Ludger Rüschendorf

28 papers Journal 28
YearRankTypeTitle / Venue / Authors
2026 J jnl
Improved block rearrangement algorithm.
Ann. Oper. Res.
Carole Bernard, Jinghui Chen, Ludger Rüschendorf, Steven Vanduffel
2026 J jnl
MinCovTarget+: a fast heuristic algorithm for fair allocation.
Ann. Oper. Res.
Giovanni Puccetti, Ludger Rüschendorf, Steven Vanduffel
2024 J jnl
Supermodular and directionally convex comparison results for general factor models.
J. Multivar. Anal.
Jonathan Ansari, Ludger Rüschendorf
2022 J jnl
Fair allocation of indivisible goods with minimum inequality or minimum envy.
Eur. J. Oper. Res.
Dries Cornilly, Giovanni Puccetti, Ludger Rüschendorf, Steven Vanduffel
2022 J jnl
On some synchronization problems with multiple instances.
J. Comput. Appl. Math.
Dries Cornilly, Giovanni Puccetti, Ludger Rüschendorf, Steven Vanduffel
2021 J jnl
Functional, randomized and smoothed multivariate quantile regions.
J. Multivar. Anal.
Olivier P. Faugeras, Ludger Rüschendorf
2021 J jnl
Ordering results for elliptical distributions with applications to risk bounds.
J. Multivar. Anal.
Jonathan Ansari, Ludger Rüschendorf
2021 J jnl
The martingale comparison method for Markov processes.
J. Appl. Probab.
Benedikt Köpfer, Ludger Rüschendorf
2020 J jnl
On the computation of Wasserstein barycenters.
J. Multivar. Anal.
Giovanni Puccetti, Ludger Rüschendorf, Steven Vanduffel
2017 J jnl
Risk bounds for factor models.
Finance Stochastics
Carole Bernard, Ludger Rüschendorf, Steven Vanduffel, Ruodu Wang
2015 J jnl
Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals.
Commun. Stat. Simul. Comput.
Giovanni Puccetti, Ludger Rüschendorf
2014 J jnl
Optimal claims with fixed payoff structure.
J. Appl. Probab.
Carole Bernard, Ludger Rüschendorf, Steven Vanduffel
2013 J jnl
Sharp Bounds for Sums of Dependent Risks.
J. Appl. Probab.
Giovanni Puccetti, Ludger Rüschendorf
2012 J jnl
Computation of sharp bounds on the distribution of a function of dependent risks.
J. Comput. Appl. Math.
Giovanni Puccetti, Ludger Rüschendorf
2012 J jnl
Worst case portfolio vectors and diversification effects.
Finance Stochastics
Ludger Rüschendorf
2010 J jnl
On optimal portfolio diversification with respect to extreme risks.
Finance Stochastics
Georg Mainik, Ludger Rüschendorf
2009 J jnl
On convex risk measures on
Math. Methods Oper. Res.
Mareike Kaina, Ludger Rüschendorf
2007 J jnl
Convex ordering criteria for Lévy processes.
Adv. Data Anal. Classif.
Jan Bergenthum, Ludger Rüschendorf
2007 J jnl
Exponential Bounds and Tails for Additive Random Recursive Sequences.
Discret. Math. Theor. Comput. Sci.
Ludger Rüschendorf, Eva-Maria Schopp
2007 J jnl
Note on the Weighted Internal Path Length of b-ary Trees.
Discret. Math. Theor. Comput. Sci.
Ludger Rüschendorf, Eva-Maria Schopp
2006 J jnl
Comparison of Option Prices in Semimartingale Models.
Finance Stochastics
Jan Bergenthum, Ludger Rüschendorf
2006 J jnl
Survey of Multivariate Aspects of the Contraction Method.
Discret. Math. Theor. Comput. Sci.
Ludger Rüschendorf, Ralf Neininger
2002 J jnl
Rates of convergence for Quicksort.
J. Algorithms
Ralph Neininger, Ludger Rüschendorf
2001 J jnl
Minimax and minimal distance martingale measures and their relationship to portfolio optimization.
Finance Stochastics
Thomas Goll, Ludger Rüschendorf
2001 J jnl
The Contraction Method for Recursive Algorithms.
Algorithmica
Uwe Rösler, Ludger Rüschendorf
1999 J jnl
On the internal path length of d-dimensional quad trees.
Random Struct. Algorithms
Ralph Neininger, Ludger Rüschendorf
1991 J jnl
Conditional variability ordering of distributions.
Ann. Oper. Res.
C. Metzger, Ludger Rüschendorf
1987 J jnl
Book review.
Z. Oper. Research
Manfred Grauer, Colhourn, Ludger Rüschendorf, M. L. Dowling, Adi Ben-Israel, D. Schweigert, Peter Brucker