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Details about Arthur Charpentier

E-mail:
Homepage:http://freakonometrics.hypotheses.org/
Workplace:Faculté des Sciences Économiques (Faculty of Economics), Université de Rennes 1 (University of Rennes 1), (more information at EDIRC)
Groupe d'Études et de Recherche en Analyse des Décisions (GERAD) (Group for Research in Decision Analysis), (more information at EDIRC)

Access statistics for papers by Arthur Charpentier.

Last updated 2017-12-19. Update your information in the RePEc Author Service.

Short-id: pch1623


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Working Papers

2016

  1. Kernel density estimation based on Ripley’s correction
    Post-Print, HAL Downloads
  2. Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective)
    Working Papers, HAL Downloads View citations (3)
    See also Journal Article in Risks (2016)
  3. Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains
    Working Papers, HAL Downloads View citations (1)

2015

  1. BIG DATA: passer d'une analyse de corrélation à une interprétation causale
    Post-Print, HAL
  2. Log-Transform Kernel Density Estimation of Income Distribution
    AMSE Working Papers, Aix-Marseille School of Economics, France Downloads View citations (5)
    Also in Working Papers, HAL (2014) Downloads

    See also Journal Article in L'Actualité Economique (2015)
  3. Modeling earthquake dynamics
    Post-Print, HAL
  4. Prévision avec des copules en finance
    Working Papers, HAL Downloads View citations (2)
  5. Segmentation et mutualisation, les deux faces d'une même pièce?
    Post-Print, HAL View citations (2)
  6. Tents, Tweets, and Events: The Interplay Between Ongoing Protests and Social Media
    Post-Print, HAL View citations (2)
  7. The "Mother of All Puzzles" at thirty: a meta-analysis
    Post-Print, HAL Downloads
    See also Journal Article in International Economics (2015)
  8. «Mathiness» et assurance
    Post-Print, HAL

2014

  1. Natural catastrophe insurance: How should the government intervene?
    Post-Print, HAL Downloads View citations (15)
    See also Journal Article in Journal of Public Economics (2014)
  2. Probit Transformation for Nonparametric Kernel Estimation of the Copula Density
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (12)

2012

  1. Local Utility and Multivariate Risk Aversion
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
    Also in CIRANO Working Papers, CIRANO (2012) Downloads

    See also Journal Article in Mathematics of Operations Research (2016)
  2. Local Utility and Risk Aversion
    Sciences Po publications, Sciences Po Downloads

2010

  1. Beta kernel quantile estimators of heavy-tailed loss distributions
    Post-Print, HAL View citations (8)
  2. Generating Yield Curve Stress-Scenarios
    Working Papers, HAL Downloads View citations (3)
  3. Income Inequality Games
    Working Papers, HAL Downloads View citations (4)
    Also in Cahiers de recherche, Departement d'Economique de l'École de gestion à l'Université de Sherbrooke (2010) Downloads View citations (8)
    Working Papers, LAMETA, Universtiy of Montpellier (2010) Downloads View citations (2)

    See also Journal Article in The Journal of Economic Inequality (2011)
  4. Natural Catastrophe Insurance: When Should the Government Intervene?
    Working Papers, HAL Downloads View citations (2)
  5. On the return period of the 2003 heat wave
    Working Papers, HAL Downloads
    See also Journal Article in Climatic Change (2011)
  6. Reinsurance, ruin and solvency issues: some pitfalls
    Working Papers, HAL Downloads

2009

  1. Category-based Tail Comovement
    Working Papers, HAL Downloads
  2. Estimating allocations for Value-at-Risk portfolio optimization
    Post-Print, HAL View citations (2)
    See also Journal Article in Mathematical Methods of Operations Research (2009)

2008

  1. Dynamic dependence ordering for Archimedean copulas and distorted copulas
    Post-Print, HAL
    Also in Post-Print, HAL (2008)
  2. Dynamic flood modeling: combining Hurst and Gumbel's approach
    Post-Print, HAL
  3. Insurability of climate risks
    Post-Print, HAL View citations (24)
    See also Journal Article in The Geneva Papers on Risk and Insurance - Issues and Practice (2008)
  4. Pricing catastrophe options in incomplete markets
    Post-Print, HAL View citations (1)
  5. Tails of multivariate archimedean copulas
    Post-Print, HAL View citations (2)
    See also Journal Article in Journal of Multivariate Analysis (2009)

2007

  1. Ajuster les tables de mortalité: le rôle des actuaires
    Post-Print, HAL

2006

  1. Convergence of Archimedean Copulas
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)
    See also Journal Article in Statistics & Probability Letters (2008)
  2. Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
    See also Journal Article in Insurance: Mathematics and Economics (2007)

2004

  1. Limiting Dependence Structure for Credit Defaults
    Working Papers, Center for Research in Economics and Statistics Downloads View citations (2)

Journal Articles

2016

  1. Local Utility and Multivariate Risk Aversion
    Mathematics of Operations Research, 2016, 41, (2), 466-476 Downloads View citations (1)
    See also Working Paper (2012)
  2. Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective)
    Risks, 2016, 4, (2), 1-18 Downloads View citations (3)
    See also Working Paper (2016)

2015

  1. LOG-TRANSFORM KERNEL DENSITY ESTIMATION OF INCOME DISTRIBUTION
    L'Actualité Economique, 2015, 91, (1-2), 141-159 Downloads View citations (6)
    See also Working Paper (2015)
  2. The “mother of all puzzles” at thirty: A meta-analysis
    International Economics, 2015, (141), 80-96 Downloads
    See also Working Paper (2015)

2014

  1. Multivariate Archimax copulas
    Journal of Multivariate Analysis, 2014, 126, (C), 118-136 Downloads View citations (17)
  2. Natural catastrophe insurance: How should the government intervene?
    Journal of Public Economics, 2014, 115, (C), 1-17 Downloads View citations (16)
    See also Working Paper (2014)

2011

  1. Erratum to: On the return period of the 2003 heat wave
    Climatic Change, 2011, 109, (3), 261-261 Downloads View citations (2)
  2. Income inequality games
    The Journal of Economic Inequality, 2011, 9, (4), 529-554 Downloads View citations (14)
    See also Working Paper (2010)
  3. On the return period of the 2003 heat wave
    Climatic Change, 2011, 109, (3), 245-260 Downloads View citations (3)
    See also Working Paper (2010)

2009

  1. Estimating allocations for Value-at-Risk portfolio optimization
    Mathematical Methods of Operations Research, 2009, 69, (3), 395-410 Downloads View citations (1)
    See also Working Paper (2009)
  2. Tails of multivariate Archimedean copulas
    Journal of Multivariate Analysis, 2009, 100, (7), 1521-1537 Downloads View citations (46)
    See also Working Paper (2008)

2008

  1. Convergence of Archimedean copulas
    Statistics & Probability Letters, 2008, 78, (4), 412-419 Downloads View citations (5)
    See also Working Paper (2006)
  2. Insurability of Climate Risks
    The Geneva Papers on Risk and Insurance - Issues and Practice, 2008, 33, (1), 91-109 Downloads View citations (30)
    See also Working Paper (2008)

2007

  1. Lower tail dependence for Archimedean copulas: Characterizations and pitfalls
    Insurance: Mathematics and Economics, 2007, 40, (3), 525-532 Downloads View citations (16)
    See also Working Paper (2006)
 
Page updated 2022-09-25