Concepedia

Ludger Rüschendorf

LR

Statistics

Publications

96

Citations

5.7K

H-Index

42

Active since

1974

Affiliations

University of Freiburg(Current)

Vrije Universiteit Brussel

University of Münster

University of Florence

University of California, Santa Barbara

Ludger Rüschendorf is an author at University of Freiburg specializing in mathematics, probability theory, and stochastic processes.

ORCID

Publications per year

1974–2021

96

Publications

96

The Wasserstein distance and approximation theorems

Ludger Rüschendorf · Probability Theory and Related Fields · 1985 · 321 citations · Full text

, , +8

An Academic Response to Basel 3.5

Paul Embrechts, Giovanni Puccetti, Ludger Rüschendorf et al. · Risks · 2014 · 256 citations · Full text

, , +12

On the distributional transform, Sklar's theorem, and the empirical copula process

Ludger Rüschendorf · Journal of Statistical Planning and Inference · 2009 · 255 citations

, , +12

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

Thomas Goll, Ludger Rüschendorf · Finance and Stochastics · 2001 · 227 citations

, , +14

Random variables with maximum sums

Ludger Rüschendorf · Advances in Applied Probability · 1982 · 190 citations

, , +6

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