1

Coherent Measures of Risk

Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, David Heath
Journal:
Mathematical Finance
Year:
1999
Language:
english
File:
PDF, 148 KB
english, 1999
2

Term structure of interest rates: The martingale approach

Philippe Artzner, Freddy Delbaen
Journal:
Advances in Applied Mathematics
Year:
1989
Language:
english
File:
PDF, 1.52 MB
english, 1989
3

Application of Coherent Risk Measures to Capital Requirements in Insurance

Artzner, Philippe
Journal:
North American Actuarial Journal
Year:
1999
Language:
english
File:
PDF, 166 KB
english, 1999
6

APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES

Philippe Artzner, David Heath
Journal:
Mathematical Finance
Year:
1995
Language:
english
File:
PDF, 627 KB
english, 1995
7

DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS

Philippe Artzner, Freddy Delbaen
Journal:
Mathematical Finance
Year:
1995
Language:
english
File:
PDF, 524 KB
english, 1995
8

Risk Measures and Efficient Use of Capital

ARTZNER, Philippe, DELBAEN, Freddy, KOCH-MEDINA, Pablo
Journal:
Astin Bulletin
Year:
2009
Language:
english
File:
PDF, 420 KB
english, 2009
10

‘Finem Lauda’ or the risks in swaps

Philippe Artzner, Freddy Delbaen
Journal:
Insurance: Mathematics and Economics
Year:
1990
Language:
english
File:
PDF, 732 KB
english, 1990
11

Gradients, subgradients, and economic equilibria

Philippe Artzner, Joseph M Ostroy
Journal:
Advances in Applied Mathematics
Year:
1983
Language:
english
File:
PDF, 682 KB
english, 1983
12

Multiperiod insurance supervision: top-down models

Karl-Theodor Eisele, Philippe Artzner
Journal:
European Actuarial Journal
Year:
2011
Language:
english
File:
PDF, 347 KB
english, 2011
14

Credit Risk and Prepayment Option

Artzner, Philippe, Delbaen, Freddy
Journal:
Astin Bulletin
Year:
1992
Language:
english
File:
PDF, 747 KB
english, 1992