Concepedia

Philippe Artzner

PA

Statistics

Publications

12

Citations

10.2K

H-Index

11

Active since

1989

Affiliations

Institut de Recherche Mathématique Avancée(Current)

Université de Strasbourg

Centre National de la Recherche Scientifique

Vrije Universiteit Brussel

Carnegie Mellon University

Philippe Artzner is an author at Institut de Recherche Mathématique Avancée specializing in business, finance, and financial economics.

Publications per year

1989–2011

12

Publications

12

Coherent Measures of Risk

Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text

Business, Finance, Risk Management +14

Coherent multiperiod risk adjusted values and Bellman’s principle

Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Annals of Operations Research · 2006 · 426 citations

Business, Economics, Finance +11

Application of Coherent Risk Measures to Capital Requirements in Insurance

Philippe Artzner · North American Actuarial Journal · 1999 · 213 citations

Business, Insurance, Risk Management +17

DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS<sup>1</sup>

Philippe Artzner, Freddy Delbaen · Mathematical Finance · 1995 · 159 citations

Business, Economics, Finance +16

Term structure of interest rates: The martingale approach

Philippe Artzner, Freddy Delbaen · Advances in Applied Mathematics · 1989 · 116 citations

Business, Economics, Finance +16

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