Ludger Rüschendorf

According to our database, Ludger Rüschendorf authored at least 26 papers between 1987 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of three.

2024

Supermodular and directionally convex comparison results for general factor models.

Jonathan Ansari, Ludger Rüschendorf

J. Multivar. Anal., 2024

2022

On some synchronization problems with multiple instances.

Dries Cornilly, Giovanni Puccetti, Ludger Rüschendorf, Steven Vanduffel

J. Comput. Appl. Math., 2022

Fair allocation of indivisible goods with minimum inequality or minimum envy.

Dries Cornilly, Giovanni Puccetti, Ludger Rüschendorf, Steven Vanduffel

Eur. J. Oper. Res., 2022

2021

Functional, randomized and smoothed multivariate quantile regions.

Olivier P. Faugeras, Ludger Rüschendorf

J. Multivar. Anal., 2021

Ordering results for elliptical distributions with applications to risk bounds.

Jonathan Ansari, Ludger Rüschendorf

J. Multivar. Anal., 2021

The martingale comparison method for Markov processes.

Benedikt Köpfer, Ludger Rüschendorf

J. Appl. Probab., 2021

2020

On the computation of Wasserstein barycenters.

Giovanni Puccetti, Ludger Rüschendorf, Steven Vanduffel

J. Multivar. Anal., 2020

2017

Risk bounds for factor models.

Carole Bernard, Ludger Rüschendorf, Steven Vanduffel, Ruodu Wang

Finance Stochastics, 2017

2015

Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals.

Giovanni Puccetti, Ludger Rüschendorf

Commun. Stat. Simul. Comput., 2015

2014

Optimal claims with fixed payoff structure.

Carole Bernard, Ludger Rüschendorf, Steven Vanduffel

J. Appl. Probab., 2014

2013

Sharp Bounds for Sums of Dependent Risks.

Giovanni Puccetti, Ludger Rüschendorf

J. Appl. Probab., 2013

2012

Computation of sharp bounds on the distribution of a function of dependent risks.

Giovanni Puccetti, Ludger Rüschendorf

J. Comput. Appl. Math., 2012

Worst case portfolio vectors and diversification effects.

Ludger Rüschendorf

Finance Stochastics, 2012

2010

On optimal portfolio diversification with respect to extreme risks.

Georg Mainik, Ludger Rüschendorf

Finance Stochastics, 2010

2009

On convex risk measures on <i>L</i>^<i>p</i>-spaces.

Mareike Kaina, Ludger Rüschendorf

Math. Methods Oper. Res., 2009

2007

Exponential Bounds and Tails for Additive Random Recursive Sequences.

Ludger Rüschendorf, Eva-Maria Schopp

Discret. Math. Theor. Comput. Sci., 2007

Note on the Weighted Internal Path Length of b-ary Trees.

Ludger Rüschendorf, Eva-Maria Schopp

Discret. Math. Theor. Comput. Sci., 2007

Convex ordering criteria for Lévy processes.

Jan Bergenthum, Ludger Rüschendorf

Adv. Data Anal. Classif., 2007

2006

Comparison of Option Prices in Semimartingale Models.

Jan Bergenthum, Ludger Rüschendorf

Finance Stochastics, 2006

Survey of Multivariate Aspects of the Contraction Method.

Ludger Rüschendorf, Ralf Neininger

Discret. Math. Theor. Comput. Sci., 2006

2002

Rates of convergence for Quicksort.

Ralph Neininger, Ludger Rüschendorf

J. Algorithms, 2002

2001

Minimax and minimal distance martingale measures and their relationship to portfolio optimization.

Thomas Goll, Ludger Rüschendorf

Finance Stochastics, 2001

The Contraction Method for Recursive Algorithms.

Uwe Rösler, Ludger Rüschendorf

Algorithmica, 2001

1999

On the internal path length of d-dimensional quad trees.

Ralph Neininger, Ludger Rüschendorf

Random Struct. Algorithms, 1999

1991

Conditional variability ordering of distributions.

C. Metzger, Ludger Rüschendorf

Ann. Oper. Res., 1991

1987

Book review.

Manfred Grauer, Colhourn, Ludger Rüschendorf, M. L. Dowling, Adi Ben-Israel, D. Schweigert, Peter Brucker

Z. Oper. Research, 1987