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Philippe Artzner

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Personal Details

First Name:Philippe
Middle Name:
Last Name:Artzner
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RePEc Short-ID:par196
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http://cournot.u-strasbg.fr/users/large/pagesperso/affinfos.php3?id=5

Affiliation

Laboratoire de Recherche en Gestion (LaRGE)
Institut de Finance de Strasbourg
Université de Strasbourg

Strasbourg, France
https://ifs.unistra.fr/large
RePEc:edi:lastrfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Philippe ARTZNER & Karl-Theodor EISELE & Thorsten SCHMIDT, 2022. "Insurance-Finance Arbitrage," Working Papers of LaRGE Research Center 2022-09, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
  2. Philippe Artzner & Karl-Theodor Eisele & Thorsten Schmidt, 2020. "Insurance-Finance Arbitrage," Papers 2005.11022, arXiv.org, revised Nov 2022.
  3. Karl-Theodor Eisele & Philippe Artzner, 2013. "Multiperiod Banking Supervision," Working Papers of LaRGE Research Center 2013-05, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
  4. ARTZNER, Philippe & d'ASPREMONT, Claude & GERARD-VARET, Louis-André, 1986. "Envelopes and geometrical covers of side-payment games and their market representations," LIDAM Reprints CORE 686, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Philippe Artzner & Karl‐Theodor Eisele & Thorsten Schmidt, 2024. "Insurance–finance arbitrage," Mathematical Finance, Wiley Blackwell, vol. 34(3), pages 739-773, July.
  2. Artzner, Philippe & Eisele, Karl-Theodor, 2010. "Supervisory Insurance Accounting: Mathematics for Provision – and Solvency Capital – Requirements," ASTIN Bulletin, Cambridge University Press, vol. 40(2), pages 569-585, November.
  3. Artzner, Philippe & Delbaen, Freddy & Koch-Medina, Pablo, 2009. "Risk Measures and Efficient use of Capital 1," ASTIN Bulletin, Cambridge University Press, vol. 39(1), pages 101-116, May.
  4. Philippe Artzner & Freddy Delbaen & Jean-Marc Eber & David Heath & Hyejin Ku, 2007. "Coherent multiperiod risk adjusted values and Bellman’s principle," Annals of Operations Research, Springer, vol. 152(1), pages 5-22, July.
  5. Philippe Artzner, 2000. "Author’s Reply: Application of Coherent Risk Measures to Capital Requirements in Insurance - Discussion by Elias S.W. Shiu," North American Actuarial Journal, Taylor & Francis Journals, vol. 4(1), pages 116-116.
  6. Philippe Artzner & Freddy Delbaen & Jean‐Marc Eber & David Heath, 1999. "Coherent Measures of Risk," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 203-228, July.
  7. Philippe Artzner, 1999. "Application of Coherent Risk Measures to Capital Requirements in Insurance," North American Actuarial Journal, Taylor & Francis Journals, vol. 3(2), pages 11-25.
  8. Philippe Artzner & Freddy Delbaen, 1995. "Default Risk Insurance And Incomplete Markets1," Mathematical Finance, Wiley Blackwell, vol. 5(3), pages 187-195, July.
  9. Philippe Artzner & David Heath, 1995. "Approximate Completeness With Multiple Martingale Measures," Mathematical Finance, Wiley Blackwell, vol. 5(1), pages 1-11, January.
  10. Artzner, Philippe & Delbaen, Freddy, 1992. "Credit Risk and Prepayment Option," ASTIN Bulletin, Cambridge University Press, vol. 22(1), pages 81-96, May.
  11. Artzner, Philippe & Delbaen, Freddy, 1990. "'Finem Lauda' or the risks in swaps," Insurance: Mathematics and Economics, Elsevier, vol. 9(4), pages 295-303, December.
  12. Artzner, Philippe & Neuefeind, Wilhelm, 1978. "Boundary behavior of supply : A continuity property of the maximizing correspondence," Journal of Mathematical Economics, Elsevier, vol. 5(2), pages 133-152, September.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations
  2. Number of Citations, Discounted by Citation Age
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Number of Authors
  5. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  6. Euclidian citation score

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (2) 2013-04-06 2020-06-22
  2. NEP-BAN: Banking (1) 2013-04-06
  3. NEP-CBA: Central Banking (1) 2013-04-06
  4. NEP-IAS: Insurance Economics (1) 2020-06-22

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