Ruschendorf, L. : rechercher sur Z-Library

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1

Model uncertainty and VaR aggregation

Embrechts, Paul, Puccetti, Giovanni, Rüschendorf, Ludger

Journal:

Journal of Banking & Finance

Année:

2013

Langue:

english

Fichier:

PDF, 898 KB

english, 2013

2

Value-at-Risk Bounds With Variance Constraints

Bernard, Carole, Rüschendorf, Ludger, Vanduffel, Steven

Journal:

Journal of Risk and Insurance

Année:

2015

Langue:

english

Fichier:

PDF, 291 KB

english, 2015

3

Approximate Independence of Distributions on Spheres and Their Stability Properties

Rachev, S. T., Ruschendorf, L.

Journal:

The Annals of Probability

Année:

1991

Fichier:

PDF, 1.57 MB

1991

4

Upper bounds for strictly concave distortion risk measures on moment spaces

Cornilly, D., Rüschendorf, L., Vanduffel, S.

Journal:

Insurance: Mathematics and Economics

Année:

2018

Langue:

english

Fichier:

PDF, 1.07 MB

english, 2018

5

Generalized Statistical Arbitrage Concepts and Related Gain Strategies

Rein, Christian, Rüschendorf, Ludger, Schmidt, Thorsten

Journal:

SSRN Electronic Journal

Année:

2019

Langue:

english

Fichier:

PDF, 603 KB

english, 2019

6

Optimal Coupling of Multivariate Distributions and Stochastic Processes

J.A. Cuestaalbertos, L. Ruschendorf, A. Tuerodiaz

Journal:

Journal of Multivariate Analysis

Année:

1993

Fichier:

PDF, 875 KB

1993

7

On optimal allocation of risk vectors

Swen Kiesel, Ludger Rüschendorf

Journal:

Insurance: Mathematics and Economics

Année:

2010

Langue:

english

Fichier:

PDF, 422 KB

english, 2010

8

On the distributional transform, Sklar's theorem, and the empirical copula process

Ludger Rüschendorf

Journal:

Journal of Statistical Planning and Inference

Année:

2009

Langue:

english

Fichier:

PDF, 158 KB

english, 2009

9

Solution of a statistical optimization problem by rearrangement methods

L. Rüschendorf

Journal:

Année:

1983

Langue:

english

Fichier:

PDF, 270 KB

english, 1983

10

Construction of multivariate distributions with given marginals

Ludger Rüschendorf

Journal:

Annals of the Institute of Statistical Mathematics

Année:

1985

Langue:

english

Fichier:

PDF, 427 KB

english, 1985

11

Minimax and minimal distance martingale measures and their relationship to portfolio optimization

Thomas Goll, Ludger Rüschendorf

Journal:

Finance and Stochastics

Année:

2001

Langue:

english

Fichier:

PDF, 183 KB

english, 2001

12

Weak association of random variables

Ludger Rüschendorf

Journal:

Journal of Multivariate Analysis

Année:

1981

Langue:

english

Fichier:

PDF, 157 KB

english, 1981

13

A second large family with catatonic schizophrenia supports the region distally of CHRNA7 on chromosome 15q14–15

Meyer, J, Rüschendorf, F, Lesch, K P

Journal:

Molecular Psychiatry

Année:

2003

Langue:

english

Fichier:

PDF, 54 KB

english, 2003

14

Conditional variability ordering of distributions

C. Metzger, L. Rüschendorf

Journal:

Annals of Operations Research

Année:

1991

Langue:

english

Fichier:

PDF, 453 KB

english, 1991

15

Mutations in FKBP14 Cause a Variant of Ehlers-Danlos Syndrome with Progressive Kyphoscoliosis, Myopathy, and Hearing Loss

Matthias Baumann, Cecilia Giunta, Birgit Krabichler, Franz Rüschendorf, Nicoletta Zoppi, Marina Colombi, Reginald E. Bittner, Susana Quijano-Roy, Francesco Muntoni, Sebahattin Cirak, Gudrun Schreiber,

Journal:

The American Journal of Human Genetics

Année:

2012

Langue:

english

Fichier:

PDF, 1.34 MB

english, 2012

16

Closedness of Sum Spaces andthe Generalized Schrödinger Problem

Rüschendorf, L., Thomsen, W.

Journal:

Theory of Probability & Its Applications

Année:

1998

Langue:

english

Fichier:

PDF, 304 KB

english, 1998

17

Random Fractals and Probability Metrics

John E. Hutchinson and Ludger Rüschendorf

Journal:

Advances in Applied Probability

Année:

2000

Langue:

english

Fichier:

PDF, 2.20 MB

english, 2000

18

Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals

Puccetti, Giovanni, Rüschendorf, Ludger

Journal:

Communications in Statistics - Simulation and Computation

Année:

2015

Langue:

english

Fichier:

PDF, 418 KB

english, 2015

19

Optimal payoffs under state-dependent preferences

Bernard, Carole, Moraux, Franck, Rüschendorf, Ludger, Vanduffel, Steven

Journal:

Quantitative Finance

Année:

2015

Langue:

english

Fichier:

PDF, 531 KB

english, 2015

20

Asymptotic Distributions of Multivariate Rank Order Statistics

Ludger Ruschendorf

Journal:

The Annals of Statistics

Année:

1976

Langue:

english

Fichier:

PDF, 958 KB

english, 1976

21

OPTIMALITY OF PAYOFFS IN LÉVY MODELS

VON HAMMERSTEIN, ERNST AUGUST, LÜTKEBOHMERT, EVA, RÜSCHENDORF, LUDGER, WOLF, VIKTOR

Journal:

International Journal of Theoretical and Applied Finance

Année:

2014

Langue:

english

Fichier:

PDF, 819 KB

english, 2014

22

Law invariant convex risk measures for portfolio vectors

Rüschendorf, Ludger

Journal:

Statistics & Decisions

Année:

2006

Langue:

english

Fichier:

PDF, 116 KB

english, 2006

23

Ordering of multivariate risk models with respect to extreme portfolio losses

Mainik, Georg, Rüschendorf, Ludger

Journal:

Statistics & Risk Modeling

Année:

2012

Langue:

english

Fichier:

PDF, 349 KB

english, 2012

24

How robust is the value-at-risk of credit risk portfolios?

Bernard, Carole, Rüschendorf, Ludger, Vanduffel, Steven, Yao, Jing

Journal:

European Journal of Finance

Année:

2015

Langue:

english

Fichier:

PDF, 514 KB

english, 2015

25

Duality and Perfect Probability Spaces

D. Ramachandran and L. Rüschendorf

Journal:

Proceedings of the American Mathematical Society

Année:

1996

Langue:

english

Fichier:

PDF, 189 KB

english, 1996

26

Haplotypes of dopamine and serotonin transporter genes are associated with antisocial personality disorder in alcoholics

Reese, Jörn, Kraschewski, Adrian, Anghelescu, Ion, Winterer, Georg, Schmidt, Lutz G., Gallinat, Jürgen, Rüschendorf, Franz, Rommelspacher, Hans, Wernicke, Catrin

Journal:

Psychiatric Genetics

Année:

2010

Langue:

english

Fichier:

PDF, 317 KB

english, 2010

27

On the Method of Optimal Portfolio Choice by Cost-Efficiency

Rüschendorf, Ludger, Wolf, Viktor

Journal:

Applied Mathematical Finance

Année:

2016

Langue:

english

Fichier:

PDF, 1.62 MB

english, 2016

28

Random fractal measures via the contraction method

Hutchinson, John, Ruschendorf, Ludger

Journal:

Indiana University Mathematics Journal

Année:

1998

Langue:

english

Fichier:

PDF, 220 KB

english, 1998

29

Ordering of Distributions and Rearrangement of Functions

Ruschendorf, Ludger

Journal:

The Annals of Probability

Année:

1981

Fichier:

PDF, 610 KB

1981

30

An Academic Response to Basel 3.5

Embrechts, Paul, Puccetti, Giovanni, Rüschendorf, Ludger, Wang, Ruodu, Beleraj, Antonela

Journal:

Année:

2014

Langue:

english

Fichier:

PDF, 375 KB

english, 2014

31

On the computation of Wasserstein barycenters

Puccetti, Giovanni, Rüschendorf, Ludger, Vanduffel, Steven

Journal:

Journal of Multivariate Analysis

Année:

2020

Fichier:

PDF, 12.39 MB

2020

32

On the internal path length of d-dimensional quad trees

Ralph Neininger, Ludger Rüschendorf

Journal:

Random Structures & Algorithms

Année:

1999

Langue:

english

Fichier:

PDF, 241 KB

english, 1999

33

Assignment of PGL3 to chromosome 1 (q21-q23) in a family with autosomal dominant non-chromaffin paraganglioma

Stephan Niemann, Johannes Becker-Follmann, Gudrun Nürnberg, Franz Rüschendorf, Nicole Sieweke, Monika Hügens-Penzel, Horst Traupe, Thomas F. Wienker, André Reis, Ulrich Müller

Journal:

American Journal of Medical Genetics Part A

Année:

2001

Langue:

english

Fichier:

PDF, 132 KB

english, 2001

34

Diagnostic yield of various genetic approaches in patients with unexplained developmental delay or mental retardation

Anita Rauch, Juliane Hoyer, Sabine Guth, Christiane Zweier, Cornelia Kraus, Christian Becker, Martin Zenker, Ulrike Hüffmeier, Christian Thiel, Franz Rüschendorf, Peter Nürnberg, André Reis, Udo Traut

Journal:

American Journal of Medical Genetics Part A

Année:

2006

Langue:

english

Fichier:

PDF, 305 KB

english, 2006

35

Genome-wide linkage scan for bladder exstrophy-epispadias complex

Michael Ludwig, Franz Rüschendorf, Kathrin Saar, Norbert Hübner, Lothar Siekmann, Simeon A. Boyadjiev, Heiko Reutter

Journal:

Birth Defects Research Part A: Clinical and Molecular Teratology

Année:

2009

Langue:

english

Fichier:

PDF, 202 KB

english, 2009

36

Evidence for linkage of the bladder exstrophy-epispadias complex on chromosome 4q31.21-22 and 19q13.31-41 from a consanguineous iranian family

Heiko Reutter, Franz Rüschendorf, Manuel Mattheisen, Markus Draaken, Enrika Bartels, Norbert Hübner, Per Hoffmann, Seyedmedhi Payabvash, Kathrin Saar, Markus M. Nöthen, Abdol-Mohammad Kajbafzadeh, Mic

Journal:

Birth Defects Research Part A: Clinical and Molecular Teratology

Année:

2010

Langue:

english

Fichier:

PDF, 206 KB

english, 2010

37

D. Stoyan W. Kendall J. Mecke. Stochastic geometry and its applications

L. Rüschendorf

Journal:

Crystal Research and Technology

Année:

1996

Langue:

english

Fichier:

PDF, 56 KB

english, 1996

38

Fine mapping and single nucleotide polymorphism association results of candidate genes for asthma and related phenotypes

Thomas Immervoll, Sabine Loesgen, Gabriele Dütsch, Henning Gohlke, Nicole Herbon, Sabine Klugbauer, Astrid Dempfle, Heike Bickeböller, Johannes Becker-Follmann, Franz Rüschendorf, Kathrin Saar, Andre

Journal:

Année:

2001

Langue:

english

Fichier:

PDF, 442 KB

english, 2001

39

Retention of lysosomal protein CLN5 in the endoplasmic reticulum causes neuronal ceroid lipofuscinosis in Asian Sibship

Anne-Hélène Lebrun, Stephan Storch, Franz Rüschendorf, Mia-Lisa Schmiedt, Aija Kyttälä, Sara E. Mole, Claudia Kitzmüller, Kathrin Saar, Leena D. Mewasingh, Volker Boda, Alfried Kohlschütter, Kurt Ullr

Journal:

Année:

2009

Langue:

english

Fichier:

PDF, 390 KB

english, 2009

40

On the n-Coupling Problem

Ludger Rüschendorf, Ludger Uckelmann

Journal:

Journal of Multivariate Analysis

Année:

2002

Langue:

english

Fichier:

PDF, 148 KB

english, 2002

41

Effect of aldosterone on incorporation of [3H]leucine into brush border membranes of rat kidney

R. Kirsten, J. Assmutat, K. Nelson, U. Rüschendorf

Journal:

International Journal of Biochemistry

Année:

1980

Langue:

english

Fichier:

PDF, 521 KB

english, 1980

42

A characterization of random variables with minimum L2-distance

L Rüschendorf, S.T Rachev

Journal:

Journal of Multivariate Analysis

Année:

1990

Langue:

english

Fichier:

PDF, 320 KB

english, 1990

43

Unbiased estimation of von Mises functionals

Ludger Rüschendorf

Journal:

Statistics & Probability Letters

Année:

1987

Langue:

english

Fichier:

PDF, 319 KB

english, 1987

44

On random translation models

Ludger Rüschendorf

Journal:

Statistics & Probability Letters

Année:

1989

Langue:

english

Fichier:

PDF, 484 KB

english, 1989

45

A counterexample to A.S. constructions

S.T. Rachev, L. Rüschendorf

Journal:

Statistics & Probability Letters

Année:

1990

Langue:

english

Fichier:

PDF, 187 KB

english, 1990

46

Note on the Schrödinger equation and I-projections

L. Rüschendorf, W. Thomsen

Journal:

Statistics & Probability Letters

Année:

1993

Langue:

english

Fichier:

PDF, 457 KB

english, 1993

47

On c-optimal random variables

Ludger Rüschendorf

Journal:

Statistics & Probability Letters

Année:

1996

Langue:

english

Fichier:

PDF, 197 KB

english, 1996

48

Inference for random sampling processes

Ludger Rüschendorf

Journal:

Stochastic Processes and their Applications

Année:

1989

Langue:

english

Fichier:

PDF, 706 KB

english, 1989

49

On regression representations of stochastic processes

Ludger Rüschendorf, Vincent de Valk

Journal:

Stochastic Processes and their Applications

Année:

1993

Langue:

english

Fichier:

PDF, 840 KB

english, 1993

50

A remark on the spectral domain of nonstationary processes

Jiří Michálek, Ludger Rüschendorf

Journal:

Stochastic Processes and their Applications

Année:

1994

Langue:

english

Fichier:

PDF, 545 KB

english, 1994