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 2 13
BIG DATA: passer d'une analyse de corrélation à une interprétation causale 0 0 0 0 1 1 2 23
Beta kernel quantile estimators of heavy-tailed loss distributions 0 0 0 0 1 1 2 13
Category-based Tail Comovement 0 0 0 6 0 2 4 40
Convergence of Archimedean Copulas 0 0 0 2 0 0 1 18
Dynamic dependence ordering for Archimedean copulas and distorted copulas 0 0 0 0 1 1 3 22
Dynamic dependence ordering for Archimedean copulas and distorted copulas 0 0 0 0 0 1 3 13
Dynamic flood modeling: combining Hurst and Gumbel's approach 0 0 0 0 0 1 3 9
Estimating allocations for Value-at-Risk portfolio optimization 0 0 0 0 0 1 4 22
Generating Yield Curve Stress-Scenarios 1 2 4 77 1 2 6 204
Income Inequality Games 0 0 0 46 1 1 4 195
Income Inequality Games 0 0 3 77 2 8 55 674
Income Inequality Games 0 0 0 45 0 1 6 176
Insurability of climate risks 0 0 0 0 1 5 11 27
Kernel density estimation based on Ripley’s correction 0 0 2 14 0 1 7 30
Limiting Dependence Structure for Credit Defaults 0 0 0 4 0 0 1 27
Local Utility and Multivariate Risk Aversion 0 0 0 18 0 1 5 58
Local Utility and Multivariate Risk Aversion 0 0 0 17 0 1 3 75
Local Utility and Risk Aversion 0 1 2 4 0 2 6 32
Log-Transform Kernel Density Estimation of Income Distribution 0 0 0 18 0 2 5 31
Log-Transform Kernel Density Estimation of Income Distribution 0 0 5 68 2 10 27 138
Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls 0 0 0 5 0 0 1 26
Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective) 0 0 0 5 2 4 15 46
Modeling earthquake dynamics 0 0 0 0 0 0 2 16
Natural Catastrophe Insurance: When Should the Government Intervene? 0 0 0 34 0 0 4 79
Natural catastrophe insurance: How should the government intervene? 0 0 2 26 0 1 8 79
On the return period of the 2003 heat wave 0 0 1 14 0 0 1 64
Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains 0 0 1 15 0 2 10 33
Pricing catastrophe options in incomplete markets 0 0 0 0 0 0 2 11
Probit Transformation for Nonparametric Kernel Estimation of the Copula Density 0 0 3 49 1 2 10 121
Prévision avec des copules en finance 0 0 1 8 1 1 5 40
Reinsurance, ruin and solvency issues: some pitfalls 0 0 1 37 0 1 3 100
Segmentation et mutualisation, les deux faces d'une même pièce? 0 0 0 0 1 3 12 81
Tails of multivariate archimedean copulas 0 0 0 0 0 3 5 23
Tents, Tweets, and Events: The Interplay Between Ongoing Protests and Social Media 0 0 0 0 0 1 10 43
The "Mother of All Puzzles" at thirty: a meta-analysis 0 0 0 9 0 3 9 75
«Mathiness» et assurance 0 0 0 0 0 0 1 32
Total Working Papers 1 3 25 598 15 63 258 2,709


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 8 0 0 1 30
Erratum to: On the return period of the 2003 heat wave 0 0 0 2 0 0 0 11
Estimating allocations for Value-at-Risk portfolio optimization 0 0 1 3 0 0 1 16
Income inequality games 0 0 1 35 0 1 5 137
Insurability of Climate Risks 0 1 1 93 3 6 9 217
LOG-TRANSFORM KERNEL DENSITY ESTIMATION OF INCOME DISTRIBUTION 0 0 0 2 0 0 7 50
Local Utility and Multivariate Risk Aversion 0 0 0 0 0 0 5 19
Lower tail dependence for Archimedean copulas: Characterizations and pitfalls 0 0 0 12 0 0 3 55
Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective) 1 2 3 4 3 8 20 54
Multivariate Archimax copulas 0 0 1 19 1 2 3 67
Natural catastrophe insurance: How should the government intervene? 0 1 1 20 0 1 8 129
On the return period of the 2003 heat wave 0 0 1 3 0 0 3 33
Tails of multivariate Archimedean copulas 0 0 0 12 0 0 1 55
The “mother of all puzzles” at thirty: A meta-analysis 1 1 1 11 2 3 12 59
Total Journal Articles 2 5 10 224 9 21 78 932


Statistics updated 2021-01-03