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 0 0 1 37
Beta kernel quantile estimators of heavy-tailed loss distributions 0 0 0 1 0 1 2 27
Category-based Tail Comovement 0 0 0 6 0 0 1 60
Convergence of Archimedean Copulas 0 0 0 3 0 0 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 1 2 14
Estimating allocations for Value-at-Risk portfolio optimization 0 0 0 0 2 2 2 30
Generating Yield Curve Stress-Scenarios 0 0 2 82 0 0 5 241
Income Inequality Games 0 0 0 45 0 0 1 184
Income Inequality Games 0 0 1 47 0 0 4 207
Income Inequality Games 0 0 0 79 0 0 1 712
Insurability of climate risks 0 0 0 0 0 0 2 39
Kernel density estimation based on Ripley’s correction 0 0 0 14 0 0 4 45
Limiting Dependence Structure for Credit Defaults 0 0 0 5 0 0 1 29
Local Utility and Multivariate Risk Aversion 0 0 0 17 2 2 2 80
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 2 3 11 221
Log-Transform Kernel Density Estimation of Income Distribution 0 0 0 19 0 0 2 43
Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls 0 0 0 6 0 0 0 37
Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective) 0 0 0 5 0 1 1 56
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 1 92
Natural catastrophe insurance: How should the government intervene? 0 0 1 28 0 0 1 95
On the return period of the 2003 heat wave 0 0 0 14 0 0 3 76
Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains 0 0 0 17 1 1 2 52
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 1 1 53 0 3 4 148
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 2 4 112
Tails of multivariate archimedean copulas 0 0 0 0 0 1 2 30
Tents, Tweets, and Events: The Interplay Between Ongoing Protests and Social Media 0 0 0 1 0 0 1 52
The "Mother of All Puzzles" at thirty: a meta-analysis 0 0 0 9 0 0 2 84
«Mathiness» et assurance 0 0 0 0 1 2 5 39
Total Working Papers 0 1 6 636 8 19 71 3,197
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 0 0 2 32
Income inequality games 0 0 1 37 0 0 1 153
Insurability of Climate Risks 0 0 2 99 1 1 5 240
LOG-TRANSFORM KERNEL DENSITY ESTIMATION OF INCOME DISTRIBUTION 0 0 3 5 0 0 11 65
Lower tail dependence for Archimedean copulas: Characterizations and pitfalls 0 0 0 12 0 0 2 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 0 22 0 0 2 85
Natural catastrophe insurance: How should the government intervene? 0 2 7 35 1 7 14 172
On the return period of the 2003 heat wave 0 0 0 5 0 1 2 56
Tails of multivariate Archimedean copulas 0 1 1 13 0 1 3 63
The “mother of all puzzles” at thirty: A meta-analysis 2 2 3 16 3 3 4 83
Total Journal Articles 2 5 18 267 5 13 49 1,134
1 registered items for which data could not be found
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Statistics updated 2025-09-05