| Mass Transportation Problems: Volume I: Theory ST Rachev, L Rüschendorf Springer New York, 1998 | 1534 | 1998 |
| Mathematical Risk Analysis L Rüschendorf Springer Ser. Oper. Res. Financ. Eng. Springer, Heidelberg, 2013 | 479* | 2013 |
| The Wasserstein distance and approximation theorems L Rüschendorf Probability Theory and Related Fields 70 (1), 117-129, 1985 | 431 | 1985 |
| Model uncertainty and VaR aggregation P Embrechts, G Puccetti, L Rüschendorf Journal of Banking & Finance 37 (8), 2750-2764, 2013 | 377 | 2013 |
| Mass transportation problems: Applications ST Rachev, L Rüschendorf Springer Science & Business Media, 2006 | 354 | 2006 |
| 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 | 353 | 2009 |
| An academic response to Basel 3.5 P Embrechts, G Puccetti, L Rüschendorf, R Wang, A Beleraj Risks 2 (1), 25-48, 2014 | 282 | 2014 |
| Convergence of the iterative proportional fitting procedure L Rüschendorf The Annals of Statistics, 1160-1174, 1995 | 253 | 1995 |
| Asymptotic distributions of multivariate rank order statistics L Rüschendorf The Annals of Statistics, 912-923, 1976 | 250 | 1976 |
| Random variables with maximum sums L Rüschendorf Advances in Applied Probability 14 (3), 623-632, 1982 | 247 | 1982 |
| Minimax and minimal distance martingale measures and their relationship to portfolio optimization T Goll, L Rüschendorf Finance and Stochastics 5 (4), 557-581, 2001 | 246 | 2001 |
| A characterization of random variables with minimum L2-distance L Rüschendorf, ST Rachev Journal of multivariate analysis 32 (1), 48-54, 1990 | 219 | 1990 |
| The contraction method for recursive algorithms U Roesler, L Rüschendorf Algorithmica 29 (1), 3-33, 2001 | 198 | 2001 |
| On convex risk measures on Lp-spaces M Kaina, L Rüschendorf Mathematical methods of operations research 69 (3), 475-495, 2009 | 190 | 2009 |
| A general limit theorem for recursive algorithms and combinatorial structures R Neininger, L Rüschendorf The Annals of Applied Probability 14 (1), 378-418, 2004 | 185 | 2004 |
| 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 | 165 | 2012 |
| Consistent risk measures for portfolio vectors C Burgert, L Rüschendorf Insurance: Mathematics and Economics 38 (2), 289-297, 2006 | 146 | 2006 |
| Probability metrics and recursive algorithms ST Rachev, L Rüschendorf Advances in Applied Probability 27 (3), 770-799, 1995 | 138 | 1995 |
| Fréchet-bounds and their applications L Rüschendorf Advances in Probability Distributions with Given Marginals: beyond the …, 1991 | 133 | 1991 |
| Value‐at‐risk bounds with variance constraints C Bernard, L Rüschendorf, S Vanduffel Journal of Risk and Insurance 84 (3), 923-959, 2017 | 131 | 2017 |
Svetlozar RachevProfessor of Applied MathematicsVerified email at ttu.edu
