Access Statistics for Arthur Charpentier

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Ajuster les tables de mortalité: le rôle des actuaires 0 0 0 0 0 0 0 16
BIG DATA: passer d'une analyse de corrélation à une interprétation causale 0 0 0 0 1 1 1 37
Beta kernel quantile estimators of heavy-tailed loss distributions 0 0 0 1 1 1 1 26
Category-based Tail Comovement 0 0 0 6 0 1 2 60
Convergence of Archimedean Copulas 0 0 0 3 0 1 2 23
Dynamic dependence ordering for Archimedean copulas and distorted copulas 0 0 0 0 0 0 0 25
Dynamic dependence ordering for Archimedean copulas and distorted copulas 0 0 0 0 0 0 0 20
Dynamic flood modeling: combining Hurst and Gumbel's approach 0 0 0 0 0 0 1 13
Estimating allocations for Value-at-Risk portfolio optimization 0 0 0 0 0 0 0 28
Generating Yield Curve Stress-Scenarios 0 0 1 81 0 0 5 238
Income Inequality Games 0 0 0 79 1 1 2 712
Income Inequality Games 0 0 0 45 0 0 2 184
Income Inequality Games 0 0 1 47 0 2 4 207
Insurability of climate risks 0 0 0 0 0 1 2 39
Kernel density estimation based on Ripley’s correction 0 0 0 14 0 1 5 45
Limiting Dependence Structure for Credit Defaults 0 0 0 5 0 1 1 29
Local Utility and Multivariate Risk Aversion 0 0 0 17 0 0 0 78
Local Utility and Multivariate Risk Aversion 0 0 0 19 0 0 0 66
Log-Transform Kernel Density Estimation of Income Distribution 0 0 1 78 1 1 12 218
Log-Transform Kernel Density Estimation of Income Distribution 0 0 0 19 0 0 3 43
Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls 0 0 0 6 0 0 1 37
Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective) 0 0 0 5 0 0 0 55
Modeling earthquake dynamics 0 0 0 0 0 0 1 24
Natural Catastrophe Insurance: When Should the Government Intervene? 0 0 0 35 0 0 0 91
Natural catastrophe insurance: How should the government intervene? 0 1 1 28 0 1 1 95
On the return period of the 2003 heat wave 0 0 0 14 1 2 3 76
Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains 0 0 0 17 0 1 1 51
Pricing catastrophe options in incomplete markets 0 0 0 0 0 0 0 15
Probit Transformation for Nonparametric Kernel Estimation of the Copula Density 0 0 0 52 1 1 1 145
Prévision avec des copules en finance 0 0 0 14 0 0 1 60
Reinsurance, ruin and solvency issues: some pitfalls 0 0 0 39 0 0 0 106
Segmentation et mutualisation, les deux faces d'une même pièce? 0 0 0 0 0 1 3 110
Tails of multivariate archimedean copulas 0 0 0 0 0 1 1 29
Tents, Tweets, and Events: The Interplay Between Ongoing Protests and Social Media 0 0 0 1 0 0 2 52
The "Mother of All Puzzles" at thirty: a meta-analysis 0 0 0 9 0 1 2 84
«Mathiness» et assurance 0 0 0 0 0 2 3 37
Total Working Papers 0 1 4 634 6 21 63 3,174
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Convergence of Archimedean copulas 0 0 0 9 0 0 2 34
Erratum to: On the return period of the 2003 heat wave 0 0 0 2 0 0 1 12
Estimating allocations for Value-at-Risk portfolio optimization 0 0 1 6 1 1 2 32
Income inequality games 0 1 1 37 0 1 2 153
Insurability of Climate Risks 0 1 2 99 2 3 4 239
LOG-TRANSFORM KERNEL DENSITY ESTIMATION OF INCOME DISTRIBUTION 0 2 3 5 1 5 10 64
Lower tail dependence for Archimedean copulas: Characterizations and pitfalls 0 0 0 12 1 2 3 62
Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective) 0 0 0 6 0 0 0 77
Multivariate Archimax copulas 0 0 1 22 0 1 3 85
Natural catastrophe insurance: How should the government intervene? 0 2 5 33 1 3 8 164
On the return period of the 2003 heat wave 0 0 0 5 0 0 1 55
Tails of multivariate Archimedean copulas 0 0 0 12 0 0 2 62
The “mother of all puzzles” at thirty: A meta-analysis 0 0 1 14 0 0 1 80
Total Journal Articles 0 6 14 262 6 16 39 1,119
1 registered items for which data could not be found
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Statistics updated 2025-05-12