-
2016 Artikel Improved Fréchet bounds and application to VaR estimates
-
Improved Fréchet bounds and application to VaR estimates. Prepring (2016).
Located in
Emeriti
/
Ludger Rüschendorf
/
Contents
-
2016 Artikel Quantiles as Markov morphisms: a copula and mass transportation approach
-
Quantiles as Markov morphisms: a copula and mass transportation approach. Coauthor: O. P. Faugeras. Preprint (2016)
Located in
Emeriti
/
Ludger Rüschendorf
/
Contents
-
2016 Artikel VaR bounds in models with partial dependence information on subgroups
-
VaR bounds in models with partial dependence information on subgroups. Coauthor: J. Witting. Preprint (2016).
Located in
Emeriti
/
Ludger Rüschendorf
/
Contents
-
2017 Artikel Risk bounds with additional information on fuctionals of the risk vector
-
Risk bounds with additional information on fuctionals of the risk vector. Preprint (November 2017) (pdf)
Located in
Emeriti
/
Ludger Rüschendorf
/
Contents
-
2017 Artikel Upper bounds for concave distortion risk measures on moment space
-
Upper bounds for concave distortion risk measures on moment space. Coauthors: D. Cornilly, S. Vanduffel. Preprint (2017) (pdf)
Located in
Emeriti
/
Ludger Rüschendorf
/
Contents
-
2017 Artikel VaR bounds with two-sided dependence information
-
VaR bounds with two-sided dependence information. Coauthor: T. Lux. Preprint (2017) (pdf)
Located in
Emeriti
/
Ludger Rüschendorf
/
Contents
-
2020 Bild Stochastische Prozesse
-
Located in
Emeriti
/
Ludger Rüschendorf
/
Contents
-
Stochastic Processes and Financial Mathematics
-
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
Located in
Emeriti
/
Ludger Rüschendorf
/
Contents
-
2017 Artikel Risk excess measures induced by hemi-metrics
-
Risk excess measures induced by hemi-metrics. Coauthor: O. P. Faugera. Preprint (2017) (pdf)
Located in
Emeriti
/
Ludger Rüschendorf
/
Contents
-
Asymptotische Statistik
-
Located in
Emeriti
/
Ludger Rüschendorf
/
Publications
