 1 2005 A general limit theorem for recursive algorithms and combinatorial structures. Zbl 1041.60024Neininger, Ralph; Rüschendorf, Ludger 60 2004 Comparison of multivariate risks and positive dependence. Zbl 1049.62060Rüschendorf, Ludger 22 2004 On the contraction method with degenerate limit equation. Zbl 1060.60005Neininger, Ralph; Rüschendorf, Ludger 13 2004 A Markov chain algorithm for Eulerian orientations of planar triangular graphs. Zbl 1066.68161Fehrenbach, Johannes; Rüschendorf, Ludger 2 2004 Markov chain algorithms for Eulerian orientations and 3-colourings of 2-dimensional Cartesian grids. Zbl 1133.65005Fehrenbach, Johannes; Rüschendorf, Ludger 1 2004 Approximate optimal stopping of dependent sequences. Zbl 1079.60043Kühne, R.; Rüschendorf, L. 4 2003 Nonparametric estimation of regression functions in point process models. Zbl 1031.62032Döhler, Sebastian; Rüschendorf, Ludger 2 2003 Optimal stopping and cluster point processes. Zbl 1041.60041Kühne, R.; Rüschendorf, L. 2 2003 Expansion of transition distributions of Lévy processes in small time. Zbl 1007.60040Rüschendorf, Ludger; Woerner, Jeannette H. C. 21 2002 On the \(n\)-coupling problem. Zbl 1011.62052Rüschendorf, Ludger; Uckelmann, Ludger 18 2002 Variance minimization and random variables with constant sum. Zbl 1142.62316Rüschendorf, Ludger; Uckelmann, Ludger 17 2002 Rates of convergence for Quicksort. Zbl 1010.68049Neininger, Ralph; Rüschendorf, Ludger 9 2002 On upper and lower prices in discrete-time models. Zbl 1021.91033Rüschendorf, L. 7 2002 Adaptive estimation of hazard functions. Zbl 1022.62098Döhler, Sebastian; Rüschendorf, Ludger 5 2002 On optimal two-stopping problems. Zbl 1026.60048Kühne, R.; Rüschendorf, L. 2 2002 Assignment models for constrained marginals and restricted markets. Zbl 1135.62405Ramachandran, D.; Rüschendorf, L. 2 2002 The contraction method for recursive algorithms. Zbl 0967.68166Rösler, U.; Rüschendorf, L. 57 2001 Minimax and minimal distance martingale measures and their relationship to portfolio optimization. Zbl 0997.91022Goll, Thomas; Rüschendorf, Ludger 52 2001 On the optimal stopping values induced by general dependence structures. Zbl 1002.60033Müller, Alfred; Rüschendorf, Ludger 8 2001 Limit laws for partial match queries in quadtrees. Zbl 1012.68058Neininger, Ralph; Rüschendorf, Ludger 3 2001 On the weighted Euclidean matching problem in \({\mathbb R}^d\). Zbl 1052.68055Anthes, Birgit; Rüschendorf, Ludger 1 2001 Convergence of two-dimensional branching recursions. Zbl 1007.60006Cramer, Michael; Rüschendorf, Ludger 1 2001 An approximation result for nets in functional estimation. Zbl 1026.62035Döhler, Sebastian; Rüschendorf, Ludger 1 2001 Random fractals and probability metrics. Zbl 0984.60062Hutchinson, John E.; Rüschendorf, Ludger 10 2000 Numerical and analytical results for the transportation problem of Monge-Kantorovich. Zbl 1016.60017Rüschendorf, Ludger; Uckelmann, Ludger 9 2000 Approximation of optimal stopping problems. Zbl 1047.60039Kühne, Robert; Rüschendorf, Ludger 8 2000 Selfsimilar fractals and selfsimilar random fractals. Zbl 0951.60052Hutchinson, John E.; Rüschendorf, Ludger 3 2000 On the Monge-Kantorovitch duality theorem. Zbl 0978.60004Ramachandran, D.; Rüschendorf, L. 3 2000 Optimal stopping with discount and observation costs. Zbl 0971.60044Kühne, Robert; Rüschendorf, Ludger 2 2000 On the internal path length of \(d\)-dimensional quad trees. Zbl 0927.68030Neininger, Ralph; Rüschendorf, Ludger 15 1999 Comparison of estimators in stable models. Zbl 1098.62518Höpfner, R.; Rüschendorf, L. 3 1999 Test of association between multivariate stable vectors. Zbl 1098.62534Mittnik, S.; Rachev, S. T.; Rüschendorf, L. 3 1999 Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications. Zbl 0990.60500Rachev, S. T.; Rüschendorf, Ludger 253 1998 Random fractal measures via the contraction method. Zbl 0929.28008Hutchinson, John E.; Rüschendorf, Ludger 8 1998 On optimal multivariate couplings. Zbl 0907.60004Rüschendorf, L.; Uckelmann, L. 12 1997 ...and 66 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,715 Authors 72 Rüschendorf, Ludger 44 Wang, Ruodu 24 Puccetti, Giovanni 19 Vanduffel, Steven 18 Neininger, Ralph 17 Durante, Fabrizio 16 Rachev, Svetlozar T. 15 Bernard, Carole L. 15 Mahmoud, Hosam M. 14 Beiglböck, Mathias 14 Embrechts, Paul 14 Fernández-Sánchez, Juan 13 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 8 Carlier, Guillaume 8 Čekanavičius, Vydas 8 Chen, Yanhong 8 Kolesnikov, Alexander V. 8 Molchanov, Ilya S. 8 Prochno, Joscha 8 Rösler, Uwe 8 Sulzbach, Henning 8 Svindland, Gregor 7 Cuesta-Albertos, Juan Antonio 7 Dedecker, Jérôme 7 Figueroa-López, José E. 7 Fuchs, Michael 7 Kountzakis, Christos E. 7 Liu, Haiyan 7 Nešlehová, Johanna G. 7 Olvera-Cravioto, Mariana 7 Shaked, Moshe 7 Wei, Linxiao 6 Balakrishnan, Narayanaswamy 6 Bäuerle, Nicole 6 Belzunce, Félix 6 Bignozzi, Valeria 6 Bogachev, Vladimir Igorevich 6 Broutin, Nicolas 6 Cheung, Ka Chun 6 del Barrio, Eustasio 6 Ekeland, Ivar 6 Faugeras, Olivier Paul 6 Heinich, Henri 6 Hürlimann, Werner 6 Hwang, Hsien-Kuei 6 Klüppelberg, Claudia 6 Kojadinovic, Ivan 6 Matrán, Carlos 6 Mikami, Toshio 6 Munari, Cosimo 6 Privault, Nicolas 6 Quessy, Jean-François 6 Rudloff, Birgit 6 Stricker, Christophe 6 Úbeda-Flores, Manuel 5 Alsmeyer, Gerold 5 Bellini, Fabio 5 Boonen, Tim J. 5 Filipović, Damir 5 Fill, James Allen 5 Galichon, Alfred 5 Ghossoub, Mario 5 Glauner, Alexander 5 Gordienko, Evgueni I. 5 Hobson, David Graham 5 Iksanov, Aleksander M. 5 Janson, Svante 5 Jelenković, Predrag R. 5 Jourdain, Benjamin 5 Laeven, Roger J. A. 5 Mai, Jan-Frederik 5 Marceau, Étienne 5 Mattner, Lutz 5 Möhle, Martin 5 Munk, Axel 5 Papapantoleon, Antonis 5 Pellerey, Franco 5 Pichler, Alois 5 Richter, Wolf-Dieter 5 Scarsini, Marco 5 Schachermayer, Walter 5 Schmid, Friedrich 5 Tsanakas, Andreas 5 Volgushev, Stanislav 5 Xu, Zuoquan 4 Ahn, Jae Youn 4 Ansari, Jonathan 4 Bartl, Daniel 4 Breton, Jean-Christophe 4 Cai, Jun 4 Chen, Yongxin 4 Chi, Yichun ...and 1,615 more Authors all top 5 Cited in 300 Serials 71 Insurance Mathematics & Economics 65 Statistics & Probability Letters 64 Journal of Multivariate Analysis 41 Journal of Applied Probability 36 Stochastic Processes and their Applications 32 Finance and Stochastics 30 The Annals of Applied Probability 28 The Annals of Probability 24 Bernoulli 23 Journal of Statistical Planning and Inference 23 Dependence Modeling 21 International Journal of Theoretical and Applied Finance 20 Communications in Statistics. 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