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Author ID: artzner.philippe Recent zbMATH articles by "Artzner, Philippe"
Published as: Artzner, Philippe; Artzner, P.; Artzner, Ph.

Publications by Year

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
150
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
82
1999
Default risk insurance and incomplete markets. Zbl 0866.90047
Artzner, Philippe; Delbaen, Freddy
45
1995
Risk measures and efficient use of capital. Zbl 1203.91110
Artzner, Philippe; Delbaen, Freddy; Koch-Medina, Pablo
23
2009
Term structure of interest rates: The martingale approach. Zbl 0691.90004
Artzner, Philippe
20
1989
Risk management: Value at risk and beyond. Zbl 1035.91036
15
2002
‘Finem Lauda’ or the risks in swaps. Zbl 0714.62097
Artzner, Philippe; Delbaen, Freddy
6
1990
Approximate completeness with multiple martingale measures. Zbl 0872.60032
Artzner, Philippe; Heath, David
6
1995
Multiperiod insurance supervision: top-down models. Zbl 1229.91159
Eisele, Karl-Theodor; Artzner, Philippe
5
2011
Lois gamma et beta sur un cône convexe homogene. Applications en analyse multivariee. Zbl 0275.60017
Artzner, Philippe; Fourt, Guy
4
1974
On the numeraire portfolio. Zbl 0913.90007
Artzner, Philippe
3
1997
Boundary behavior of supply. A continuity property of the maximizing correspondence. Zbl 0394.90009
Artzner, Philippe; Neuefeind, Wilhelm
2
1978
Supervisory insurance accounting mathematics for provision – and solvency capital – requirement. Zbl 1235.91078
Artzner, Philippe; Eisele, Karl-Theodor
2
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.
1
1986
Risk management: value at risk and beyond. Reprint of the 2002 hardback ed. Zbl 1213.91087
1
2011
Sur la décomposition de la loi du \(X^ 2\) à plusieurs dimensions. Zbl 0209.49802
Artzner, P.
1
1970
Extension du théorème de Sazonov-Minlos d’apres L. Schwartz. Zbl 0181.43501
Artzner, P.
1
1969
Multiperiod insurance supervision: top-down models. Zbl 1229.91159
Eisele, Karl-Theodor; Artzner, Philippe
5
2011
Risk management: value at risk and beyond. Reprint of the 2002 hardback ed. Zbl 1213.91087
1
2011
Supervisory insurance accounting mathematics for provision – and solvency capital – requirement. Zbl 1235.91078
Artzner, Philippe; Eisele, Karl-Theodor
2
2010
Risk measures and efficient use of capital. Zbl 1203.91110
Artzner, Philippe; Delbaen, Freddy; Koch-Medina, Pablo
23
2009
Coherent multiperiod risk adjusted values and Bellman’s principle. Zbl 1132.91484
Artzner, Philippe; Delbaen, Freddy; Eber, Jean-Marc; Heath, David; Ku, Hyejin
150
2007
Risk management: Value at risk and beyond. Zbl 1035.91036
15
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
82
1999
On the numeraire portfolio. Zbl 0913.90007
Artzner, Philippe
3
1997
Default risk insurance and incomplete markets. Zbl 0866.90047
Artzner, Philippe; Delbaen, Freddy
45
1995
Approximate completeness with multiple martingale measures. Zbl 0872.60032
Artzner, Philippe; Heath, David
6
1995
‘Finem Lauda’ or the risks in swaps. Zbl 0714.62097
Artzner, Philippe; Delbaen, Freddy
6
1990
Term structure of interest rates: The martingale approach. Zbl 0691.90004
Artzner, Philippe
20
1989
Envelopes and geometrical covers of side-payment games and their market representations. Zbl 0652.90107
Artzner, P.; d’Aspremont, C.; Gerard-Varet, L.-A.
1
1986
Boundary behavior of supply. A continuity property of the maximizing correspondence. Zbl 0394.90009
Artzner, Philippe; Neuefeind, Wilhelm
2
1978
Lois gamma et beta sur un cône convexe homogene. Applications en analyse multivariee. Zbl 0275.60017
Artzner, Philippe; Fourt, Guy
4
1974
Sur la décomposition de la loi du \(X^ 2\) à plusieurs dimensions. Zbl 0209.49802
Artzner, P.
1
1970
Extension du théorème de Sazonov-Minlos d’apres L. Schwartz. Zbl 0181.43501
Artzner, P.
1
1969
all top 5

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
all top 5

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)

Citations by Year