Arthur Charpentier

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Emmanuel FlachaireProfessor of Economics, Aix-Marseille UniversityVerified email at univ-amu.fr
Johan SegersISBA, LIDAM, Université catholique de LouvainVerified email at uclouvain.be
Romuald ElieDeepmind & Université Gustave EiffelVerified email at u-pem.fr
Amadou BarryProfesseurVerified email at inrs.ca
Davy PaindaveineProfessor of Statistics, Université libre de BruxellesVerified email at ulb.ac.be
Olivier ScailletProfessor of Finance and Statistics, University of Geneva (GSEM) and Swiss Finance InstituteVerified email at unige.ch
Jean-David FermanianProfesseur of Finance and Statistics, Ensae-CrestVerified email at ensae.fr
Marco T BastosUniversity College DublinVerified email at ucd.ie
Dan MerceaCity, University of LondonVerified email at city.ac.uk
Michel DenuitISBA, LIDAM, UCLouvainVerified email at uclouvain.be
Viet Chi TranInriaVerified email at inria.fr
Mathieu LaurièreAssistant professor of Mathematics and Data Science, NYU ShanghaiVerified email at nyu.edu
Baptiste CoulmontProfessor of sociology, École normale supérieure Paris-SaclayVerified email at ens-paris-saclay.fr
Christian GenestMcGill University (Montréal, Canada)Verified email at math.mcgill.ca
Alfred GalichonNew York UniversityVerified email at nyu.edu
Marc HenryLiberal Arts Professor of Economics, The Pennsylvania State UniversityVerified email at psu.edu
Joël GOMBINPhD Student in political science, CURAPP/Université de Picardie Jules-VerneVerified email at u-picardie.fr
Frédéric PlanchetProfesseurVerified email at univ-lyon1.fr
David CauseurProfessor of Statistics, AgrocampusVerified email at agrocampus-ouest.fr
Jean-Philippe BoucherUQAMVerified email at uqam.ca

Arthur Charpentier

Université du Québec à Montréal

Verified email at uqam.ca - Homepage

Risk insurance predictive modeling computational statistics actuarial science


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
The estimation of copulas: Theory and practice A Charpentier, JD Fermanian, O Scaillet Copulas: From theory to application in finance 35, 2007	236	2007
Computational actuarial science with R A Charpentier CRC press, 2014	209	2014
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	197	2015
Mathématiques de l'Assurance Non-Vie. Tome I: Principes Fondamentaux de Théorie du Risque M Denuit, A Charpentier, C Bébéar	177	2004
Reinforcement learning in economics and finance A Charpentier, R Elie, C Remlinger Computational Economics, 1-38, 2021	169	2021
Insurability of climate risks A Charpentier The Geneva Papers on Risk and Insurance-Issues and Practice 33, 91-109, 2008	168	2008
Tails of multivariate Archimedean copulas A Charpentier, J Segers Journal of Multivariate Analysis 100 (7), 1521-1537, 2009	164	2009
Probit transformation for nonparametric kernel estimation of the copula density G Geenens, A Charpentier, D Paindaveine	111	2017
Mathematiques de l'Assurance Non-Vie. Tome II: Tarification et Provisionnement M Denuit, A Charpentier	96	2005
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	89	2020
Personalization as a promise: Can Big Data change the practice of insurance? L Barry, A Charpentier Big Data & Society 7 (1), 2053951720935143, 2020	84	2020
Multivariate archimax copulas A Charpentier, AL Fougères, C Genest, JG Nešlehová Journal of Multivariate Analysis 126, 118-136, 2014	84	2014
Lower tail dependence for Archimedean copulas: characterizations and pitfalls A Charpentier, J Segers Insurance: Mathematics and Economics 40 (3), 525-532, 2007	69	2007
Natural catastrophe insurance: How should the government intervene? A Charpentier, B Le Maux Journal of Public Economics 115, 1-17, 2014	67	2014
Limiting dependence structures for tail events, with applications to credit derivatives A Charpentier, A Juri Journal of Applied Probability 43 (2), 563-586, 2006	66	2006
Log-transform kernel density estimation of income distribution A Charpentier, E Flachaire L'Actualité économique 91 (1), 141-159, 2015	63	2015
CASdatasets: insurance datasets C Dutang, A Charpentier R package version, 1.0-10, 2019	62	2019
Autocalibration and Tweedie-dominance for insurance pricing with machine learning M Denuit, A Charpentier, J Trufin Insurance: Mathematics and Economics 101, 485-497, 2021	55	2021
Econometrics and machine learning A Charpentier, E Flachaire, A Ly Economie et Statistique 505 (1), 147-169, 2018	49	2018
Tail distribution and dependence measures A Charpentier Proceedings of the 34th ASTIN Conference, 1-25, 2003	47	2003

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