Details about Arthur Charpentier

Access statistics for papers by Arthur Charpentier.

Last updated 2023-07-06. Update your information in the RePEc Author Service.

Short-id: pch1623

Working Papers

2016

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

2015

4. BIG DATA: passer d'une analyse de corrélation à une interprétation causale
   Post-Print, HAL
5. Log-Transform Kernel Density Estimation of Income Distribution
   AMSE Working Papers, Aix-Marseille School of Economics, France View citations (5)
   Also in Working Papers, HAL (2014)
   See also Journal Article LOG-TRANSFORM KERNEL DENSITY ESTIMATION OF INCOME DISTRIBUTION, L'Actualité Economique, Société Canadienne de Science Economique (2015) View citations (5) (2015)
6. Modeling earthquake dynamics
   Post-Print, HAL View citations (1)
7. Prévision avec des copules en finance
   Working Papers, HAL View citations (2)
8. Segmentation et mutualisation, les deux faces d'une même pièce?
   Post-Print, HAL View citations (2)
9. Tents, Tweets, and Events: The Interplay Between Ongoing Protests and Social Media
   Post-Print, HAL View citations (4)
10. The "Mother of All Puzzles" at thirty: a meta-analysis
    Post-Print, HAL
    See also Journal Article The “mother of all puzzles” at thirty: A meta-analysis, International Economics, CEPII research center (2015) View citations (1) (2015)
11. «Mathiness» et assurance
    Post-Print, HAL

2014

12. Natural catastrophe insurance: How should the government intervene?
    Post-Print, HAL View citations (18)
    See also Journal Article Natural catastrophe insurance: How should the government intervene?, Journal of Public Economics, Elsevier (2014) View citations (20) (2014)
13. Probit Transformation for Nonparametric Kernel Estimation of the Copula Density
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (12)

2012

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

2010

15. Beta kernel quantile estimators of heavy-tailed loss distributions
    Post-Print, HAL View citations (8)
16. Generating Yield Curve Stress-Scenarios
    Working Papers, HAL View citations (3)
17. Income Inequality Games
    Working Papers, LAMETA, Universtiy of Montpellier View citations (2)
    Also in Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke (2010) View citations (8)
    Working Papers, HAL (2010) View citations (4)
    See also Journal Article Income inequality games, The Journal of Economic Inequality, Springer (2011) View citations (14) (2011)
18. Natural Catastrophe Insurance: When Should the Government Intervene?
    Working Papers, HAL View citations (2)
19. On the return period of the 2003 heat wave
    Working Papers, HAL
    See also Journal Article On the return period of the 2003 heat wave, Climatic Change, Springer (2011) View citations (4) (2011)
20. Reinsurance, ruin and solvency issues: some pitfalls
    Working Papers, HAL

2009

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

2008

23. Dynamic dependence ordering for Archimedean copulas and distorted copulas
    Post-Print, HAL
    Also in Post-Print, HAL (2008)
24. Dynamic flood modeling: combining Hurst and Gumbel's approach
    Post-Print, HAL
25. Insurability of climate risks
    Post-Print, HAL View citations (25)
    See also Journal Article Insurability of Climate Risks, The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan (2008) View citations (34) (2008)
26. Pricing catastrophe options in incomplete markets
    Post-Print, HAL View citations (1)
27. Tails of multivariate archimedean copulas
    Post-Print, HAL View citations (2)
    See also Journal Article Tails of multivariate Archimedean copulas, Journal of Multivariate Analysis, Elsevier (2009) View citations (53) (2009)

2007

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

2006

29. Convergence of Archimedean Copulas
    Discussion Paper, Tilburg University, Center for Economic Research View citations (3)
    See also Journal Article Convergence of Archimedean copulas, Statistics & Probability Letters, Elsevier (2008) View citations (6) (2008)
30. Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls
    Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
    See also Journal Article Lower tail dependence for Archimedean copulas: Characterizations and pitfalls, Insurance: Mathematics and Economics, Elsevier (2007) View citations (16) (2007)

2004

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

Journal Articles

2016

1. Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective)
   Risks, 2016, 4, (2), 1-18 View citations (3)
   See also Working Paper Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective), Working Papers (2016) View citations (3) (2016)

2015

2. LOG-TRANSFORM KERNEL DENSITY ESTIMATION OF INCOME DISTRIBUTION
   L'Actualité Economique, 2015, 91, (1-2), 141-159 View citations (5)
   See also Working Paper Log-Transform Kernel Density Estimation of Income Distribution, AMSE Working Papers (2015) View citations (5) (2015)
3. The “mother of all puzzles” at thirty: A meta-analysis
   International Economics, 2015, (141), 80-96 View citations (1)
   See also Working Paper The "Mother of All Puzzles" at thirty: a meta-analysis, Post-Print (2015) (2015)

2014

4. Multivariate Archimax copulas
   Journal of Multivariate Analysis, 2014, 126, (C), 118-136 View citations (18)
5. Natural catastrophe insurance: How should the government intervene?
   Journal of Public Economics, 2014, 115, (C), 1-17 View citations (20)
   See also Working Paper Natural catastrophe insurance: How should the government intervene?, Post-Print (2014) View citations (18) (2014)

2011

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

2009

9. Estimating allocations for Value-at-Risk portfolio optimization
   Mathematical Methods of Operations Research, 2009, 69, (3), 395-410 View citations (1)
   See also Working Paper Estimating allocations for Value-at-Risk portfolio optimization, Post-Print (2009) View citations (2) (2009)
10. Tails of multivariate Archimedean copulas
    Journal of Multivariate Analysis, 2009, 100, (7), 1521-1537 View citations (53)
    See also Working Paper Tails of multivariate archimedean copulas, Post-Print (2008) View citations (2) (2008)

2008

11. Convergence of Archimedean copulas
    Statistics & Probability Letters, 2008, 78, (4), 412-419 View citations (6)
    See also Working Paper Convergence of Archimedean Copulas, Discussion Paper (2006) View citations (3) (2006)
12. Insurability of Climate Risks
    The Geneva Papers on Risk and Insurance - Issues and Practice, 2008, 33, (1), 91-109 View citations (34)
    See also Working Paper Insurability of climate risks, Post-Print (2008) View citations (25) (2008)

2007

13. Lower tail dependence for Archimedean copulas: Characterizations and pitfalls
    Insurance: Mathematics and Economics, 2007, 40, (3), 525-532 View citations (16)
    See also Working Paper Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls, Discussion Paper (2006) View citations (2) (2006)