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
-
- Risk and Portfolio Optimization
Papers in
-
- Insurance and Financial Risk Management 9
- Economic theories and models 6
-
- Risk and Portfolio Optimization 10
- Probability and Risk Models 2
- Co-authors
- Freddy Delbaen (9 shared papers)Jean‐Marc Eber (4 shared papers)David Heath (4 shared papers)Hyejin Ku (2 shared papers)Pablo Koch‐Medina (1 shared paper)David G. Heath (1 shared paper)Elena Medova (1 shared paper)M. A. H. Dempster (1 shared paper)
- 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
21 papers receiving 6.2k citations
Philippe Artzner's Hit Papers
Peers
Comparison fields: 5 of 103
- Finance 4.1k
- Management Science and Operations Research 4.3k
- General Decision Sciences 242
- Economics and Econometrics 2.8k
- Statistics and Probability 844
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-authors
The 19 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
Showing the 20 most-cited of 22 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Coherent Measures of Risk Hit paper breakdown → | 1999 | 5999 |
| 2 | 2006 | 272 | |
| 3 | 1999 | 149 | |
| 4 | 1995 | 119 | |
| 5 | 2002 | 65 | |
| 6 | 1989 | 48 | |
| 7 | COHERENT MULTIPERIOD RISK MEASUREMENT | 2002 | 48 |
| 8 | 2002 | 42 | |
| 9 | 2009 | 42 | |
| 10 | 1992 | 25 | |
| 11 | 1995 | 17 | |
| 12 | 1990 | 16 | |
| 13 | 2010 | 10 | |
| 14 | 2011 | 9 | |
| 15 | 1978 | 4 | |
| 16 | 2011 | 4 | |
| 17 | Supervisory Insurance Accounting: Mathematics for Provision - and Solvency Capital - Requirements | 2010 | 3 |
| 18 | 2012 | 3 | |
| 19 | 1983 | 2 | |
| 20 | 2023 | 1 |
About Philippe Artzner
Philippe Artzner is a scholar working on Economics and Econometrics, Management Science and Operations Research, Finance, Demography and Accounting, having authored 22 papers that have together received 6.9k indexed citations. Recurring topics across this work include Risk and Portfolio Optimization (10 papers), Insurance and Financial Risk Management (9 papers), Stochastic processes and financial applications (8 papers), Insurance, Mortality, Demography, Risk Management (7 papers), Economic theories and models (6 papers), Credit Risk and Financial Regulations (3 papers), Probability and Risk Models (2 papers) and Financial Risk and Volatility Modeling (2 papers). The work is most often cited by research in Finance (4.1k citations), Management Science and Operations Research (4.3k citations), General Decision Sciences (242 citations), Economics and Econometrics (2.8k citations) and Statistics and Probability (844 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, Elena Medova, M. A. H. Dempster, Paul Embrechts and Richard L. Smith. 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.