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Ludger Rüschendorf

2013 Bild 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.

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)




Stochastische Prozesse und Finanzmathematik
Springer Masterclass, Springer (2020)


Office hour (Sprechstunde):

on demand



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


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