Philippe ARTZNER
Nom:
ARTZNER
Prénom:
Philippe
Adresse bureau:
Université de Strasbourg
PEGE-LARGE
61 avenue de la Forêt Noire
67085 Strasbourg Cedex
1er étage
E-mail:
artzner@unistra.fr
Corps:
Professeur
Publications:
"Coherent multiperiod risk adjusted values and the Bellman’s principle", Annals of Operations Research, 152, 2007 (avec F. DELBAEN, J.-M. EBER, D. HEATH, H. KU)
Divers:
"Comments" on the Consultative Paper Draft Advice to the European Commission in the
Framework of the Solvency II Project on Pillar I issues - further advice of the Committee of the European Insurance and Occupational Pensions Supervisors, Janvier 2007 (avec F. Delbaen, Ecole Polytechnique Fédérale, Zürich)
(disponible sur www.ceiops.org/content/view/14/18/#CP20
Comments from Artzner and Delbaen)
Entretiens de l’Assurance, Paris, Décembre 2007, participant à la table ronde "The Economics of Solvency II"
MITACS Conference on Financial and Insurance Risk Management, Montréal, Juin 2008, "Risk Measurement: time consistency, market consistency, numeraire consistency".
