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 1 3 4 20
BIG DATA: passer d'une analyse de corrélation à une interprétation causale 0 0 0 0 0 1 2 38
Beta kernel quantile estimators of heavy-tailed loss distributions 0 0 0 1 4 5 9 34
Category-based Tail Comovement 0 0 0 6 1 2 3 62
Convergence of Archimedean Copulas 0 0 0 3 0 1 2 24
Dynamic dependence ordering for Archimedean copulas and distorted copulas 0 0 0 0 0 1 1 21
Dynamic dependence ordering for Archimedean copulas and distorted copulas 0 0 0 0 1 1 1 26
Dynamic flood modeling: combining Hurst and Gumbel's approach 0 0 0 0 0 0 1 14
Estimating allocations for Value-at-Risk portfolio optimization 0 0 0 0 4 4 6 34
Generating Yield Curve Stress-Scenarios 0 0 2 83 1 1 5 243
Income Inequality Games 0 0 0 47 3 5 7 212
Income Inequality Games 0 0 0 79 1 2 3 714
Income Inequality Games 0 0 0 45 3 6 6 190
Insurability of climate risks 0 0 0 0 0 0 1 39
Kernel density estimation based on Ripley’s correction 0 0 0 14 1 2 3 47
Limiting Dependence Structure for Credit Defaults 0 0 0 5 0 0 2 30
Local Utility and Multivariate Risk Aversion 0 0 0 19 2 5 5 71
Local Utility and Multivariate Risk Aversion 0 0 0 17 0 0 3 81
Log-Transform Kernel Density Estimation of Income Distribution 0 0 0 19 2 5 5 48
Log-Transform Kernel Density Estimation of Income Distribution 0 0 1 78 4 6 13 228
Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls 0 0 0 6 1 1 1 38
Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective) 0 0 0 5 0 4 8 63
Modeling earthquake dynamics 0 0 0 0 0 1 1 25
Natural Catastrophe Insurance: When Should the Government Intervene? 0 0 0 35 3 4 6 97
Natural catastrophe insurance: How should the government intervene? 0 0 1 28 1 2 4 98
On the return period of the 2003 heat wave 0 0 0 14 3 3 5 79
Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains 0 0 0 17 2 4 6 56
Pricing catastrophe options in incomplete markets 0 0 0 0 0 2 2 17
Probit Transformation for Nonparametric Kernel Estimation of the Copula Density 0 0 1 53 0 3 7 151
Prévision avec des copules en finance 0 0 0 14 1 2 2 62
Reinsurance, ruin and solvency issues: some pitfalls 0 0 0 39 3 6 6 112
Segmentation et mutualisation, les deux faces d'une même pièce? 0 0 0 0 3 3 6 115
Tails of multivariate archimedean copulas 0 0 0 0 1 2 4 32
Tents, Tweets, and Events: The Interplay Between Ongoing Protests and Social Media 0 0 0 1 0 1 1 53
The "Mother of All Puzzles" at thirty: a meta-analysis 0 0 0 9 2 4 5 88
«Mathiness» et assurance 0 0 0 0 0 1 5 40
Total Working Papers 0 0 5 637 48 93 151 3,302
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 3 4 37
Erratum to: On the return period of the 2003 heat wave 0 0 0 2 2 3 3 15
Estimating allocations for Value-at-Risk portfolio optimization 0 0 0 6 2 3 5 36
Income inequality games 0 0 1 37 2 10 11 163
Insurability of Climate Risks 0 0 1 99 1 3 7 243
LOG-TRANSFORM KERNEL DENSITY ESTIMATION OF INCOME DISTRIBUTION 0 0 3 5 2 5 13 70
Lower tail dependence for Archimedean copulas: Characterizations and pitfalls 0 0 0 12 0 2 7 67
Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective) 0 0 0 6 1 1 1 78
Multivariate Archimax copulas 0 0 0 22 1 4 5 89
Natural catastrophe insurance: How should the government intervene? 0 0 4 35 1 5 16 177
On the return period of the 2003 heat wave 0 0 0 5 0 0 1 56
Tails of multivariate Archimedean copulas 0 0 1 13 0 5 6 68
The “mother of all puzzles” at thirty: A meta-analysis 0 0 2 16 1 3 7 87
Total Journal Articles 0 0 12 267 13 47 86 1,186
1 registered items for which data could not be found
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Statistics updated 2026-01-09