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
Marco T BastosUniversity College DublinVerified email at ucd.ie
Dan MerceaCity, University of LondonVerified email at city.ac.uk
Davy PaindaveineProfessor of Statistics, Université libre de BruxellesVerified email at ulb.ac.be
Amadou BarryProfesseurVerified email at inrs.ca
Baptiste CoulmontProfessor of sociology, École normale supérieure Paris-SaclayVerified email at ens-paris-saclay.fr
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
Marc HenryPenn StateVerified 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

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	195	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	179	2015
Computational actuarial science with R A Charpentier CRC press, 2014	174	2014
Mathematiques de l'Assurance Non-Vie. Tome II: Tarification et Provisionnement M Denuit, A Charpentier	161	2005
Tails of multivariate Archimedean copulas A Charpentier, J Segers Journal of Multivariate Analysis 100 (7), 1521-1537, 2009	151	2009
Insurability of climate risks A Charpentier The Geneva Papers on Risk and Insurance-Issues and Practice 33, 91-109, 2008	136	2008
Mathématiques de l'Assurance Non-Vie. Tome I: Principes Fondamentaux de Théorie du Risque M Denuit, A Charpentier, C Bébéar	85	2004
Probit transformation for nonparametric kernel estimation of the copula density G Geenens, A Charpentier, D Paindaveine	78	2017
Multivariate archimax copulas A Charpentier, AL Fougères, C Genest, JG Nešlehová Journal of Multivariate Analysis 126, 118-136, 2014	71	2014
Reinforcement learning in economics and finance A Charpentier, R Elie, C Remlinger Computational Economics, 1-38, 2021	68	2021
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	67	2020
Lower tail dependence for Archimedean copulas: characterizations and pitfalls A Charpentier, J Segers Insurance: Mathematics and Economics 40 (3), 525-532, 2007	67	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	65	2006
Natural catastrophe insurance: How should the government intervene? A Charpentier, B Le Maux Journal of Public Economics 115, 1-17, 2014	58	2014
Log-transform kernel density estimation of income distribution A Charpentier, E Flachaire L'Actualité économique 91 (1), 141-159, 2016	50	2016
Tail distribution and dependence measures A Charpentier Proceedings of the 34th ASTIN Conference, 1-25, 2003	47	2003
Personalization as a promise: Can Big Data change the practice of insurance? L Barry, A Charpentier Big Data & Society 7 (1), 2053951720935143, 2020	41	2020
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	41	2006
Mathématiques de l’assurance non-vie A Charpentier, M Denuit Economica, Paris, 37, 2005	40	2005
CASdatasets: insurance datasets C Dutang, A Charpentier R package version, 1.0-10, 2019	35	2019

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