Philippe Artzner

Available identifiers

zbMath Open artzner.philippeMaRDI QIDQ583069

List of research outcomes

Publication	Date of Publication	Type
Insurance-Finance Arbitrage	2020-05-22	Paper
Multiperiod insurance supervision: top-down models	2011-08-25	Paper
Supervisory Insurance Accounting: Mathematics for Provision – and Solvency Capital – Requirements	2011-02-01	Paper
Risk Measures and Efficient use of Capital	2011-01-20	Paper
Coherent multiperiod risk adjusted values and Bellman's principle	2008-03-31	Paper
Application of Coherent Risk Measures to Capital Requirements in Insurance	2006-01-13	Paper
Coherent Measures of Risk	2001-11-26	Paper
https://portal.mardi4nfdi.de/entity/Q4218371	1998-11-11	Paper
APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES	1997-10-01	Paper
DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS	1997-03-23	Paper
`Finem Lauda' or the risks in swaps	1990-01-01	Paper
Term structure of interest rates: The martingale approach	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3740509	1986-01-01	Paper
Envelopes and Geometrical Covers of Side-Payment Games and Their Market Representations	1986-01-01	Paper
Gradients, subgradients, and economic equilibria	1983-01-01	Paper
A Theorem on Flow in Directed Graphs	1979-01-01	Paper
Boundary behavior of supply. A continuity property of the maximizing correspondence	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4114586	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4115853	1975-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5184191	1974-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5686703	1972-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5618828	1971-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5622990	1971-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5611489	1970-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5571965	1969-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Philippe Artzner