The following pages link to Ludger Rüschendorf (Q188844):
Displayed 50 items.
- Test of association between multivariate stable vectors. (Q1596878) (← links)
- Expansion of transition distributions of Lévy processes in small time (Q1611564) (← links)
- VaR bounds in models with partial dependence information on subgroups (Q1616346) (← links)
- Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models (Q1617321) (← links)
- Worst case portfolio vectors and diversification effects (Q1761436) (← links)
- Upper bounds for strictly concave distortion risk measures on moment spaces (Q1799647) (← links)
- A general duality theorem for marginal problems (Q1804996) (← links)
- Inference for random sampling processes (Q1823601) (← links)
- The contraction method for recursive algorithms (Q1840499) (← links)
- Limit laws for partial match queries in quadtrees (Q1872463) (← links)
- Approximation of optimal stopping problems. (Q1879497) (← links)
- On the contraction method with degenerate limit equation. (Q1889801) (← links)
- Convergence of the iterative proportional fitting procedure (Q1906206) (← links)
- On \(c\)-optimal random variables (Q1916204) (← links)
- Propagation of chaos and contraction of stochastic mappings (Q1920101) (← links)
- Risk bounds with additional information on functionals of the risk vector (Q1994041) (← links)
- Bounds for joint portfolios of dependent risks (Q2048190) (← links)
- Sklar's theorem, copula products, and ordering results in factor models (Q2063749) (← links)
- General construction and classes of explicit \(L^1\)-optimal couplings (Q2108511) (← links)
- Stochastic processes and financial mathematics (Q2200725) (← links)
- Ordering results for elliptical distributions with applications to risk bounds (Q2222233) (← links)
- Functional, randomized and smoothed multivariate quantile regions (Q2237820) (← links)
- Fair allocation of indivisible goods with minimum inequality or minimum envy (Q2242281) (← links)
- Ordering risk bounds in factor models (Q2283650) (← links)
- On the computation of Wasserstein barycenters (Q2293547) (← links)
- Risk excess measures induced by hemi-metrics (Q2296116) (← links)
- Reducing model risk via positive and negative dependence assumptions (Q2347092) (← links)
- Cost-efficiency in multivariate Lévy models (Q2351198) (← links)
- Risk bounds for factor models (Q2364531) (← links)
- On regression representations of stochastic processes (Q2368162) (← links)
- Analysis of risk bounds in partially specified additive factor models (Q2415970) (← links)
- Computation of sharp bounds on the distribution of a function of dependent risks (Q2428102) (← links)
- Mathematical statistics (Q2434723) (← links)
- Exponential tail bounds for max-recursive sequences (Q2460997) (← links)
- Monge-Kantorovich transportation problem and optimal couplings (Q2466441) (← links)
- Consistent risk measures for portfolio vectors (Q2492174) (← links)
- Convergence of a branching type recursion (Q2565223) (← links)
- Random fractals and probability metrics (Q2713148) (← links)
- On the Monge-Kantorovitch Duality Theorem (Q2752962) (← links)
- On the optimal stopping values induced by general dependence structures (Q2774444) (← links)
- Optimal Multiple Stopping with Sum-Payoff (Q2845217) (← links)
- On the optimal reinsurance problem (Q2866792) (← links)
- Mathematical Risk Analysis (Q2919635) (← links)
- OPTIMALITY OF PAYOFFS IN LÉVY MODELS (Q2929383) (← links)
- Comparison of time-inhomogeneous Markov processes (Q2963683) (← links)
- Comparison of Markov processes via infinitesimal generators (Q3011078) (← links)
- Limit Theorems for Depths and Distances in Weighted Random <i>B</i>-Ary Recursive Trees (Q3108476) (← links)
- On approximative solutions of optimal stopping problems (Q3111057) (← links)
- (Q3154703) (← links)
- (Q3198680) (← links)