F. Rüschendorf: search on Z-Library

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1

Model uncertainty and VaR aggregation

Embrechts, Paul, Puccetti, Giovanni, Rüschendorf, Ludger

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 898 KB

english, 2013

2

Value-at-Risk Bounds With Variance Constraints

Bernard, Carole, Rüschendorf, Ludger, Vanduffel, Steven

Journal:

Journal of Risk and Insurance

Year:

2015

Language:

english

File:

PDF, 291 KB

english, 2015

3

Approximate Independence of Distributions on Spheres and Their Stability Properties

Rachev, S. T., Ruschendorf, L.

Journal:

The Annals of Probability

Year:

1991

File:

PDF, 1.57 MB

1991

4

Upper bounds for strictly concave distortion risk measures on moment spaces

Cornilly, D., Rüschendorf, L., Vanduffel, S.

Journal:

Insurance: Mathematics and Economics

Year:

2018

Language:

english

File:

PDF, 1.07 MB

english, 2018

5

Generalized Statistical Arbitrage Concepts and Related Gain Strategies

Rein, Christian, Rüschendorf, Ludger, Schmidt, Thorsten

Journal:

SSRN Electronic Journal

Year:

2019

Language:

english

File:

PDF, 603 KB

english, 2019

6

Optimal Coupling of Multivariate Distributions and Stochastic Processes

J.A. Cuestaalbertos, L. Ruschendorf, A. Tuerodiaz

Journal:

Journal of Multivariate Analysis

Year:

1993

File:

PDF, 875 KB

1993

7

On optimal allocation of risk vectors

Swen Kiesel, Ludger Rüschendorf

Journal:

Insurance: Mathematics and Economics

Year:

2010

Language:

english

File:

PDF, 422 KB

english, 2010

8

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

Ludger Rüschendorf

Journal:

Journal of Statistical Planning and Inference

Year:

2009

Language:

english

File:

PDF, 158 KB

english, 2009

9

Solution of a statistical optimization problem by rearrangement methods

L. Rüschendorf

Journal:

Year:

1983

Language:

english

File:

PDF, 270 KB

english, 1983

10

Construction of multivariate distributions with given marginals

Ludger Rüschendorf

Journal:

Annals of the Institute of Statistical Mathematics

Year:

1985

Language:

english

File:

PDF, 427 KB

english, 1985

11

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

Thomas Goll, Ludger Rüschendorf

Journal:

Finance and Stochastics

Year:

2001

Language:

english

File:

PDF, 183 KB

english, 2001

12

Weak association of random variables

Ludger Rüschendorf

Journal:

Journal of Multivariate Analysis

Year:

1981

Language:

english

File:

PDF, 157 KB

english, 1981

13

A second large family with catatonic schizophrenia supports the region distally of CHRNA7 on chromosome 15q14–15

Meyer, J, Rüschendorf, F, Lesch, K P

Journal:

Molecular Psychiatry

Year:

2003

Language:

english

File:

PDF, 54 KB

english, 2003

14

Conditional variability ordering of distributions

C. Metzger, L. Rüschendorf

Journal:

Annals of Operations Research

Year:

1991

Language:

english

File:

PDF, 453 KB

english, 1991

15

Mutations in FKBP14 Cause a Variant of Ehlers-Danlos Syndrome with Progressive Kyphoscoliosis, Myopathy, and Hearing Loss

Matthias Baumann, Cecilia Giunta, Birgit Krabichler, Franz Rüschendorf, Nicoletta Zoppi, Marina Colombi, Reginald E. Bittner, Susana Quijano-Roy, Francesco Muntoni, Sebahattin Cirak, Gudrun Schreiber,

Journal:

The American Journal of Human Genetics

Year:

2012

Language:

english

File:

PDF, 1.34 MB

english, 2012

16

Closedness of Sum Spaces andthe Generalized Schrödinger Problem

Rüschendorf, L., Thomsen, W.

Journal:

Theory of Probability & Its Applications

Year:

1998

Language:

english

File:

PDF, 304 KB

english, 1998

17

Random Fractals and Probability Metrics

John E. Hutchinson and Ludger Rüschendorf

Journal:

Advances in Applied Probability

Year:

2000

Language:

english

File:

PDF, 2.20 MB

english, 2000

18

Optimal payoffs under state-dependent preferences

Bernard, Carole, Moraux, Franck, Rüschendorf, Ludger, Vanduffel, Steven

Journal:

Quantitative Finance

Year:

2015

Language:

english

File:

PDF, 531 KB

english, 2015

19

Asymptotic Distributions of Multivariate Rank Order Statistics

Ludger Ruschendorf

Journal:

The Annals of Statistics

Year:

1976

Language:

english

File:

PDF, 958 KB

english, 1976

20

OPTIMALITY OF PAYOFFS IN LÉVY MODELS

VON HAMMERSTEIN, ERNST AUGUST, LÜTKEBOHMERT, EVA, RÜSCHENDORF, LUDGER, WOLF, VIKTOR

Journal:

International Journal of Theoretical and Applied Finance

Year:

2014

Language:

english

File:

PDF, 819 KB

english, 2014

21

Law invariant convex risk measures for portfolio vectors

Rüschendorf, Ludger

Journal:

Statistics & Decisions

Year:

2006

Language:

english

File:

PDF, 116 KB

english, 2006

22

Ordering of multivariate risk models with respect to extreme portfolio losses

Mainik, Georg, Rüschendorf, Ludger

Journal:

Statistics & Risk Modeling

Year:

2012

Language:

english

File:

PDF, 349 KB

english, 2012

23

How robust is the value-at-risk of credit risk portfolios?

Bernard, Carole, Rüschendorf, Ludger, Vanduffel, Steven, Yao, Jing

Journal:

European Journal of Finance

Year:

2015

Language:

english

File:

PDF, 514 KB

english, 2015

24

Duality and Perfect Probability Spaces

D. Ramachandran and L. Rüschendorf

Journal:

Proceedings of the American Mathematical Society

Year:

1996

Language:

english

File:

PDF, 189 KB

english, 1996

25

Haplotypes of dopamine and serotonin transporter genes are associated with antisocial personality disorder in alcoholics

Reese, Jörn, Kraschewski, Adrian, Anghelescu, Ion, Winterer, Georg, Schmidt, Lutz G., Gallinat, Jürgen, Rüschendorf, Franz, Rommelspacher, Hans, Wernicke, Catrin

Journal:

Psychiatric Genetics

Year:

2010

Language:

english

File:

PDF, 317 KB

english, 2010

26

On the Method of Optimal Portfolio Choice by Cost-Efficiency

Rüschendorf, Ludger, Wolf, Viktor

Journal:

Applied Mathematical Finance

Year:

2016

Language:

english

File:

PDF, 1.62 MB

english, 2016

27

Random fractal measures via the contraction method

Hutchinson, John, Ruschendorf, Ludger

Journal:

Indiana University Mathematics Journal

Year:

1998

Language:

english

File:

PDF, 220 KB

english, 1998

28

Ordering of Distributions and Rearrangement of Functions

Ruschendorf, Ludger

Journal:

The Annals of Probability

Year:

1981

File:

PDF, 610 KB

1981

29

An Academic Response to Basel 3.5

Embrechts, Paul, Puccetti, Giovanni, Rüschendorf, Ludger, Wang, Ruodu, Beleraj, Antonela

Journal:

Year:

2014

Language:

english

File:

PDF, 375 KB

english, 2014

30

On the computation of Wasserstein barycenters

Puccetti, Giovanni, Rüschendorf, Ludger, Vanduffel, Steven

Journal:

Journal of Multivariate Analysis

Year:

2020

File:

PDF, 12.39 MB

2020

31

On the internal path length of d-dimensional quad trees

Ralph Neininger, Ludger Rüschendorf

Journal:

Random Structures & Algorithms

Year:

1999

Language:

english

File:

PDF, 241 KB

english, 1999

32

Assignment of PGL3 to chromosome 1 (q21-q23) in a family with autosomal dominant non-chromaffin paraganglioma

Stephan Niemann, Johannes Becker-Follmann, Gudrun Nürnberg, Franz Rüschendorf, Nicole Sieweke, Monika Hügens-Penzel, Horst Traupe, Thomas F. Wienker, André Reis, Ulrich Müller

Journal:

American Journal of Medical Genetics Part A

Year:

2001

Language:

english

File:

PDF, 132 KB

english, 2001

33

Diagnostic yield of various genetic approaches in patients with unexplained developmental delay or mental retardation

Anita Rauch, Juliane Hoyer, Sabine Guth, Christiane Zweier, Cornelia Kraus, Christian Becker, Martin Zenker, Ulrike Hüffmeier, Christian Thiel, Franz Rüschendorf, Peter Nürnberg, André Reis, Udo Traut

Journal:

American Journal of Medical Genetics Part A

Year:

2006

Language:

english

File:

PDF, 305 KB

english, 2006

34

Genome-wide linkage scan for bladder exstrophy-epispadias complex

Michael Ludwig, Franz Rüschendorf, Kathrin Saar, Norbert Hübner, Lothar Siekmann, Simeon A. Boyadjiev, Heiko Reutter

Journal:

Birth Defects Research Part A: Clinical and Molecular Teratology

Year:

2009

Language:

english

File:

PDF, 202 KB

english, 2009

35

Evidence for linkage of the bladder exstrophy-epispadias complex on chromosome 4q31.21-22 and 19q13.31-41 from a consanguineous iranian family

Heiko Reutter, Franz Rüschendorf, Manuel Mattheisen, Markus Draaken, Enrika Bartels, Norbert Hübner, Per Hoffmann, Seyedmedhi Payabvash, Kathrin Saar, Markus M. Nöthen, Abdol-Mohammad Kajbafzadeh, Mic

Journal:

Birth Defects Research Part A: Clinical and Molecular Teratology

Year:

2010

Language:

english

File:

PDF, 206 KB

english, 2010

36

D. Stoyan W. Kendall J. Mecke. Stochastic geometry and its applications

L. Rüschendorf

Journal:

Crystal Research and Technology

Year:

1996

Language:

english

File:

PDF, 56 KB

english, 1996

37

Fine mapping and single nucleotide polymorphism association results of candidate genes for asthma and related phenotypes

Thomas Immervoll, Sabine Loesgen, Gabriele Dütsch, Henning Gohlke, Nicole Herbon, Sabine Klugbauer, Astrid Dempfle, Heike Bickeböller, Johannes Becker-Follmann, Franz Rüschendorf, Kathrin Saar, Andre

Journal:

Year:

2001

Language:

english

File:

PDF, 442 KB

english, 2001

38

Retention of lysosomal protein CLN5 in the endoplasmic reticulum causes neuronal ceroid lipofuscinosis in Asian Sibship

Anne-Hélène Lebrun, Stephan Storch, Franz Rüschendorf, Mia-Lisa Schmiedt, Aija Kyttälä, Sara E. Mole, Claudia Kitzmüller, Kathrin Saar, Leena D. Mewasingh, Volker Boda, Alfried Kohlschütter, Kurt Ullr

Journal:

Year:

2009

Language:

english

File:

PDF, 390 KB

english, 2009

39

On the n-Coupling Problem

Ludger Rüschendorf, Ludger Uckelmann

Journal:

Journal of Multivariate Analysis

Year:

2002

Language:

english

File:

PDF, 148 KB

english, 2002

40

Effect of aldosterone on incorporation of [3H]leucine into brush border membranes of rat kidney

R. Kirsten, J. Assmutat, K. Nelson, U. Rüschendorf

Journal:

International Journal of Biochemistry

Year:

1980

Language:

english

File:

PDF, 521 KB

english, 1980

41

A characterization of random variables with minimum L2-distance

L Rüschendorf, S.T Rachev

Journal:

Journal of Multivariate Analysis

Year:

1990

Language:

english

File:

PDF, 320 KB

english, 1990

42

Unbiased estimation of von Mises functionals

Ludger Rüschendorf

Journal:

Statistics & Probability Letters

Year:

1987

Language:

english

File:

PDF, 319 KB

english, 1987

43

On random translation models

Ludger Rüschendorf

Journal:

Statistics & Probability Letters

Year:

1989

Language:

english

File:

PDF, 484 KB

english, 1989

44

A counterexample to A.S. constructions

S.T. Rachev, L. Rüschendorf

Journal:

Statistics & Probability Letters

Year:

1990

Language:

english

File:

PDF, 187 KB

english, 1990

45

Note on the Schrödinger equation and I-projections

L. Rüschendorf, W. Thomsen

Journal:

Statistics & Probability Letters

Year:

1993

Language:

english

File:

PDF, 457 KB

english, 1993

46

On c-optimal random variables

Ludger Rüschendorf

Journal:

Statistics & Probability Letters

Year:

1996

Language:

english

File:

PDF, 197 KB

english, 1996

47

Inference for random sampling processes

Ludger Rüschendorf

Journal:

Stochastic Processes and their Applications

Year:

1989

Language:

english

File:

PDF, 706 KB

english, 1989

48

On regression representations of stochastic processes

Ludger Rüschendorf, Vincent de Valk

Journal:

Stochastic Processes and their Applications

Year:

1993

Language:

english

File:

PDF, 840 KB

english, 1993

49

A remark on the spectral domain of nonstationary processes

Jiří Michálek, Ludger Rüschendorf

Journal:

Stochastic Processes and their Applications

Year:

1994

Language:

english

File:

PDF, 545 KB

english, 1994

50

Limit theorems for recursive algorithms

P Feldman, S.T Rachev, L Rüschendorf

Journal:

Journal of Computational and Applied Mathematics

Year:

1994

Language:

english

File:

PDF, 769 KB

english, 1994