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Ludger Rüschendorf

Prof. Dr. Ludger Rüschendorf
 
Prof. Dr. Ludger Rüschendorf
Department of Mathematical Stochastics
University of Freiburg
Eckerstraße 1
D-79104 Freiburg
Germany
 
Tel.  +49 761 203 5665
Fax  +49 761 203 5661
e-mail  ruschen@stochastik.uni-freiburg.de
 
 
Research subjects
Editorial Membership
Links and Institutions
Actual and recent PhD-subjects
Publications
Preprints and working papers
Popular Lectures / Articles
  Research subjects
   
mass transportation problems, optimal couplings and dependence models
  stochastic analysis of algorithms
  financial mathematics
  statistical analysis of diffusion and Lévy processes with application to financial models
  wavelet estimation method and neural net estimation with application to survival analysis and pattern recognition
  optimal stopping problems in point processes
  risk measures in finance and insurance
  Editorial Membership
   
Statistics and Decisions (S&D)
Journal of Applied Probability
Statistics
Applicationes Mathematicae
Revstat
  Links and Institutions
   
Freiburg centre for data analysis and modelling (FDM)
Graduiertenkolleg: Nichtlineare Differentialgleichungen: Modellierung, Theorie, Numerik, Visualisierung
DYNSTOCH: Statistical methods for dynamical stochastic models
Analysis of Algorithms (AofA)
  Actual and recent PhD-subjects
   
Monge-Kantorovich transportation problem (L. Uckelmann)
Stochastic analysis of algorithms (M. Cramer, R. Neininger)
Approximation of optimal stopping problems (R. Kühne, A. Faller)
Risk measures for portfolio vectors and optimal risk allocation (S. Kiesel)
Statistical wavelet estimation (R. Averkamp)
Neural net estimation in censoring models (S. Doehler)
Asymptotic statistical analysis of Lévy processes (J. Woerner)
Mixing property in randomized algorithms (J. Fehrenbach)
Option pricing, utility approach to optimal portfolios and equilibrium prices (T. Goll)
Comparison of option prices and stochastic models (J.Bergenthum, V. Wolf)
Dynamical risk measures (C.Burgert)
Statistical problems in genetical models (C.Lauer)
Limit theorems for random graphs (G. O. Munsonius, J. Kühn)
Statistical analysis of risk measures, optimal risk diversification (G. Mainik)
Analysis of algorithms and random structures (E.-M. Schopp)
  Publications
   
Google Scholar Index
Monographs
List of publications
  Recent Monographs
   
Mathematische Statistik
Springer-Lehrbuch Masterclass

Springer Verlag, 2014
Language: german
      Mathematical Risk Analysis
Dependence, Risk Bounds, Optimal Allocations and Portfolios

Springer (2013)
Language: english





Corrections (2014, May 7)
  Preprints and working papers
   
Monge-Kantorovich transportation problem, couplings and dependence models
Stochastic analysis of algorithms
Financial mathematics and risk measures
Statistics
Optimal Stopping
Probability / Random fractals
  General Lectures / Articles
   
On the perception of time, with F. T. Bruss, Gerontology (2009) (pdf)
On the ordering of option prices, Oberwolfach Workshop: Stochastic Analysis in Finance and Insurance, January 27–February 02, 2008, extended abstract (pdf)
Monge-Kantorovich transportation problem and optimal couplings, Jahresbericht der DMV, 109 (2007), 113–137 (pdf)
Ordering of insurance risk, In: Encyclopedia of Quantitative Risk Analysis and Assessment Vol. III, Eds.: Edward L. Melnick, Brian S. Everitt, Wiley (2008) (pdf)
Stochastik – eine interdisziplinäre Wissenschaft. Teil I, Festvortrag: Gödecke-Forschungspreis 17.11.1995 (vgl. Überblicke Mathematik 1998, Vieweg, 108–127) (pdf)
Wie schnell verfliegt die Zeit?, Coauthor: F. T. Bruss (vgl. Spektrum der Wissenschaft, 5. (2001), 110–112) (ps)
The switching problem and conditionally specified distributions, with F. T. Bruss (1999) (vgl. Mathem. Scientist., 25 (2000), 47–53 ) (ps)
Wasserstein-metric, (1998) (Article for Hazewinkel, Michiel (ed.): Encyclopaedia of Mathematics. Supplement, I, II, III. Kluwer Academic Publishers (1997–2001) (pdf)
Review von: Optimal Transport. Old and New. von C. Villani (2009), Jahresbericht der DMV (2009) (pdf)
 

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