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 0 36
Beta kernel quantile estimators of heavy-tailed loss distributions 0 0 0 1 0 0 2 25
Category-based Tail Comovement 0 0 0 6 0 1 3 58
Convergence of Archimedean Copulas 0 0 0 3 0 0 0 21
Dynamic dependence ordering for Archimedean copulas and distorted copulas 0 0 0 0 0 0 1 25
Dynamic dependence ordering for Archimedean copulas and distorted copulas 0 0 0 0 0 0 1 20
Dynamic flood modeling: combining Hurst and Gumbel's approach 0 0 0 0 0 0 0 12
Estimating allocations for Value-at-Risk portfolio optimization 0 0 0 0 0 0 1 28
Generating Yield Curve Stress-Scenarios 0 0 0 80 1 2 5 234
Income Inequality Games 0 0 0 45 0 0 0 182
Income Inequality Games 0 0 0 79 1 2 4 711
Income Inequality Games 0 0 0 46 0 0 1 203
Insurability of climate risks 0 0 0 0 0 0 2 37
Kernel density estimation based on Ripley’s correction 0 0 0 14 0 0 1 40
Limiting Dependence Structure for Credit Defaults 0 0 1 5 0 0 1 28
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 1 1 66
Log-Transform Kernel Density Estimation of Income Distribution 0 0 0 77 1 3 8 207
Log-Transform Kernel Density Estimation of Income Distribution 0 0 0 19 1 1 1 41
Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls 0 0 0 6 0 1 5 36
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 0 23
Natural Catastrophe Insurance: When Should the Government Intervene? 0 0 0 35 0 0 4 91
Natural catastrophe insurance: How should the government intervene? 0 0 1 27 0 0 1 94
On the return period of the 2003 heat wave 0 0 0 14 0 0 1 73
Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains 0 0 1 17 0 0 3 50
Pricing catastrophe options in incomplete markets 0 0 0 0 0 0 1 15
Probit Transformation for Nonparametric Kernel Estimation of the Copula Density 0 0 1 52 0 0 4 144
Prévision avec des copules en finance 0 0 2 14 0 0 4 59
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 1 3 5 108
Tails of multivariate archimedean copulas 0 0 0 0 0 1 1 28
Tents, Tweets, and Events: The Interplay Between Ongoing Protests and Social Media 0 0 0 1 0 0 1 50
The "Mother of All Puzzles" at thirty: a meta-analysis 0 0 0 9 0 0 3 82
«Mathiness» et assurance 0 0 0 0 0 0 0 34
Total Working Papers 0 0 6 630 5 15 65 3,116
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 1 1 9 0 1 2 32
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 0 5 0 0 1 30
Income inequality games 0 0 0 36 0 1 2 151
Insurability of Climate Risks 0 0 1 97 0 1 6 235
LOG-TRANSFORM KERNEL DENSITY ESTIMATION OF INCOME DISTRIBUTION 0 0 0 2 0 2 2 54
Lower tail dependence for Archimedean copulas: Characterizations and pitfalls 0 0 0 12 0 0 1 59
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 21 0 0 1 82
Natural catastrophe insurance: How should the government intervene? 0 1 4 28 2 3 8 158
On the return period of the 2003 heat wave 0 0 0 5 0 0 2 54
Tails of multivariate Archimedean copulas 0 0 0 12 0 0 1 60
The “mother of all puzzles” at thirty: A meta-analysis 0 0 2 13 0 0 8 79
Total Journal Articles 0 2 8 248 2 8 34 1,082
1 registered items for which data could not be found


Statistics updated 2024-06-06