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2021 Artikel-Ruin probabilities for a Sparre Andersen model with investments
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Ruin probabilities for a Sparre Andersen model with investments. Stochastic Processes and their Applications 144 (2022), 72 - 84 (with Y. Kabanov and Th. Schmidt)
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2001 Artikel Application of generalized hyperbolic Lévy motions to finance
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Application of generalized hyperbolic Lévy motions to finance. In Lévy Processes: Theory and Applications, O.E. Barndorff-Nielsen, T. Mikosch, and S. Resnick (eds.), Birkhäuser Verlag (2001) 319–337 (pdf)
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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
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Contents
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2013 Bild Mathematical Risk Analysis Vorderseite
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Ludger Rüschendorf
Mathematical Risk Analysis Dependence, Risk Bounds, Optimal Allocations and Portfolios, Springer (2013) Language: english ISBN 978-3-642-33589-1 ISBN 978-3-642-4301 ISBN 978-3-642-33590-76-9
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Contents
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Stochastische Prozesse und Finanzmathematik Springer-Lehrbuch Masterclass
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Stochastische Prozesse und Finanzmathematik
Springer-Lehrbuch Masterclass
Springer Verlag, 2020
Language: German
doi:10.1007/978-3-662-61973-5
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Mathematical Statistics in the Information Age (Poster)
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Informationen zum Seminar Maschinelles Lernen
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Studium und Lehre
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Sommersemester 2023
