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2016 Artikel Quantiles as Markov morphisms: a copula and mass transportation approach
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Quantiles as Markov morphisms: a copula and mass transportation approach. Coauthor: O. P. Faugeras. Preprint (2016)
Existiert in
Emeriti
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Ludger Rüschendorf
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2016 Artikel VaR bounds in models with partial dependence information on subgroups
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VaR bounds in models with partial dependence information on subgroups. Coauthor: J. Witting. Preprint (2016).
Existiert in
Emeriti
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Ludger Rüschendorf
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Contents
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2016 Bild Wahrscheinlichkeitstheorie Vorderseite
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Wahrscheinlichkeitstheorie,
Springer-Lehrbuch Masterclass,
Springer Verlag, 2016,
Language: german,
ISBN 978-3-662-48936-9 (print),
ISBN 978-3-662-48937-6 (online),
doi:0.1007/978-3-662-48937-6
Existiert in
Emeriti
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Ludger Rüschendorf
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Contents
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2016 pdf Risk bounds and partial dependence information.
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Risk bounds and partial dependence information. Preprint (2016) (pdf)
Existiert in
Emeriti
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Ludger Rüschendorf
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Contents
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2016 pdf Wahrscheinlichkeitstheorie Inhaltsverzeichnis
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Wahrscheinlichkeitstheorie,
Springer-Lehrbuch Masterclass,
Springer Verlag, 2016,
Language: german,
ISBN 978-3-662-48936-9 (print),
ISBN 978-3-662-48937-6 (online),
Existiert in
Emeriti
/
Ludger Rüschendorf
/
Contents
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2017 Artikel Risk bounds with additional information on fuctionals of the risk vector
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Risk bounds with additional information on fuctionals of the risk vector. Preprint (November 2017) (pdf)
Existiert in
Emeriti
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Ludger Rüschendorf
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Contents
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2017 Artikel Upper bounds for concave distortion risk measures on moment space
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Upper bounds for concave distortion risk measures on moment space. Coauthors: D. Cornilly, S. Vanduffel. Preprint (2017) (pdf)
Existiert in
Emeriti
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Ludger Rüschendorf
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Contents
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2017 Artikel VaR bounds with two-sided dependence information
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VaR bounds with two-sided dependence information. Coauthor: T. Lux. Preprint (2017) (pdf)
Existiert in
Emeriti
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Ludger Rüschendorf
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Contents
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2020 Bild Stochastische Prozesse
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Existiert in
Emeriti
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Ludger Rüschendorf
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Contents
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Stochastic Processes and Financial Mathematics
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Ludger RüschendorfStochastic Processes and Financial Mathematics,Springer (2023), Language: english, ISBN978-3-662-64710-3, ISBN978-3-662-64711-0https://doi.org/10.1007/978-3-662-64711-0
Existiert in
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