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Arthur Charpentier

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Personal Details

First Name:Arthur
Middle Name:
Last Name:Charpentier
Suffix:
RePEc Short-ID:pch1623
http://freakonometrics.hypotheses.org/
(in no particular order)
Rennes, France
http://www.eco.univ-rennes1.fr/

33 2 99 25 35 45
33 2 99 38 80 84
7, place Hoche, 35065 RENNES Cedex
RePEc:edi:fserefr (more details at EDIRC)
Canada
http://www.gerad.ca/

514-340-6053
514-340-5665
3000, Chemin de la Côte-Sainte-Catherine, Montréal, Québec, H3T 2A7
RePEc:edi:geradca (more details at EDIRC)
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  1. Arthur Charpentier & Arthur David & Romuald Elie, 2016. "Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains," Working Papers hal-01326798, HAL.
  2. Arthur Charpentier & Mathieu Pigeon, 2016. "Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective)," Working Papers hal-01280033, HAL.
  3. Arthur Charpentier & Ewen Gallic, 2016. "Kernel density estimation based on Ripley’s correction," Post-Print halshs-01238499, HAL.
  4. Arthur Charpentier & Marilou Durand, 2015. "Modeling earthquake dynamics," Post-Print halshs-01241841, HAL.
  5. Arthur Charpentier & Emmanuel Flachaire, 2015. "Log-Transform Kernel Density Estimation of Income Distribution," AMSE Working Papers 1506, Aix-Marseille School of Economics, Marseille, France.
  6. Arthur Charpentier & Béatrice Cherrier, 2015. "«Mathiness» et assurance," Post-Print halshs-01242560, HAL.
  7. Christophe Tavéra & Jean-Christophe Poutineau & Jean-Sébastien Pentecôte & Isabelle Cadoret-David & Arthur Charpentier & Chantal Guéguen & Marilyne Huchet-Bourdon & Julien Licheron & Guillaume L'Oeill, 2015. "The "Mother of All Puzzles" at thirty: a meta-analysis," Post-Print halshs-01112088, HAL.
  8. Arthur Charpentier & Michel M. Denuit & Romuald Elie, 2015. "Segmentation et mutualisation, les deux faces d'une même pièce?," Post-Print halshs-01242561, HAL.
  9. Arthur Charpentier, 2015. "Prévision avec des copules en finance," Working Papers hal-01151233, HAL.
  10. Arthur Charpentier & Amadou Diogo Barry, 2015. "BIG DATA : passer d'une analyse de corrélation à une interprétation causale," Post-Print halshs-01242562, HAL.
  11. Marco T. Bastos & Dan Mercea & Arthur Charpentier, 2015. "Tents, Tweets, and Events: The Interplay Between Ongoing Protests and Social Media," Post-Print halshs-01241882, HAL.
  12. Gery Geenens & Arthur Charpentier & Davy Paindaveine, 2014. "Probit Transformation for Nonparametric Kernel Estimation of the Copula Density," Working Papers ECARES ECARES 2014-23, ULB -- Universite Libre de Bruxelles.
  13. Arthur Charpentier & Benoît Le Maux, 2014. "Natural catastrophe insurance: How should the government intervene?," Post-Print halshs-01018022, HAL.
  14. Alfred Galichon & Arthur Charpentier & Marc Henry, 2012. "Local Utility and Risk Aversion," Sciences Po publications info:hdl:2441/63913pp1o99, Sciences Po.
  15. Arthur Charpentier & Alfred Galichon & Marc Henry, 2012. "Local Utility and Multivariate Risk Aversion," CIRANO Working Papers 2012s-17, CIRANO.
  16. Arthur Charpentier, 2010. "On the return period of the 2003 heat wave," Working Papers hal-00463492, HAL.
  17. Arthur Charpentier & Benoît Le Maux, 2010. "Natural Catastrophe Insurance: When Should the Government Intervene?," Working Papers hal-00536925, HAL.
  18. Arthur Charpentier & Christophe Villa, 2010. "Generating Yield Curve Stress-Scenarios," Working Papers hal-00550582, HAL.
  19. Arthur Charpentier & Stéphane Mussard, 2010. "Income Inequality Games," Working Papers hal-00456573, HAL.
  20. Arthur Charpentier & Abder Oulidi, 2010. "Beta kernel quantile estimators of heavy-tailed loss distributions," Post-Print halshs-00425566, HAL.
  21. Arthur Charpentier, 2010. "Reinsurance, ruin and solvency issues: some pitfalls," Working Papers hal-00463381, HAL.
  22. Arthur Charpentier & Emilios C. Galariotis & Christophe Villa, 2009. "Category-based Tail Comovement," Working Papers hal-00550330, HAL.
  23. Arthur Charpentier & Abder Oulidi, 2009. "Estimating allocations for Value-at-Risk portfolio optimization," Post-Print halshs-00347250, HAL.
  24. Arthur Charpentier, 2008. "Dynamic dependence ordering for Archimedean copulas and distorted copulas," Post-Print halshs-00480886, HAL.
  25. Arthur Charpentier, 2008. "Pricing catastrophe options in incomplete markets," Post-Print halshs-00481185, HAL.
  26. Arthur Charpentier, 2008. "Insurability of climate risks," Post-Print halshs-00347254, HAL.
  27. Arthur Charpentier & Johan Segers, 2008. "Tails of multivariate archimedean copulas," Post-Print halshs-00325984, HAL.
  28. Arthur Charpentier & David Sibaï, 2008. "Dynamic flood modeling : combining Hurst and Gumbel's approach," Post-Print halshs-00347260, HAL.
  29. Arthur Charpentier, 2007. "Ajuster les tables de mortalité : le rôle des actuaires," Post-Print halshs-00350360, HAL.
  30. Charpentier, A. & Segers, J.J.J., 2006. "Lower Tail Dependence for Archimedean Copulas : Characterizations and Pitfalls," Discussion Paper 2006-29, Tilburg University, Center for Economic Research.
  31. Charpentier, A. & Segers, J.J.J., 2006. "Convergence of Archimedean Copulas," Discussion Paper 2006-28, Tilburg University, Center for Economic Research.
  32. Arthur Charpentier & Alessandro Juri, 2004. "Limiting Dependence Structure for Credit Defaults," Working Papers 2004-16, Centre de Recherche en Economie et Statistique.
  1. Arthur Charpentier & Mathieu Pigeon, 2016. "Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective)," Risks, MDPI, Open Access Journal, vol. 4(2), pages 1-18, May.
  2. Arthur Charpentier & Alfred Galichon & Marc Henry, 2016. "Local Utility and Multivariate Risk Aversion," Mathematics of Operations Research, INFORMS, vol. 41(2), pages 466-476, May.
  3. Charpentier, Arthur & Flachaire, Emmanuel, 2015. "Log-Transform Kernel Density Estimation Of Income Distribution," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 141-159, Mars-Juin.
  4. Christophe Tavéra & Jean-Christophe Poutineau & Jean-Sébastien Pentecôte & Isabelle Cadoret & Arthur Charpentier, 2015. "The “mother of all puzzles” at thirty: A meta-analysis," International Economics, CEPII research center, issue 141, pages 80-96.
  5. Charpentier, Arthur & Le Maux, Benoît, 2014. "Natural catastrophe insurance: How should the government intervene?," Journal of Public Economics, Elsevier, vol. 115(C), pages 1-17.
  6. Charpentier, A. & Fougères, A.-L. & Genest, C. & Nešlehová, J.G., 2014. "Multivariate Archimax copulas," Journal of Multivariate Analysis, Elsevier, vol. 126(C), pages 118-136.
  7. Arthur Charpentier & Stéphane Mussard, 2011. "Income inequality games," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 9(4), pages 529-554, December.
  8. Arthur Charpentier, 2011. "Erratum to: On the return period of the 2003 heat wave," Climatic Change, Springer, vol. 109(3), pages 261-261, December.
  9. Arthur Charpentier, 2011. "On the return period of the 2003 heat wave," Climatic Change, Springer, vol. 109(3), pages 245-260, December.
  10. Arthur Charpentier & Abder Oulidi, 2009. "Estimating allocations for Value-at-Risk portfolio optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 69(3), pages 395-410, July.
  11. Charpentier, Arthur & Segers, Johan, 2009. "Tails of multivariate Archimedean copulas," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1521-1537, August.
  12. Charpentier, Arthur & Segers, Johan, 2008. "Convergence of Archimedean copulas," Statistics & Probability Letters, Elsevier, vol. 78(4), pages 412-419, March.
  13. Arthur Charpentier, 2008. "Insurability of Climate Risks," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 33(1), pages 91-109, January.
  14. Charpentier, Arthur & Segers, Johan, 2007. "Lower tail dependence for Archimedean copulas: Characterizations and pitfalls," Insurance: Mathematics and Economics, Elsevier, vol. 40(3), pages 525-532, May.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (4) 2014-05-09 2015-02-28 2015-08-25 2016-02-29
  2. NEP-IAS: Insurance Economics (2) 2010-11-27 2014-07-05
  3. NEP-UPT: Utility Models & Prospect Theory (2) 2012-07-01 2014-07-05
  4. NEP-CMP: Computational Economics (1) 2016-10-23
  5. NEP-DCM: Discrete Choice Models (1) 2014-05-09
  6. NEP-GER: German Papers (1) 2015-08-30
  7. NEP-GTH: Game Theory (1) 2010-02-27
  8. NEP-MIC: Microeconomics (1) 2012-07-01
  9. NEP-OPM: Open Economy Macroeconomics (1) 2015-08-30
  10. NEP-PBE: Public Economics (1) 2015-02-28

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