Ok, I have downloaded the MSVCR110.dll file now and put it in my root directory.
I have already installed the C++ Redist 2012 - x86 made my game crash to desktop after loading and now I use x64 which still gives me this LCPDFR_loader.loader error.
Any ideas?
EDIT: I downloaded C++ Redist 2012 x86 again, uninstalled x64 from my PC and installed x86 afterwards. I put the MSVCR110.dll file in my GTA4 root directory, started the game and it works! I no longer have the LCPDFR_loader.loader error.
Thanks a lot for all of your help!