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 2 11 28
BIG DATA: passer d'une analyse de corrélation à une interprétation causale 0 0 0 0 0 0 4 41
Beta kernel quantile estimators of heavy-tailed loss distributions 0 0 0 1 1 4 13 42
Category-based Tail Comovement 0 0 0 6 0 0 5 65
Convergence of Archimedean Copulas 0 0 0 3 0 0 7 30
Dynamic dependence ordering for Archimedean copulas and distorted copulas 0 0 0 0 0 0 2 22
Dynamic dependence ordering for Archimedean copulas and distorted copulas 0 0 0 0 0 0 4 29
Dynamic flood modeling: combining Hurst and Gumbel's approach 0 0 0 0 0 0 6 20
Estimating allocations for Value-at-Risk portfolio optimization 0 0 0 0 0 0 10 40
Generating Yield Curve Stress-Scenarios 0 0 3 86 0 0 7 249
Income Inequality Games 0 0 0 79 0 0 12 724
Income Inequality Games 0 0 0 47 1 1 9 216
Income Inequality Games 0 0 0 45 0 0 23 207
Insurability of climate risks 0 0 0 0 0 0 5 44
Kernel density estimation based on Ripley’s correction 0 0 1 15 1 1 10 55
Limiting Dependence Structure for Credit Defaults 0 0 0 5 0 0 3 33
Local Utility and Multivariate Risk Aversion 0 0 0 19 0 1 13 79
Local Utility and Multivariate Risk Aversion 0 0 0 17 0 0 7 88
Log-Transform Kernel Density Estimation of Income Distribution 0 0 0 19 1 3 14 57
Log-Transform Kernel Density Estimation of Income Distribution 1 1 1 79 3 3 19 241
Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls 0 0 0 6 0 1 11 48
Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective) 0 0 0 5 0 0 8 67
Modeling earthquake dynamics 0 0 0 0 0 0 4 28
Natural Catastrophe Insurance: When Should the Government Intervene? 0 0 0 35 0 0 13 106
Natural catastrophe insurance: How should the government intervene? 0 0 0 28 0 0 10 106
On the return period of the 2003 heat wave 0 0 0 14 0 1 8 84
Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains 0 0 0 17 0 0 20 72
Pricing catastrophe options in incomplete markets 0 0 0 0 0 0 3 18
Probit Transformation for Nonparametric Kernel Estimation of the Copula Density 0 0 0 53 2 3 19 167
Prévision avec des copules en finance 0 0 0 14 1 1 6 66
Reinsurance, ruin and solvency issues: some pitfalls 0 0 1 40 0 1 17 123
Segmentation et mutualisation, les deux faces d'une même pièce? 0 0 0 0 0 0 7 119
Tails of multivariate archimedean copulas 0 0 0 0 0 1 4 34
Tents, Tweets, and Events: The Interplay Between Ongoing Protests and Social Media 0 0 0 1 0 0 7 59
The "Mother of All Puzzles" at thirty: a meta-analysis 0 0 0 9 0 1 12 96
«Mathiness» et assurance 0 0 0 0 0 0 13 52
Total Working Papers 1 1 6 643 10 24 346 3,555
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 6 40
Erratum to: On the return period of the 2003 heat wave 0 0 0 2 0 0 7 19
Estimating allocations for Value-at-Risk portfolio optimization 0 0 0 6 0 1 6 39
Income inequality games 0 0 0 37 0 1 20 173
Insurability of Climate Risks 0 0 1 100 0 2 15 255
LOG-TRANSFORM KERNEL DENSITY ESTIMATION OF INCOME DISTRIBUTION 0 1 1 6 0 4 27 92
Lower tail dependence for Archimedean copulas: Characterizations and pitfalls 0 0 1 13 0 0 10 75
Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective) 0 0 0 6 1 2 14 91
Multivariate Archimax copulas 0 0 0 22 0 0 12 97
Natural catastrophe insurance: How should the government intervene? 0 0 0 35 2 5 20 192
On the return period of the 2003 heat wave 0 0 0 5 0 0 6 62
Tails of multivariate Archimedean copulas 0 0 1 14 0 0 9 72
The “mother of all puzzles” at thirty: A meta-analysis 0 1 1 17 0 1 15 99
Total Journal Articles 0 2 5 272 3 16 167 1,306
1 registered items for which data could not be found


Statistics updated 2026-10-11