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 2 2 18
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 1 3 5 30
Category-based Tail Comovement 0 0 0 6 1 1 2 61
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 20
Dynamic dependence ordering for Archimedean copulas and distorted copulas 0 0 0 0 0 0 0 25
Dynamic flood modeling: combining Hurst and Gumbel's approach 0 0 0 0 0 0 2 14
Estimating allocations for Value-at-Risk portfolio optimization 0 0 0 0 0 2 2 30
Generating Yield Curve Stress-Scenarios 0 1 2 83 0 1 5 242
Income Inequality Games 0 0 0 45 1 1 1 185
Income Inequality Games 0 0 0 79 1 1 2 713
Income Inequality Games 0 0 0 47 2 2 4 209
Insurability of climate risks 0 0 0 0 0 0 1 39
Kernel density estimation based on Ripley’s correction 0 0 0 14 0 0 3 45
Limiting Dependence Structure for Credit Defaults 0 0 0 5 0 1 2 30
Local Utility and Multivariate Risk Aversion 0 0 0 17 0 3 3 81
Local Utility and Multivariate Risk Aversion 0 0 0 19 1 1 1 67
Log-Transform Kernel Density Estimation of Income Distribution 0 0 0 19 2 2 4 45
Log-Transform Kernel Density Estimation of Income Distribution 0 0 1 78 0 3 11 222
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 2 5 6 61
Modeling earthquake dynamics 0 0 0 0 0 0 1 24
Natural Catastrophe Insurance: When Should the Government Intervene? 0 0 0 35 0 1 2 93
Natural catastrophe insurance: How should the government intervene? 0 0 1 28 1 2 3 97
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 0 1 2 52
Pricing catastrophe options in incomplete markets 0 0 0 0 1 1 1 16
Probit Transformation for Nonparametric Kernel Estimation of the Copula Density 0 0 1 53 2 2 6 150
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 2 2 2 108
Segmentation et mutualisation, les deux faces d'une même pièce? 0 0 0 0 0 0 4 112
Tails of multivariate archimedean copulas 0 0 0 0 1 1 3 31
Tents, Tweets, and Events: The Interplay Between Ongoing Protests and Social Media 0 0 0 1 1 1 1 53
The "Mother of All Puzzles" at thirty: a meta-analysis 0 0 0 9 1 1 3 85
«Mathiness» et assurance 0 0 0 0 0 1 5 39
Total Working Papers 0 1 5 637 21 41 96 3,230
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 1 1 2 35
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 0 6 0 1 2 33
Income inequality games 0 0 1 37 4 4 5 157
Insurability of Climate Risks 0 0 1 99 1 2 5 241
LOG-TRANSFORM KERNEL DENSITY ESTIMATION OF INCOME DISTRIBUTION 0 0 3 5 1 1 12 66
Lower tail dependence for Archimedean copulas: Characterizations and pitfalls 0 0 0 12 2 5 7 67
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 2 2 3 87
Natural catastrophe insurance: How should the government intervene? 0 0 5 35 1 2 13 173
On the return period of the 2003 heat wave 0 0 0 5 0 0 2 56
Tails of multivariate Archimedean copulas 0 0 1 13 4 4 7 67
The “mother of all puzzles” at thirty: A meta-analysis 0 2 3 16 0 4 5 84
Total Journal Articles 0 2 14 267 16 26 64 1,155
1 registered items for which data could not be found
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Statistics updated 2025-11-08