Ludger Rüschendorf

Ludger Rüschendorf is affiliated with the University of Freiburg in Germany. Their research spans multiple fields including Economics, Econometrics and Finance, Mathematics, and Decision Sciences. Within these areas, their work covers various subfields such as Finance, Management Science and Operations Research, Economics and Econometrics, Statistics and Probability, and Applied Mathematics.

The main topics addressed in their research include stochastic processes and financial applications, risk and portfolio optimization, economic theories and models, probability and risk models, statistical distribution estimation and applications, financial risk and volatility modeling, and insurance, mortality, demography, and risk management.

Rüschendorf has contributed to a number of publications and research papers. Notable recent papers include:

• "Sklar's theorem, copula products, and ordering results in factor models" (2021) published in Dependence Modeling
• "Ordering results for elliptical distributions with applications to risk bounds" (2020) published in Journal of Multivariate Analysis
• "Fair allocation of indivisible goods with minimum inequality or minimum envy" (2021) published in European Journal of Operational Research
• "Supermodular and directionally convex comparison results for general factor models" (2023) published in Journal of Multivariate Analysis
• "Upper risk bounds in internal factor models with constrained specification sets" (2020) published in Probability Uncertainty and Quantitative Risk

The scientist has published in several academic venues, with frequent publications in:

• SSRN Electronic Journal
• Journal of Multivariate Analysis
• Dependence Modeling
• Annals of Operations Research
• European Journal of Operational Research

Ludger Rüschendorf has collaborated extensively with a group of co-authors, including Steven Vanduffel, Carole Bernard, Giovanni Puccetti, Jonathan Ansari, and Dries Cornilly. These collaborations highlight a diversity of interdisciplinary research efforts.

The researcher has also authored books, including "Model Risk Management" published by Cambridge University Press in 2023, and "Stochastic Processes and Financial Mathematics," published by Mathematics study resources in 2023.