Mass Transportation Problems: Volume I: Theory ST Rachev, L Rüschendorf Springer Science & Business Media, 1998 | 1412 | 1998 |
Mathematical Risk Analysis L Rüschendorf Springer Ser. Oper. Res. Financ. Eng. Springer, Heidelberg, 2013 | 382 | 2013 |
Model uncertainty and VaR aggregation P Embrechts, G Puccetti, L Rüschendorf Journal of Banking & Finance 37 (8), 2750-2764, 2013 | 342 | 2013 |
Mass Transportation Problems:Applications S Rachev, L Rüschendorf Springer : Probability and its Applications, 1998 | 319* | 1998 |
The Wasserstein distance and approximation theorems L Rüschendorf Probability Theory and Related Fields 70 (1), 117-129, 1985 | 313 | 1985 |
On the distributional transform, Sklar's theorem, and the empirical copula process L Rüschendorf Journal of statistical planning and inference 139 (11), 3921-3927, 2009 | 304 | 2009 |
An academic response to Basel 3.5 P Embrechts, G Puccetti, L Rüschendorf, R Wang, A Beleraj Risks 2 (1), 25-48, 2014 | 253 | 2014 |
Minimax and minimal distance martingale measures and their relationship to portfolio optimization T Goll, L Rüschendorf Finance and Stochastics 5, 557-581, 2001 | 241 | 2001 |
Asymptotic distributions of multivariate rank order statistics L Ruschendorf The Annals of Statistics, 912-923, 1976 | 237 | 1976 |
Random variables with maximum sums L Rüschendorf Advances in Applied Probability 14 (3), 623-632, 1982 | 224 | 1982 |
Convergence of the iterative proportional fitting procedure L Ruschendorf The Annals of Statistics, 1160-1174, 1995 | 203 | 1995 |
The contraction method for recursive algorithms U Roesler, L Rüschendorf Algorithmica 29, 3-33, 2001 | 199 | 2001 |
A characterization of random variables with minimum L2-distance L Rüschendorf, ST Rachev Journal of multivariate analysis 32 (1), 48-54, 1990 | 198 | 1990 |
A general limit theorem for recursive algorithms and combinatorial structures R Neininger, L Rüschendorf The Annals of Applied Probability 14 (1), 378-418, 2004 | 184 | 2004 |
On convex risk measures on L p -spaces M Kaina, L Rüschendorf Mathematical methods of operations research 69, 475-495, 2009 | 176 | 2009 |
Computation of sharp bounds on the distribution of a function of dependent risks G Puccetti, L Rüschendorf Journal of Computational and Applied Mathematics 236 (7), 1833-1840, 2012 | 152 | 2012 |
Probability metrics and recursive algorithms ST Rachev, L Rüschendorf Advances in Applied Probability 27 (3), 770-799, 1995 | 136 | 1995 |
Consistent risk measures for portfolio vectors C Burgert, L Rüschendorf Insurance: Mathematics and Economics 38 (2), 289-297, 2006 | 124 | 2006 |
Fréchet-bounds and their applications L Rüschendorf Advances in Probability Distributions with Given Marginals: beyond the …, 1991 | 121 | 1991 |
Value‐at‐risk bounds with variance constraints C Bernard, L Rüschendorf, S Vanduffel Journal of Risk and Insurance 84 (3), 923-959, 2017 | 120 | 2017 |