Ludger Rüschendorf

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

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

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

NEW

Stochastische Prozesse und Finanzmathematik
Springer Masterclass, Springer (2020)
doi:10.1007/978-3-662-61973-5

Office hour (Sprechstunde):

on demand

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