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
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
Christian GenestMcGill University (Montréal, Canada)Verified email at math.mcgill.ca
Viet Chi TranUniv Gustave Eiffel, UPEMVerified email at univ-eiffel.fr
Mathieu LaurièreAssistant professor of Mathematics and Data Science, NYU ShanghaiVerified email at nyu.edu
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


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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	204	2007
Computational actuarial science with R A Charpentier CRC press, 2014	193	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	191	2015
Tails of multivariate Archimedean copulas A Charpentier, J Segers Journal of Multivariate Analysis 100 (7), 1521-1537, 2009	157	2009
Mathematiques de l'Assurance Non-Vie. Tome II: Tarification et Provisionnement M Denuit, A Charpentier	156	2005
Insurability of climate risks A Charpentier The Geneva Papers on Risk and Insurance-Issues and Practice 33, 91-109, 2008	149	2008
Reinforcement learning in economics and finance A Charpentier, R Elie, C Remlinger Computational Economics, 1-38, 2021	105	2021
Mathématiques de l'Assurance Non-Vie. Tome I: Principes Fondamentaux de Théorie du Risque M Denuit, A Charpentier, C Bébéar	102	2004
Probit transformation for nonparametric kernel estimation of the copula density G Geenens, A Charpentier, D Paindaveine	90	2017
Multivariate archimax copulas A Charpentier, AL Fougères, C Genest, JG Nešlehová Journal of Multivariate Analysis 126, 118-136, 2014	75	2014
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	74	2020
Lower tail dependence for Archimedean copulas: characterizations and pitfalls A Charpentier, J Segers Insurance: Mathematics and Economics 40 (3), 525-532, 2007	68	2007
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
Personalization as a promise: Can Big Data change the practice of insurance? L Barry, A Charpentier Big Data & Society 7 (1), 2053951720935143, 2020	63	2020
Log-transform kernel density estimation of income distribution A Charpentier, E Flachaire L'Actualité économique 91 (1), 141-159, 2015	59	2015
Natural catastrophe insurance: How should the government intervene? A Charpentier, B Le Maux Journal of Public Economics 115, 1-17, 2014	59	2014
CASdatasets: insurance datasets C Dutang, A Charpentier R package version, 1.0-10, 2019	50	2019
Tail distribution and dependence measures A Charpentier Proceedings of the 34th ASTIN Conference, 1-25, 2003	48	2003
Econometrics and machine learning A Charpentier, E Flachaire, A Ly Economie et Statistique 505 (1), 147-169, 2018	42	2018
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, 141-151, 2006	42	2006

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