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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.
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

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