Abteilung für Mathematische Stochastik

Prof. Dr. Ludger Rüschendorf

Scientific Employees

Main Research

• mass transportation problems, optimal couplings and dependence models
• stochastic analysis of algorithms
• financial mathematics
• statistical analysis of diffusion and Lévy processes with application to financial models
• optimal stopping problems in point processes
• risk measures in finance and insurance

Scientific and Research Projects

• Analysis of algorithms and randomized algorithms
  • Project Manager: Prof. Dr. Ludger Rüschendorf
  • Start/End of project: since 2002
  • Project Details
• Modeling and stochastic analysis of time series and stochastic processes
  • Project Manager: Prof. Dr. Ludger Rüschendorf
  • Start/End of project: since 2002
  • Project Details
• Monge-Kantorovich transport problems, optimal couplings, and multivariate risk.
  • Project Manager: Prof. Dr. Ludger Rüschendorf
  • Start/End of project: since 2002
  • Project Details

Scientific publications

Special Scientific Activities

• Prof. Dr. Ludger Rüschendorf: Associate-Editor "Applicationes Mathematicae", seit 1995.
• Prof. Dr. Ludger Rüschendorf: Associate-Editor "Statistics", seit 1995.
• Prof. Dr. Ludger Rüschendorf: Co-Editor "Statistics and Decisions", Oldenbourg-Verlag, seit 2002.
• Prof. Dr. Ludger Rüschendorf: Associate-Editor "REV STAT", seit 2002.
• Prof. Dr. Ludger Rüschendorf: Associate-Editor "Journal of Applied Probability", seit 2009.

Scientific Dissertations