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Arthur Charpentier
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The estimation of copulas: Theory and practice
A Charpentier, JD Fermanian, O Scaillet
Copulas: From theory to application in finance, 35-64, 2007
1922007
Tents, tweets, and events: The interplay between ongoing protests and social media
MT Bastos, D Mercea, A Charpentier
Journal of Communication 65 (2), 320-350, 2015
1682015
Computational actuarial science with R
A Charpentier
CRC press, 2014
1622014
Tails of multivariate Archimedean copulas
A Charpentier, J Segers
Journal of Multivariate Analysis 100 (7), 1521-1537, 2009
1462009
Mathematiques de l'Assurance Non-Vie. Tome II: Tarification et Provisionnement
M Denuit, A Charpentier
1462005
Insurability of climate risks
A Charpentier
The Geneva Papers on Risk and Insurance-Issues and Practice 33 (1), 91-109, 2008
1272008
Mathématiques de l'Assurance Non-Vie. Tome I: Principes Fondamentaux de Théorie du Risque
M Denuit, A Charpentier, C Bébéar
942004
Probit transformation for nonparametric kernel estimation of the copula density
G Geenens, A Charpentier, D Paindaveine
Bernoulli 23 (3), 1848-1873, 2017
762017
Multivariate archimax copulas
A Charpentier, AL Fougères, C Genest, JG Nešlehová
Journal of Multivariate Analysis 126, 118-136, 2014
672014
Lower tail dependence for Archimedean copulas: characterizations and pitfalls
A Charpentier, J Segers
Insurance: Mathematics and Economics 40 (3), 525-532, 2007
662007
Limiting dependence structures for tail events, with applications to credit derivatives
A Charpentier, A Juri
Journal of Applied Probability 43 (2), 563-586, 2006
662006
COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability
A Charpentier, R Elie, M Laurière, VC Tran
Mathematical Modelling of Natural Phenomena 15, 57, 2020
632020
Natural catastrophe insurance: How should the government intervene?
A Charpentier, B Le Maux
Journal of Public Economics 115, 1-17, 2014
562014
Reinforcement learning in economics and finance
A Charpentier, R Elie, C Remlinger
Computational Economics, 1-38, 2021
552021
Log-transform kernel density estimation of income distribution
A Charpentier, E Flachaire
L'Actualité économique 91 (1-2), 141-159, 2015
482015
Tail distribution and dependence measures
A Charpentier
Proceedings of the 34th ASTIN Conference, 1-25, 2003
472003
Mathématiques de l’assurance non-vie
A Charpentier, M Denuit
Economica, Paris, 37, 2005
412005
CASdatasets: insurance datasets
C Dutang, A Charpentier
R package version, 1.0-10, 2019
392019
Wind in Ireland: long memory or seasonal effect?
JC Bouette, JF Chassagneux, D Sibai, R Terron, A Charpentier
Stochastic environmental research and risk assessment 20 (3), 141-151, 2006
382006
Personalization as a promise: Can Big Data change the practice of insurance?
L Barry, A Charpentier
Big Data & Society 7 (1), 2053951720935143, 2020
312020
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Articles 1–20