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Analysis of risk bounds in partially specified additive factor models
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 115-121
Persistent link: https://www.econbiz.de/10012058839
Saved in:
2
Editorial preface
Rüschendorf, L.
- In:
Statistics & Risk Modeling
24
(
2006
)
1
,
pp. iii-iii
Persistent link: https://www.econbiz.de/10014621324
Saved in:
3
UNBIASED ESTIMATION IN NONPARAMETRIC CLASSES OF DISTRIBUTIONS
Rüschendorf, L.
- In:
Statistics & Decisions
5
(
1987
)
1-2
,
pp. 89-104
Persistent link: https://www.econbiz.de/10014621593
Saved in:
4
IDENTIFIABILITY OF TRANSFORMED OBSERVATIONS
Rüschendorf, L.
- In:
Statistics & Decisions
9
(
1991
)
1-2
,
pp. 139-150
Persistent link: https://www.econbiz.de/10014621729
Saved in:
5
RECENT RESULTS IN THE THEORY OF PROBABILITY METRICS
Rachev, S. T.
;
Rüschendorf, L.
- In:
Statistics & Decisions
9
(
1991
)
4
,
pp. 327-374
Persistent link: https://www.econbiz.de/10014621752
Saved in:
6
Risk measures for portfolio vectors and allocation of risks
Rüschendorf, Ludger
- In:
Risk assessment : decisions in banking and finance
,
(pp. 153-164)
.
2008
Persistent link: https://www.econbiz.de/10003781638
Saved in:
7
Comparison of option prices in seminartingale models
Bergenthum, Jan
;
Rüschendorf, Ludger
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10003334918
Saved in:
8
On optimal portfolio diversification with respect to extreme risks
Mainik, Georg
;
Rüschendorf, Ludger
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 593-623
Persistent link: https://www.econbiz.de/10008823689
Saved in:
9
Allocation of risks and equilibrium in markets with finitely many traders
Burgert, Christian
;
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 177-188
Persistent link: https://www.econbiz.de/10003682184
Saved in:
10
On optimal allocation of risk vectors
Kiesel, Swen
;
Rüschendorf, Ludger
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 167-175
Persistent link: https://www.econbiz.de/10008654261
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