Arthur Charpentier
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
1462007
Tails of multivariate Archimedean copulas
A Charpentier, J Segers
Journal of Multivariate Analysis 100 (7), 1521-1537, 2009
1242009
Mathématiques de l'Assurance Non-Vie. TOME II: Tarification et Provisionnement
M Denuit, A Charpentier
1092005
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
962015
Insurability of climate risks
A Charpentier
The Geneva Papers on Risk and Insurance-Issues and Practice 33 (1), 91-109, 2008
932008
Computational actuarial science with R
A Charpentier
CRC press, 2014
91*2014
Mathématiques de l'Assurance Non-Vie. Tome I: Principes Fondamentaux de Théorie du Risque
M Denuit, A Charpentier, C Bébéar
812004
Limiting dependence structures for tail events, with applications to credit derivatives
A Charpentier, A Juri
Journal of Applied Probability 43 (2), 563-586, 2006
632006
Lower tail dependence for Archimedean copulas: characterizations and pitfalls
A Charpentier, J Segers
Insurance: Mathematics and Economics 40 (3), 525-532, 2007
542007
Multivariate archimax copulas
A Charpentier, AL Fougères, C Genest, JG Nešlehová
Journal of Multivariate Analysis 126, 118-136, 2014
432014
Probit transformation for nonparametric kernel estimation of the copula density
G Geenens, A Charpentier, D Paindaveine
Bernoulli 23 (3), 1848-1873, 2017
422017
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
352006
Tail distribution and dependence measures
A Charpentier
Proceedings of the 34th ASTIN Conference, 1-25, 2003
322003
Dependence structures and limiting restults, with applications in finance and insurance
A Charpentier
École polytechnique, 2006
312006
Natural catastrophe insurance: How should the government intervene?
A Charpentier, B Le Maux
Journal of Public Economics 115, 1-17, 2014
282014
Mathématiques de l’assurance non-vie
A Charpentier, M Denuit
Economica, Paris, 2005
262005
Mining care trajectories using health administrative information systems: the use of state sequence analysis to assess disparities in prenatal care consumption
N Le Meur, F Gao, S Bayat
BMC health services research 15 (1), 200, 2015
252015
Income inequality games
A Charpentier, S Mussard
The Journal of Economic Inequality 9 (4), 529-554, 2011
212011
Beta kernel quantile estimators of heavy-tailed loss distributions
A Charpentier, A Oulidi
Statistics and computing 20 (1), 35-55, 2010
212010
Convergence of Archimedean copulas
A Charpentier, J Segers
Statistics & probability letters 78 (4), 412-419, 2008
202008
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Articles 1–20