Arthur Charpentier

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Johan SegersISBA, LIDAM, Université catholique de LouvainVerified email at uclouvain.be
Emmanuel FlachaireProfessor of Economics, Aix-Marseille UniversityVerified email at univ-amu.fr
Romuald ElieDeepmind & Université Gustave EiffelVerified email at u-pem.fr
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
Davy PaindaveineProfessor of Statistics, Université libre de BruxellesVerified email at ulb.ac.be
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
Baptiste CoulmontProfessor of sociology, École normale supérieure Paris-SaclayVerified email at ens-paris-saclay.fr
amadou BarryPostDocVerified email at mcgill.ca
Johanna G. NeslehovaMcGill UniversityVerified email at math.mcgill.ca
Christian GenestMcGill University (Montréal, Canada)Verified email at math.mcgill.ca
Viet Chi TranUniv Gustave Eiffel, UPEMVerified email at univ-eiffel.fr
Mathieu LaurièreVisiting Faculty Researcher, Google Brain, Brain TeamVerified email at google.com
Joël GOMBINPhD Student in political science, CURAPP/Université de Picardie Jules-VerneVerified email at u-picardie.fr
Alfred GalichonNew York UniversityVerified email at nyu.edu
Marc HenryPenn StateVerified email at psu.edu
Frédéric PlanchetProfesseurVerified email at univ-lyon1.fr
David CauseurProfessor of Statistics, AgrocampusVerified email at agrocampus-ouest.fr

Arthur Charpentier

université du quebec a Montreal

Verified email at uqam.ca - Homepage

Risk insurance statistics econometrics actuarial science


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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	179	2007
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	141	2015
Computational actuarial science with R A Charpentier CRC press, 2014	139*	2014
Tails of multivariate Archimedean copulas A Charpentier, J Segers Journal of Multivariate Analysis 100 (7), 1521-1537, 2009	138	2009
Mathematiques de l'Assurance Non-Vie. Tome II: Tarification et Provisionnement M Denuit, A Charpentier	127	2005
Insurability of climate risks A Charpentier The Geneva Papers on Risk and Insurance-Issues and Practice 33 (1), 91-109, 2008	109	2008
Mathématiques de l'Assurance Non-Vie. Tome I: Principes Fondamentaux de Théorie du Risque M Denuit, A Charpentier, C Bébéar	87	2004
Probit transformation for nonparametric kernel estimation of the copula density G Geenens, A Charpentier, D Paindaveine Bernoulli 23 (3), 1848-1873, 2017	65	2017
Limiting dependence structures for tail events, with applications to credit derivatives A Charpentier, A Juri Journal of Applied Probability 43 (2), 563-586, 2006	64	2006
Lower tail dependence for Archimedean copulas: characterizations and pitfalls A Charpentier, J Segers Insurance: Mathematics and Economics 40 (3), 525-532, 2007	62	2007
Multivariate archimax copulas A Charpentier, AL Fougères, C Genest, JG Nešlehová Journal of Multivariate Analysis 126, 118-136, 2014	60	2014
Natural catastrophe insurance: How should the government intervene? A Charpentier, B Le Maux Journal of Public Economics 115, 1-17, 2014	45	2014
Log-transform kernel density estimation of income distribution A Charpentier, E Flachaire L'Actualité économique 91 (1-2), 141-159, 2015	41	2015
Tail distribution and dependence measures A Charpentier Proceedings of the 34th ASTIN Conference, 1-25, 2003	41	2003
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	37	2020
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	37	2006
Dependence structures and limiting restults, with applications in finance and insurance A Charpentier École polytechnique, 2006	33	2006
Mathématiques de l’assurance non-vie A Charpentier, M Denuit Economica, Paris, 2005	28	2005
CASdatasets: insurance datasets C Dutang, A Charpentier R package version, 1.0-10, 2019	27	2019
Beta kernel quantile estimators of heavy-tailed loss distributions A Charpentier, A Oulidi Statistics and computing 20 (1), 35-55, 2010	26	2010

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