Philippe Artzner

risk-managementcoherent-risk-measureactuarialmathematical-financemathematician

Overview

Philippe Artzner is a French mathematician at the Université Louis Pasteur (Strasbourg), working in actuarial and mathematical finance. He is best known as the lead author of the coherent-risk-measures framework, which put the axiomatic analysis of financial risk measures on the map.

Key Contributions / Features

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