Philippe Artzner
Impact in
- Finance top 0.1%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Credit Risk and Financial Regulations
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- Risk and Portfolio Optimization
Papers in
- Finance 9
- Stochastic processes and financial applications 8
- Credit Risk and Financial Regulations 3
- Financial Risk and Volatility Modeling 2
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- Risk and Portfolio Optimization 9
- Probability and Risk Models 2
- Co-authors
- Freddy DelbaenJean‐Marc EberDavid HeathHyejin KuPablo Koch‐MedinaDavid G. HeathPaul EmbrechtsRüdiger Kiesel
- Journals
- Mathematical Finance (4 papers)Astin Bulletin (3 papers)Advances in Applied Mathematics (2 papers)North American Actuarial Journal (1 paper)Insurance Mathematics and Economics (1 paper)
- Partner nations
- FranceUnited StatesSwitzerland
In The Last Decade
Philippe Artzner
19 papers receiving 5.6k citations
Hit Papers
Peers
Comparison fields: 5 of 101
- Finance 3.8k
- Management Science and Operations Research 3.9k
- General Decision Sciences 227
- Statistics and Probability 772
- Economics and Econometrics 2.6k
Countries citing papers authored by Philippe Artzner
This map shows the geographic impact of Philippe Artzner's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Philippe Artzner with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Philippe Artzner more than expected).
Fields of papers citing papers by Philippe Artzner
This network shows the impact of papers produced by Philippe Artzner. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Philippe Artzner. The network helps show where Philippe Artzner may publish in the future.
Co-authorship network
The 17 scholars most cited alongside Philippe Artzner, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2023 | 1 | |
| 2 | 2012 | 3 | |
| 3 | 2011 | 8 | |
| 4 | 2011 | 4 | |
| 5 | Supervisory Insurance Accounting: Mathematics for Provision - and Solvency Capital - Requirements | 2010 | 3 |
| 6 | 2010 | 10 | |
| 7 | 2009 | 39 | |
| 8 | 2006 | 247 | |
| 9 | 2002 | 39 | |
| 10 | COHERENT MULTIPERIOD RISK MEASUREMENT | 2002 | 45 |
| 11 | 1999 | 141 | |
| 12 | Coherent Measures of Risk Hit paper breakdown → | 1999 | 5514 |
| 13 | 1995 | 15 | |
| 14 | 1995 | 116 | |
| 15 | 1992 | 20 | |
| 16 | 1990 | 15 | |
| 17 | 1989 | 38 | |
| 18 | 1986 | 0 | |
| 19 | 1983 | 2 | |
| 20 | 1978 | 4 |
About Philippe Artzner
Philippe Artzner is a scholar working on Finance, Management Science and Operations Research, Demography, Economics and Econometrics and Numerical Analysis, having authored 20 papers that have together received 6.3k indexed citations. Recurring topics across this work include Insurance and Financial Risk Management (9 papers), Risk and Portfolio Optimization (9 papers), Stochastic processes and financial applications (8 papers), Insurance, Mortality, Demography, Risk Management (7 papers), Economic theories and models (5 papers), Credit Risk and Financial Regulations (3 papers), Financial Risk and Volatility Modeling (2 papers) and Probability and Risk Models (2 papers). The work is most often cited by research in Finance (3.8k citations), Management Science and Operations Research (3.9k citations), General Decision Sciences (227 citations), Statistics and Probability (772 citations) and Economics and Econometrics (2.6k citations). Philippe Artzner has collaborated with scholars based in France, United States and Switzerland. Frequent co-authors include Freddy Delbaen, Jean‐Marc Eber, David Heath, Hyejin Ku, Pablo Koch‐Medina, David G. Heath, Paul Embrechts, Rüdiger Kiesel, Elena Medova and Paul Kupiec. Their work appears in journals such as Mathematical Finance, Astin Bulletin, Advances in Applied Mathematics, North American Actuarial Journal and Insurance Mathematics and Economics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.