Ludger Rüschendorf

Publication Activity (10 Years)

Years Active: 1987-2024
Publications (10 Years): 9

Top Topics

Top Venues

J. Multivar. Anal.

J. Appl. Probab.

Finance Stochastics

J. Comput. Appl. Math.

Publications

Jonathan Ansari, Ludger Rüschendorf
Supermodular and directionally convex comparison results for general factor models. J. Multivar. Anal. 201 (2024)
Dries Cornilly, Giovanni Puccetti, Ludger Rüschendorf, Steven Vanduffel
Fair allocation of indivisible goods with minimum inequality or minimum envy. Eur. J. Oper. Res. 297 (2) (2022)
Dries Cornilly, Giovanni Puccetti, Ludger Rüschendorf, Steven Vanduffel
On some synchronization problems with multiple instances. J. Comput. Appl. Math. 400 (2022)
Jonathan Ansari, Ludger Rüschendorf
Ordering results for elliptical distributions with applications to risk bounds. J. Multivar. Anal. 182 (2021)
Benedikt Köpfer, Ludger Rüschendorf
The martingale comparison method for Markov processes. J. Appl. Probab. 58 (1) (2021)
Olivier P. Faugeras, Ludger Rüschendorf
Functional, randomized and smoothed multivariate quantile regions. J. Multivar. Anal. 186 (2021)
Giovanni Puccetti, Ludger Rüschendorf, Steven Vanduffel
On the computation of Wasserstein barycenters. J. Multivar. Anal. 176 (2020)
Carole Bernard, Ludger Rüschendorf, Steven Vanduffel, Ruodu Wang
Risk bounds for factor models. Finance Stochastics 21 (3) (2017)
Giovanni Puccetti, Ludger Rüschendorf
Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals. Commun. Stat. Simul. Comput. 44 (3) (2015)
Carole Bernard, Ludger Rüschendorf, Steven Vanduffel
Optimal claims with fixed payoff structure. J. Appl. Probab. 51 (A) (2014)
Giovanni Puccetti, Ludger Rüschendorf
Sharp Bounds for Sums of Dependent Risks. J. Appl. Probab. 50 (1) (2013)
Ludger Rüschendorf
Worst case portfolio vectors and diversification effects. Finance Stochastics 16 (1) (2012)
Giovanni Puccetti, Ludger Rüschendorf
Computation of sharp bounds on the distribution of a function of dependent risks. J. Comput. Appl. Math. 236 (7) (2012)
Georg Mainik, Ludger Rüschendorf
On optimal portfolio diversification with respect to extreme risks. Finance Stochastics 14 (4) (2010)
Mareike Kaina, Ludger Rüschendorf
-spaces. Math. Methods Oper. Res. 69 (3) (2009)
Ludger Rüschendorf, Eva-Maria Schopp
Exponential Bounds and Tails for Additive Random Recursive Sequences. Discret. Math. Theor. Comput. Sci. 9 (1) (2007)
Ludger Rüschendorf, Eva-Maria Schopp
Note on the Weighted Internal Path Length of b-ary Trees. Discret. Math. Theor. Comput. Sci. 9 (1) (2007)
Jan Bergenthum, Ludger Rüschendorf
Convex ordering criteria for Lévy processes. Adv. Data Anal. Classif. 1 (2) (2007)
Jan Bergenthum, Ludger Rüschendorf
Comparison of Option Prices in Semimartingale Models. Finance Stochastics 10 (2) (2006)
Ludger Rüschendorf, Ralf Neininger
Survey of Multivariate Aspects of the Contraction Method. Discret. Math. Theor. Comput. Sci. 8 (1) (2006)
Ralph Neininger, Ludger Rüschendorf
Rates of convergence for Quicksort. J. Algorithms 44 (1) (2002)
Uwe Rösler, Ludger Rüschendorf
The Contraction Method for Recursive Algorithms. Algorithmica 29 (1) (2001)
Thomas Goll, Ludger Rüschendorf
Minimax and minimal distance martingale measures and their relationship to portfolio optimization. Finance Stochastics 5 (4) (2001)
Ralph Neininger, Ludger Rüschendorf
On the internal path length of d-dimensional quad trees. Random Struct. Algorithms 15 (1) (1999)
C. Metzger, Ludger Rüschendorf
Conditional variability ordering of distributions. Ann. Oper. Res. 32 (1) (1991)
Manfred Grauer, Colhourn, Ludger Rüschendorf, M. L. Dowling, Adi Ben-Israel, D. Schweigert, Peter Brucker
Book review. Z. Oper. Research 31 (5) (1987)