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Disambiguation of "Rüschendorf, Ludger"

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Value-at-Risk Bounds with Variance Constraints

, , and . Journal of Risk and Insurance, 84 (3): 923-959 (2015)
DOI: 10.2139/ssrn.2342068

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To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Ludger Rüschendorf

Franz Rüschendorf

Ludger Heidbrink

Ludger Ernst

Ludger Thier

 

Other publications of authors with the same name

Stochastic Ordering of Likelihood Ratios and Partial Sufficiency, and . Statistics, 22 (4): 551--558 (1991)Inference for random sampling processes. Stochastic Processes and their Applications, 32 (1): 129--140 (June 1989)Conditional variability ordering of distributions., and . Ann. Oper. Res., 32 (1): 127-140 (1991)Note on the Weighted Internal Path Length of b-ary Trees., and . Discret. Math. Theor. Comput. Sci., (2007)Worst case portfolio vectors and diversification effects.. Finance and Stochastics, 16 (1): 155-175 (2012)Optimal solutions of multivariate coupling problems. Angewandte Mathematik und Informatik / Universität Münster Univ., Münster, (1993)On the internal path length of d-dimensional quad trees., and . Random Struct. Algorithms, 15 (1): 25-41 (1999)A CONSISTENCY RESULT IN GENERAL CENSORING MODELS, and . Statistics, 37 (3): 205--216 (2003)Two remarks on order statistics. Journal of Statistical Planning and Inference, 11 (1): 71--74 (January 1985)Supermodular and directionally convex comparison results for general factor models., and . J. Multivar. Anal., (2024)