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researcher

Birgit Rudloff

37 papers hereh-index 221.4k citations55 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author3
  • middle author10
  • last author23

Across the 37 of 37 papers where every author was matched, so the position is known.

fields
  • math.OC14
  • q-fin.RM13
  • q-fin.MF5
  • math.ST2
  • math.FA1
  • math.PR1

identity via Semantic Scholar / OpenAlex

activity
20082025
most citedMeasures of Systemic Risk

142 citations · 658 across the 32 of their papers we have counts for

collaborators
Showing 2008Show all

1 paper · 1 filter

math.PR2008★ 22 cited

Testing composite hypotheses via convex duality

Birgit Rudloff, Ioannis Karatzas

We study the problem of testing composite hypotheses versus composite alternatives, using a convex duality approach. In contrast to classical results obtained by Krafft and Witting…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.