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
Baptiste CoulmontProfessor of sociology, École normale supérieure Paris-SaclayVerified email at ens-paris-saclay.fr
Amadou BarryProfesseurVerified email at inrs.ca
Michel DenuitISBA, LIDAM, UCLouvainVerified email at uclouvain.be
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 LaurièreAssistant professor of Mathematics and Data Science, NYU ShanghaiVerified email at nyu.edu
Alfred GalichonNew York UniversityVerified email at nyu.edu
Joël GOMBINPhD Student in political science, CURAPP/Université de Picardie Jules-VerneVerified email at u-picardie.fr
Marc HenryPenn StateVerified email at psu.edu
Frédéric PlanchetProfesseurVerified email at univ-lyon1.fr
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	190	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	168	2015
Computational actuarial science with R A Charpentier CRC press, 2014	157*	2014
Tails of multivariate Archimedean copulas A Charpentier, J Segers Journal of Multivariate Analysis 100 (7), 1521-1537, 2009	145	2009
Mathematiques de l'Assurance Non-Vie. Tome II: Tarification et Provisionnement M Denuit, A Charpentier	145	2005
Insurability of climate risks A Charpentier The Geneva Papers on Risk and Insurance-Issues and Practice 33 (1), 91-109, 2008	124	2008
Mathématiques de l'Assurance Non-Vie. Tome I: Principes Fondamentaux de Théorie du Risque M Denuit, A Charpentier, C Bébéar	94	2004
Probit transformation for nonparametric kernel estimation of the copula density G Geenens, A Charpentier, D Paindaveine Bernoulli 23 (3), 1848-1873, 2017	76	2017
Multivariate archimax copulas A Charpentier, AL Fougères, C Genest, JG Nešlehová Journal of Multivariate Analysis 126, 118-136, 2014	66	2014
Lower tail dependence for Archimedean copulas: characterizations and pitfalls A Charpentier, J Segers Insurance: Mathematics and Economics 40 (3), 525-532, 2007	66	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
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	59	2020
Natural catastrophe insurance: How should the government intervene? A Charpentier, B Le Maux Journal of Public Economics 115, 1-17, 2014	54	2014
Reinforcement learning in economics and finance A Charpentier, R Elie, C Remlinger Computational Economics, 1-38, 2021	52	2021
Tail distribution and dependence measures A Charpentier Proceedings of the 34th ASTIN Conference, 1-25, 2003	47	2003
Log-transform kernel density estimation of income distribution A Charpentier, E Flachaire L'Actualité économique 91 (1-2), 141-159, 2015	45	2015
Mathématiques de l’assurance non-vie A Charpentier, M Denuit Economica, Paris, 37, 2005	41	2005
CASdatasets: insurance datasets C Dutang, A Charpentier R package version, 1.0-10, 2019	38	2019
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
Beta kernel quantile estimators of heavy-tailed loss distributions A Charpentier, A Oulidi Statistics and computing 20 (1), 35-55, 2010	31	2010

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