Artzner, Philippe

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 Author ID: artzner.philippe Published as: Artzner, Philippe; Artzner, P.; Artzner, Ph.
 Documents Indexed: 24 Publications since 1969 2 Further Contributions Co-Authors: 14 Co-Authors with 16 Joint Publications 216 Co-Co-Authors
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Co-Authors

 10 single-authored 7 Delbaen, Freddy 5 Heath, David C. 4 Eber, Jean-Marc 2 Dempster, Michael A. H. 2 Eisele, Karl-Theodor 2 Embrechts, Paul 2 McNeil, Alexander J. 2 Straumann, Daniel 1 d’Aspremont, Claude 1 Fourt, Guy 1 Gérard-Varet, Louis-André 1 Koch Medina, Pablo 1 Ku, Hyejin 1 Neuefeind, Wilhelm 1 Ostroy, Joseph M. 1 Rado, Richard 1 Simon, Carl P. 1 Sonnenschein, Hugo F.
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Serials

 4 Comptes Rendus Hebdomadaires des Séances de l’Académie des Sciences, Série A 3 Mathematical Finance 2 Advances in Applied Mathematics 2 ASTIN Bulletin 1 Annales Scientifiques de l’Université de Clermont-Ferrand II. Mathématiques 1 Journal of the London Mathematical Society. Second Series 1 Journal of Mathematical Economics 1 Mathematics of Operations Research 1 Insurance Mathematics & Economics 1 Annals of Operations Research 1 North American Actuarial Journal 1 European Actuarial Journal
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Fields

 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Probability theory and stochastic processes (60-XX) 3 Statistics (62-XX) 2 Real functions (26-XX) 1 Combinatorics (05-XX) 1 Measure and integration (28-XX) 1 Abstract harmonic analysis (43-XX) 1 Convex and discrete geometry (52-XX) 1 General topology (54-XX) 1 Operations research, mathematical programming (90-XX)

Citations contained in zbMATH Open

18 Publications have been cited 1,987 times in 1,797 Documents Cited by Year
Coherent measures of risk. Zbl 0980.91042
Artzner, Philippe; Delbaen, Freddy; Eber, Jean-Marc; Heath, David
1999
Coherent multiperiod risk adjusted values and Bellman’s principle. Zbl 1132.91484
Artzner, Philippe; Delbaen, Freddy; Eber, Jean-Marc; Heath, David; Ku, Hyejin
2007
Application of coherent risk measures to capital requirements in insurance. SOA Seminar: Integrated Approaches to Risk Measurement in the Financial Services Industry (Atlanta, GA, 1997). Zbl 1082.91525
Artzner, Philippe
1999
Default risk insurance and incomplete markets. Zbl 0866.90047
Artzner, Philippe; Delbaen, Freddy
1995
Risk measures and efficient use of capital. Zbl 1203.91110
Artzner, Philippe; Delbaen, Freddy; Koch-Medina, Pablo
2009
Term structure of interest rates: The martingale approach. Zbl 0691.90004
Artzner, Philippe
1989
Risk management: Value at risk and beyond. Zbl 1035.91036
2002
‘Finem Lauda’ or the risks in swaps. Zbl 0714.62097
Artzner, Philippe; Delbaen, Freddy
1990
Approximate completeness with multiple martingale measures. Zbl 0872.60032
Artzner, Philippe; Heath, David
1995
Multiperiod insurance supervision: top-down models. Zbl 1229.91159
Eisele, Karl-Theodor; Artzner, Philippe
2011
Lois gamma et beta sur un cône convexe homogene. Applications en analyse multivariee. Zbl 0275.60017
Artzner, Philippe; Fourt, Guy
1974
On the numeraire portfolio. Zbl 0913.90007
Artzner, Philippe
1997
Boundary behavior of supply. A continuity property of the maximizing correspondence. Zbl 0394.90009
Artzner, Philippe; Neuefeind, Wilhelm
1978
Supervisory insurance accounting mathematics for provision – and solvency capital – requirement. Zbl 1235.91078
Artzner, Philippe; Eisele, Karl-Theodor
2010
Envelopes and geometrical covers of side-payment games and their market representations. Zbl 0652.90107
Artzner, P.; d’Aspremont, C.; Gerard-Varet, L.-A.
1986
Risk management: value at risk and beyond. Reprint of the 2002 hardback ed. Zbl 1213.91087
2011
Sur la décomposition de la loi du $$X^ 2$$ à plusieurs dimensions. Zbl 0209.49802
Artzner, P.
1970
Extension du théorème de Sazonov-Minlos d’apres L. Schwartz. Zbl 0181.43501
Artzner, P.
1969
Multiperiod insurance supervision: top-down models. Zbl 1229.91159
Eisele, Karl-Theodor; Artzner, Philippe
2011
Risk management: value at risk and beyond. Reprint of the 2002 hardback ed. Zbl 1213.91087
2011
Supervisory insurance accounting mathematics for provision – and solvency capital – requirement. Zbl 1235.91078
Artzner, Philippe; Eisele, Karl-Theodor
2010
Risk measures and efficient use of capital. Zbl 1203.91110
Artzner, Philippe; Delbaen, Freddy; Koch-Medina, Pablo
2009
Coherent multiperiod risk adjusted values and Bellman’s principle. Zbl 1132.91484
Artzner, Philippe; Delbaen, Freddy; Eber, Jean-Marc; Heath, David; Ku, Hyejin
2007
Risk management: Value at risk and beyond. Zbl 1035.91036
2002
Coherent measures of risk. Zbl 0980.91042
Artzner, Philippe; Delbaen, Freddy; Eber, Jean-Marc; Heath, David
1999
Application of coherent risk measures to capital requirements in insurance. SOA Seminar: Integrated Approaches to Risk Measurement in the Financial Services Industry (Atlanta, GA, 1997). Zbl 1082.91525
Artzner, Philippe
1999
On the numeraire portfolio. Zbl 0913.90007
Artzner, Philippe
1997
Default risk insurance and incomplete markets. Zbl 0866.90047
Artzner, Philippe; Delbaen, Freddy
1995
Approximate completeness with multiple martingale measures. Zbl 0872.60032
Artzner, Philippe; Heath, David
1995
‘Finem Lauda’ or the risks in swaps. Zbl 0714.62097
Artzner, Philippe; Delbaen, Freddy
1990
Term structure of interest rates: The martingale approach. Zbl 0691.90004
Artzner, Philippe
1989
Envelopes and geometrical covers of side-payment games and their market representations. Zbl 0652.90107
Artzner, P.; d&rsquo;Aspremont, C.; Gerard-Varet, L.-A.
1986
Boundary behavior of supply. A continuity property of the maximizing correspondence. Zbl 0394.90009
Artzner, Philippe; Neuefeind, Wilhelm
1978
Lois gamma et beta sur un cône convexe homogene. Applications en analyse multivariee. Zbl 0275.60017
Artzner, Philippe; Fourt, Guy
1974
Sur la décomposition de la loi du $$X^ 2$$ à plusieurs dimensions. Zbl 0209.49802
Artzner, P.
1970
Extension du théorème de Sazonov-Minlos d’apres L. Schwartz. Zbl 0181.43501
Artzner, P.
1969
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Cited by 2,370 Authors

 29 Siu, Tak Kuen 26 Madan, Dilip B. 24 Wang, Ruodu 21 Shapiro, Alexander 19 Elliott, Robert James 19 Ruszczyński, Andrzej 16 Balbás, Alejandro 15 Chen, Zhiping 15 Hu, Yijun 15 Rudloff, Birgit 14 Kupper, Michael 13 Pichler, Alois 13 Tan, Ken Seng 12 Balbás, Raquel 12 Fabozzi, Frank J. 11 Delbaen, Freddy 11 Embrechts, Paul 11 Landsman, Zinoviy M. 11 Mao, Tiantian 11 Pflug, Georg Ch. 11 Rosazza Gianin, Emanuela 10 Balbás, Beatriz 10 Boonen, Tim J. 10 Munari, Cosimo 10 Peng, Shige 10 Schoutens, Wim 10 Tsanakas, Andreas 9 Filipović, Damir 9 Gotoh, Jun-ya 9 Kouri, Drew P. 9 Li, Duan 9 Marinacci, Massimo 9 Svindland, Gregor 9 Zitikis, Ričardas 8 Assa, Hirbod 8 Bielecki, Tomasz R. 8 Chen, Yanhong 8 Cialenco, Igor 8 Dentcheva, Darinka 8 Furman, Edward 8 Koch Medina, Pablo 8 Ogryczak, Włodzimierz 8 Uryasev, Stan 8 Weber, Stefan 8 Zabarankin, Michael 8 Zenios, Stavros Andrea 7 Artzner, Philippe 7 Cai, Jun 7 Chi, Yichun 7 Cossette, Hélène 7 Devolder, Pierre 7 Feinstein, Zachary 7 Frittelli, Marco 7 Grechuk, Bogdan 7 Hu, Taizhong 7 Kirilyuk, Vitaly S. 7 Krokhmal, Pavlo A. 7 Leitner, Johannes 7 Maccheroni, Fabio 7 Mailhot, Mélina 7 Marceau, Étienne 7 Rachev, Svetlozar T. 7 Sordo, Miguel Ángel 7 Stadje, Mitja 7 Takeda, Akiko 7 Vicig, Paolo 7 Yang, Hailiang 6 Acciaio, Beatrice 6 Cheridito, Patrick 6 Cui, Xiangyu 6 Di Bernardino, Elena 6 Drapeau, Samuel 6 Girard, Stéphane 6 Hu, Feng 6 Kim, Joseph Hyun Tae 6 Kountzakis, Christos E. 6 Noyan, Nilay 6 Ortobelli, Sergio 6 Pelessoni, Renato 6 Rockafellar, Ralph Tyrrell 6 Schied, Alexander 6 Schumacher, Johannes M. 6 Surowiec, Thomas 6 Wei, Linxiao 6 Zhu, Shushang 5 Asimit, Alexandru V. 5 Bellini, Fabio 5 Benati, Stefano 5 Beraldi, Patrizia 5 Bodnar, Taras 5 Brandtner, Mario 5 Cascos, Ignacio 5 Cheung, Ka Chun 5 Cohen, Samuel N. 5 Dhaene, Jan 5 Eberlein, Ernst W. 5 Escudero, Laureano Fernando 5 Föllmer, Hans 5 Gerlach, Richard H. 5 Guillen, Montserrat ...and 2,270 more Authors
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Cited in 236 Serials

 168 Insurance Mathematics & Economics 152 European Journal of Operational Research 90 Quantitative Finance 82 Annals of Operations Research 61 Mathematical Finance 47 International Journal of Theoretical and Applied Finance 40 North American Actuarial Journal 38 ASTIN Bulletin 36 Mathematical Programming. Series A. Series B 32 Finance and Stochastics 31 Scandinavian Actuarial Journal 31 Mathematics and Financial Economics 28 Operations Research Letters 23 Journal of Economic Dynamics & Control 20 Computational Management Science 19 Statistics & Probability Letters 19 Stochastic Processes and their Applications 19 Applied Mathematical Finance 18 Mathematical Methods of Operations Research 18 European Actuarial Journal 17 Journal of Optimization Theory and Applications 17 Communications in Statistics. Theory and Methods 16 Mathematics of Operations Research 16 Operations Research 16 Optimization 16 Methodology and Computing in Applied Probability 15 Computers & Operations Research 15 The Annals of Applied Probability 15 SIAM Journal on Optimization 15 Annals of Finance 15 Statistics & Risk Modeling 14 Journal of Mathematical Analysis and Applications 14 Journal of Computational and Applied Mathematics 14 SIAM Journal on Financial Mathematics 13 International Journal of Approximate Reasoning 13 Computational Optimization and Applications 11 Journal of Mathematical Economics 11 Journal of Multivariate Analysis 11 Cybernetics and Systems Analysis 11 Decisions in Economics and Finance 11 OR Spectrum 10 Applied Mathematics and Computation 10 Journal of Econometrics 10 Stochastic Analysis and Applications 10 Journal of Global Optimization 10 INFORMS Journal on Computing 10 Mathematical Problems in Engineering 10 Journal of Industrial and Management Optimization 9 Computational Statistics and Data Analysis 9 Economic Theory 8 Journal of Economic Theory 8 Dependence Modeling 7 Journal of Applied Probability 7 Bernoulli 7 Review of Derivatives Research 6 Theory and Decision 6 Extremes 6 CEJOR. Central European Journal of Operations Research 6 Applied Stochastic Models in Business and Industry 6 Asia-Pacific Financial Markets 6 Electronic Journal of Statistics 6 Science China. Mathematics 6 Probability, Uncertainty and Quantitative Risk 5 Applied Mathematics and Optimization 5 Applied Mathematics. Series B (English Edition) 5 Positivity 5 Acta Mathematica Sinica. English Series 5 Optimization and Engineering 5 Journal of Applied Mathematics 5 Stochastic Models 5 Journal of the Operations Research Society of China 4 Metrika 4 Physica A 4 The Annals of Statistics 4 Automatica 4 Fuzzy Sets and Systems 4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 4 SIAM Journal on Control and Optimization 4 Acta Mathematicae Applicatae Sinica. English Series 4 Science in China. Series A 4 Journal of Statistical Computation and Simulation 4 Statistical Papers 4 Top 4 Journal of Convex Analysis 4 Abstract and Applied Analysis 4 Discrete Dynamics in Nature and Society 4 Econometric Theory 4 Statistical Methods and Applications 4 Stochastics 4 Optimization Letters 3 Advances in Applied Probability 3 Journal of the American Statistical Association 3 Journal of Statistical Planning and Inference 3 Mathematical Social Sciences 3 Journal of Theoretical Probability 3 Neural Computation 3 Applied Mathematical Modelling 3 Communications in Statistics. Simulation and Computation 3 Journal of Computer and Systems Sciences International 3 Journal of Nonparametric Statistics ...and 136 more Serials
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Cited in 36 Fields

 1,422 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 467 Operations research, mathematical programming (90-XX) 431 Statistics (62-XX) 363 Probability theory and stochastic processes (60-XX) 75 Systems theory; control (93-XX) 53 Numerical analysis (65-XX) 52 Calculus of variations and optimal control; optimization (49-XX) 49 Functional analysis (46-XX) 28 Computer science (68-XX) 22 Measure and integration (28-XX) 19 Real functions (26-XX) 8 Partial differential equations (35-XX) 8 Convex and discrete geometry (52-XX) 7 Operator theory (47-XX) 6 Statistical mechanics, structure of matter (82-XX) 5 Mathematical logic and foundations (03-XX) 4 Difference and functional equations (39-XX) 4 Global analysis, analysis on manifolds (58-XX) 4 Biology and other natural sciences (92-XX) 3 General and overarching topics; collections (00-XX) 3 Ordinary differential equations (34-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Integral transforms, operational calculus (44-XX) 3 Information and communication theory, circuits (94-XX) 2 Potential theory (31-XX) 2 Integral equations (45-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Nonassociative rings and algebras (17-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 General topology (54-XX) 1 Geophysics (86-XX) 1 Mathematics education (97-XX)