Philippe Artzner

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

DOWNLOADS

374

SSRN CITATIONS
Rank 12,383

SSRN RANKINGS

Top 12,383

in Total Papers Citations

127

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

Supervisory Accounting: Comparison between Solvency II and Coherent Risk Measures

Proceedings Actuarial and Financial Mathematics Conference, Brussels, February 4-5, 2010
Number of pages: 12 Posted: 11 Mar 2012
Karl-Theodor Eisele and Philippe Artzner
University of Strasbourg and affiliation not provided to SSRN
Downloads 164 (346,119)
Citation 183

Abstract:

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supervisory provision, solvency capital requirement, solvency II

2.

Supervisory Insurance Accounting: Mathematics for Provision - and Solvency Capital - Requirements

ASTIN Bulletin, Forthcoming
Number of pages: 14 Posted: 11 Mar 2012
Karl-Theodor Eisele and Philippe Artzner
University of Strasbourg and affiliation not provided to SSRN
Downloads 108 (479,563)
Citation 1

Abstract:

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optimal replicating portfolio, required solvency capital, free capital

3.

Multiperiod Insurance Supervision: Top-Down Models

Number of pages: 19 Posted: 11 Mar 2012
Karl-Theodor Eisele and Philippe Artzner
University of Strasbourg and affiliation not provided to SSRN
Downloads 102 (499,528)
Citation 3

Abstract:

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cost of capital, 'Fremd’'- versus ‘Eigen’ - capital (own funds), optimal replicating portfolio, regulated market, risk margin, solvency capital requirement, time consistency