Ludger Rüschendorf

Management Science and Operations Research · 1998–2015

A researcher in the Science corpus: 14 papers; trusts 27 researchers and is trusted by 20 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 45 citations into it; #2,458 of 11,946 by trust here, #3,153 by citations
• Finance — 33 citations into it; #2,462 of 10,518 by trust here, #3,592 by citations
• Economics and Econometrics — 25 citations into it; #10,595 of 23,481 by trust here, #12,781 by citations
• Statistics and Probability — 13 citations into it; #4,215 of 12,932 by trust here, #4,964 by citations
• Demography — 11 citations into it

Whom Ludger Rüschendorf trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Paul Embrechts
2. Tasos C. Christofides
3. Marco Moscadelli
4. Alfred Müller
5. Freddy Delbaen
6. A. Höing
7. Alexander J. McNeil
8. Eutichia Vaggelatou
9. Alessandro Juri
10. Hans Föllmer

Who trusts Ludger Rüschendorf overall

1. Paul Embrechts
2. José E. Figueroa-López
3. Ruodu Wang
4. Carole Bernard
5. Vladimir G Vovk
6. Brendan Pass
7. Aleksandar Mijatovic
8. Robert J. McCann
9. Neil S. Trudinger
10. Marius Hofert

Papers from Ludger Rüschendorf's perspective

Ordered by how strongly the researchers Ludger Rüschendorf trusts endorse each paper. Same corpus, a different order for every researcher.

1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
2. Coherent Risk Measures on General Probability Spaces
3. Making and Evaluating Point Forecasts
4. Some Remarks on the Supermodular Order
5. An Introduction to Copulas
6. Value at Risk: The New Benchmark for Managing Financial Risk
7. Elicitable Risk Measures
8. Risk Management: Value at Risk and Beyond
9. Temi di discussione del Servizio Studi The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee
10. Multivariate models for operational risk

Their papers

• An Academic Response to Basel 3.5 (2014) — 220 citations
• On the distributional transform, Sklar's theorem, and the empirical copula process (2009) — 259 citations
• Value-at-Risk Bounds with Variance Constraints (2015) — 105 citations
• Bounds for joint portfolios of dependent risks (2012) — 58 citations
• Mathematical Risk Analysis (2013) — 268 citations
• On comonotonicity of Pareto optimal risk sharing (2008) — 61 citations
• Consistent risk measures for portfolio vectors (2006) — 120 citations
• Model uncertainty and VaR aggregation (2013) — 300 citations
• Comparison of multivariate risks and positive dependence (2004) — 55 citations
• Mathematical Risk Analysis: Dependence, Risk Bounds, Optimal Allocations and Portfolios (2013) — 146 citations
• Expansion of transition distributions of Lévy processes in small time (2002) — 64 citations
• On the n-Coupling Problem (2002) — 63 citations
• Variance Minimization and Random Variables with Constant Sum (2002) — 48 citations
• Mass transportation problems (1998)