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

An Interview with Ludger Rüschendorf

A Journey from Statistics and Probability to Risk Theory.
doi:10.1515/demo-2015-0013

Awards

Workshop on Recent Developments in Finance, Risk Theory and Stochastic Analysis
in honor of Ludger Rüschendorf. February 12-13, 2016 (pdf)

Robert C.Witt 2018 award  of the American Risk and Insurance Association (ARIA) (joint with C. Bernard and S. Vanduffel)  

2025 Research.com Leader Award for Best Mathematics Scientists in Germany link: https://research.com/u/ludger-ruschendorf

NEW

Rätsel und mathematisches Denken
epubli Verlag (2024)
ISBN: 9783759831927

Model Risk Management: Risk Bounds under Uncertainty
Cambridge University Press; 2024
doi:10.1017/9781009367189

Stochastic Processes and Financial Mathematics
Mathematics Study Resources, Springer 2023
doi:10.1007/978-3-662-64711-0

Address: 

Abteilung für Mathematische Stochastik
Albert-Ludwigs University of Freiburg
Ernst-Zermelo-Straße 1  (formerly Eckerstraße 1)
Zimmer 241
D - 79104 Freiburg

Tel: +49-761-203-5665
Fax: +49-761-203-5661
E-Mail: ruschen@stochastik.uni-freiburg.de