Arthur Charpentier
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Arthur |
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Charpentier |
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Contact
Affiliations
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Université de Rennes 1
/ Faculté des Sciences Économiques
Research profile
author of:
- Log-Transform Kernel Density Estimation of Income Distribution (RePEc:aim:wpaimx:1506)
by Arthur Charpentier & Emmanuel Flachaire - The “mother of all puzzles” at thirty: A meta-analysis (RePEc:cii:cepiie:2015-q1-141-5)
by Christophe Tavéra & Jean-Christophe Poutineau & Jean-Sébastien Pentecôte & Isabelle Cadoret & Arthur Charpentier - Local Utility and Multivariate Risk Aversion (RePEc:cir:cirwor:2012s-17)
by Arthur Charpentier & Alfred Galichon & Marc Henry - Limiting Dependence Structure for Credit Defaults (RePEc:crs:wpaper:2004-16)
by Arthur Charpentier & Alessandro Juri - Probit Transformation for Nonparametric Kernel Estimation of the Copula Density (RePEc:eca:wpaper:2013/159977)
by Gery Geenens & Arthur Charpentier & Davy Paindaveine - Lower tail dependence for Archimedean copulas: Characterizations and pitfalls (RePEc:eee:insuma:v:40:y:2007:i:3:p:525-532)
by Charpentier, Arthur & Segers, Johan - Tails of multivariate Archimedean copulas (RePEc:eee:jmvana:v:100:y:2009:i:7:p:1521-1537)
by Charpentier, Arthur & Segers, Johan - Multivariate Archimax copulas (RePEc:eee:jmvana:v:126:y:2014:i:c:p:118-136)
by Charpentier, A. & Fougères, A.-L. & Genest, C. & Nešlehová, J.G. - Natural catastrophe insurance: How should the government intervene? (RePEc:eee:pubeco:v:115:y:2014:i:c:p:1-17)
by Charpentier, Arthur & Le Maux, Benoît - Convergence of Archimedean copulas (RePEc:eee:stapro:v:78:y:2008:i:4:p:412-419)
by Charpentier, Arthur & Segers, Johan - Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective) (RePEc:gam:jrisks:v:4:y:2016:i:2:p:12-:d:70083)
by Arthur Charpentier & Mathieu Pigeon - Dynamic dependence ordering for Archimedean copulas and distorted copulas (RePEc:hal:journl:halshs-00325981)
by Arthur Charpentier - Tails of multivariate archimedean copulas (RePEc:hal:journl:halshs-00325984)
by Arthur Charpentier & Johan Segers - Estimating allocations for Value-at-Risk portfolio optimization (RePEc:hal:journl:halshs-00347250)
by Arthur Charpentier & Abder Oulidi - Insurability of climate risks (RePEc:hal:journl:halshs-00347254)
by Arthur Charpentier - Dynamic flood modeling : combining Hurst and Gumbel's approach (RePEc:hal:journl:halshs-00347260)
by Arthur Charpentier & David Sibaï - Ajuster les tables de mortalité : le rôle des actuaires (RePEc:hal:journl:halshs-00350360)
by Arthur Charpentier - Beta kernel quantile estimators of heavy-tailed loss distributions (RePEc:hal:journl:halshs-00425566)
by Arthur Charpentier & Abder Oulidi - Dynamic dependence ordering for Archimedean copulas and distorted copulas (RePEc:hal:journl:halshs-00480886)
by Arthur Charpentier - Pricing catastrophe options in incomplete markets (RePEc:hal:journl:halshs-00481185)
by Arthur Charpentier - Natural catastrophe insurance: How should the government intervene? (RePEc:hal:journl:halshs-01018022)
by Arthur Charpentier & Benoît Le Maux - The "Mother of All Puzzles" at thirty: a meta-analysis (RePEc:hal:journl:halshs-01112088)
by Christophe Tavéra & Jean-Christophe Poutineau & Jean-Sébastien Pentecôte & Isabelle Cadoret-David & Arthur Charpentier & Chantal Guéguen & Marilyne Huchet & Julien Licheron & Guillaume L'Oeillet & Nat - Kernel density estimation based on Ripley’s correction (RePEc:hal:journl:halshs-01238499)
by Arthur Charpentier & Ewen Gallic - Modeling earthquake dynamics (RePEc:hal:journl:halshs-01241841)
by Arthur Charpentier & Marilou Durand - Tents, Tweets, and Events: The Interplay Between Ongoing Protests and Social Media (RePEc:hal:journl:halshs-01241882)
by Marco T. Bastos & Dan Mercea & Arthur Charpentier - «Mathiness» et assurance (RePEc:hal:journl:halshs-01242560)
by Arthur Charpentier & Béatrice Cherrier - Segmentation et mutualisation, les deux faces d'une même pièce? (RePEc:hal:journl:halshs-01242561)
by Arthur Charpentier & Michel M. Denuit & Romuald Elie - BIG DATA : passer d'une analyse de corrélation à une interprétation causale (RePEc:hal:journl:halshs-01242562)
by Arthur Charpentier & Amadou Diogo Barry - Income Inequality Games (RePEc:hal:wpaper:hal-00456573)
by Arthur Charpentier & Stéphane Mussard - Reinsurance, ruin and solvency issues: some pitfalls (RePEc:hal:wpaper:hal-00463381)
by Arthur Charpentier - On the return period of the 2003 heat wave (RePEc:hal:wpaper:hal-00463492)
by Arthur Charpentier - Natural Catastrophe Insurance: When Should the Government Intervene? (RePEc:hal:wpaper:hal-00536925)
by Arthur Charpentier & Benoît Le Maux - Category-based Tail Comovement (RePEc:hal:wpaper:hal-00550330)
by Arthur Charpentier & Emilios C. C Galariotis & Christophe Villa - Generating Yield Curve Stress-Scenarios (RePEc:hal:wpaper:hal-00550582)
by Arthur Charpentier & Christophe Villa - Prévision avec des copules en finance (RePEc:hal:wpaper:hal-01151233)
by Arthur Charpentier - Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective) (RePEc:hal:wpaper:hal-01280033)
by Arthur Charpentier & Mathieu Pigeon - Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains (RePEc:hal:wpaper:hal-01326798)
by Arthur Charpentier & Arthur David & Romuald Elie - Log-Transform Kernel Density Estimation of Income Distribution (RePEc:hal:wpaper:halshs-01115988)
by Arthur Charpentier & Emmanuel Flachaire - Unknown item RePEc:inm:ormoor:v:41:y:2016:i:2:p:466-476 (article)
- Income inequality games (RePEc:kap:jecinq:v:9:y:2011:i:4:p:529-554)
by Arthur Charpentier & Stéphane Mussard - Income Inequality Games (RePEc:lam:wpaper:10-01)
by Arthur Charpentier & Stéphane Mussard - Insurability of Climate Risks (RePEc:pal:gpprii:v:33:y:2008:i:1:p:91-109)
by Arthur Charpentier - Log-Transform Kernel Density Estimation Of Income Distribution (RePEc:ris:actuec:0116)
by Charpentier, Arthur & Flachaire, Emmanuel - Income Inequality Games (RePEc:shr:wpaper:10-03)
by Arthur Charpentier & Stephane Mussard - Local Utility and Risk Aversion (RePEc:spo:wpmain:info:hdl:2441/63913pp1o99dr9nneabam7071k)
by Alfred Galichon & Arthur Charpentier & Marc Henry - On the return period of the 2003 heat wave (RePEc:spr:climat:v:109:y:2011:i:3:p:245-260)
by Arthur Charpentier - Erratum to: On the return period of the 2003 heat wave (RePEc:spr:climat:v:109:y:2011:i:3:p:261-261)
by Arthur Charpentier - Estimating allocations for Value-at-Risk portfolio optimization (RePEc:spr:mathme:v:69:y:2009:i:3:p:395-410)
by Arthur Charpentier & Abder Oulidi - Convergence of Archimedean Copulas (RePEc:tiu:tiucen:410237d0-4c38-48f6-8f36-685b335f9e6b)
by Charpentier, A. & Segers, J.J.J. - Lower Tail Dependence for Archimedean Copulas : Characterizations and Pitfalls (RePEc:tiu:tiucen:ae669e5a-1929-42d9-b137-612af175d725)
by Charpentier, A. & Segers, J.J.J. - Local Utility and Multivariate Risk Aversion (RePEc:tky:fseres:2012cf836)
by Arthur Charpentier & Alfred Galichon & Marc Henry