Arthur Charpentier

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Citations	1573	922
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Co-authors

Johan SegersISBA, LIDAM, Université catholique de LouvainVerified email at uclouvain.be
Emmanuel FlachaireProfessor of Economics, Aix-Marseille UniversityVerified email at univ-amu.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
Marco T BastosUniversity College DublinVerified email at ucd.ie
Dan MerceaCity, University of LondonVerified email at city.ac.uk
Davy PaindaveineProfessor of Statistics, Université libre de BruxellesVerified email at ulb.ac.be
Michel DenuitISBA, LIDAM, UCLouvainVerified email at uclouvain.be
Baptiste CoulmontProfessor of sociology, École normale supérieure Paris-SaclayVerified email at ens-paris-saclay.fr
Frédéric PlanchetProfesseurVerified email at univ-lyon1.fr
Johanna G. NeslehovaMcGill UniversityVerified email at math.mcgill.ca
Christian GenestMcGill University (Montréal, Canada)Verified email at math.mcgill.ca
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
Katrien AntonioProfessor actuarial science, KU Leuven & University of AmsterdamVerified email at kuleuven.be
Marc HenryPenn StateVerified email at psu.edu
David CauseurProfessor of Statistics, AgrocampusVerified email at agrocampus-ouest.fr
Kaas, RobProfessor of Actuarial Statistics, University of AmsterdamVerified email at uva.nl
Jean-Philippe BoucherUQAMVerified email at uqam.ca

Arthur Charpentier

université du quebec a Montreal

Verified email at uqam.ca - Homepage

Risk insurance statistics econometrics 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, 35-64, 2007	154	2007
Tails of multivariate Archimedean copulas A Charpentier, J Segers Journal of Multivariate Analysis 100 (7), 1521-1537, 2009	127	2009
Mathematiques de l'Assurance Non-Vie. Tome II: Tarification et Provisionnement M Denuit, A Charpentier	114	2005
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	110	2015
Computational actuarial science with R A Charpentier CRC press, 2014	110*	2014
Insurability of climate risks A Charpentier The Geneva Papers on Risk and Insurance-Issues and Practice 33 (1), 91-109, 2008	100	2008
Mathématiques de l'Assurance Non-Vie. Tome I: Principes Fondamentaux de Théorie du Risque M Denuit, A Charpentier, C Bébéar	83	2004
Limiting dependence structures for tail events, with applications to credit derivatives A Charpentier, A Juri Journal of Applied Probability 43 (2), 563-586, 2006	63	2006
Lower tail dependence for Archimedean copulas: characterizations and pitfalls A Charpentier, J Segers Insurance: Mathematics and Economics 40 (3), 525-532, 2007	56	2007
Multivariate archimax copulas A Charpentier, AL Fougères, C Genest, JG Nešlehová Journal of Multivariate Analysis 126, 118-136, 2014	49	2014
Probit transformation for nonparametric kernel estimation of the copula density G Geenens, A Charpentier, D Paindaveine Bernoulli 23 (3), 1848-1873, 2017	45	2017
Natural catastrophe insurance: How should the government intervene? A Charpentier, B Le Maux Journal of Public Economics 115, 1-17, 2014	38	2014
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, 2006	35	2006
Tail distribution and dependence measures A Charpentier Proceedings of the 34th ASTIN Conference, 1-25, 2003	33	2003
Dependence structures and limiting restults, with applications in finance and insurance A Charpentier École polytechnique, 2006	31	2006
Mathématiques de l’assurance non-vie A Charpentier, M Denuit Economica, Paris, 2005	26	2005
Beta kernel quantile estimators of heavy-tailed loss distributions A Charpentier, A Oulidi Statistics and computing 20 (1), 35-55, 2010	23	2010
Income inequality games A Charpentier, S Mussard The Journal of Economic Inequality 9 (4), 529-554, 2011	21	2011
Estimating allocations for Value-at-Risk portfolio optimization A Charpentier, A Oulidi Mathematical Methods of Operations Research 69 (3), 395, 2009	21	2009
Convergence of Archimedean copulas A Charpentier, J Segers Statistics & probability letters 78 (4), 412-419, 2008	21	2008

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