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 1 25
Category-based Tail Comovement 0 0 0 6 0 0 2 59
Convergence of Archimedean Copulas 0 0 0 3 0 1 1 22
Dynamic dependence ordering for Archimedean copulas and distorted copulas 0 0 0 0 0 0 0 25
Dynamic dependence ordering for Archimedean copulas and distorted copulas 0 0 0 0 0 0 0 20
Dynamic flood modeling: combining Hurst and Gumbel's approach 0 0 0 0 0 1 1 13
Estimating allocations for Value-at-Risk portfolio optimization 0 0 0 0 0 0 0 28
Generating Yield Curve Stress-Scenarios 0 0 1 81 0 1 6 238
Income Inequality Games 0 0 1 47 0 0 3 205
Income Inequality Games 0 0 0 45 0 0 2 184
Income Inequality Games 0 0 0 79 0 0 2 711
Insurability of climate risks 0 0 0 0 0 0 1 38
Kernel density estimation based on Ripley’s correction 0 0 0 14 0 2 4 44
Limiting Dependence Structure for Credit Defaults 0 0 0 5 0 0 0 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 0 1 66
Log-Transform Kernel Density Estimation of Income Distribution 1 1 1 78 2 6 14 217
Log-Transform Kernel Density Estimation of Income Distribution 0 0 0 19 0 2 3 43
Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls 0 0 0 6 0 0 3 37
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 1 1 24
Natural Catastrophe Insurance: When Should the Government Intervene? 0 0 0 35 0 0 1 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 1 1 74
Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains 0 0 1 17 0 0 2 50
Pricing catastrophe options in incomplete markets 0 0 0 0 0 0 0 15
Probit Transformation for Nonparametric Kernel Estimation of the Copula Density 0 0 0 52 0 0 1 144
Prévision avec des copules en finance 0 0 0 14 0 1 1 60
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 0 1 5 109
Tails of multivariate archimedean copulas 0 0 0 0 0 0 1 28
Tents, Tweets, and Events: The Interplay Between Ongoing Protests and Social Media 0 0 0 1 0 0 2 52
The "Mother of All Puzzles" at thirty: a meta-analysis 0 0 0 9 0 1 1 83
«Mathiness» et assurance 0 0 0 0 0 1 1 35
Total Working Papers 1 1 5 633 2 19 62 3,153
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 1 9 1 1 3 34
Erratum to: On the return period of the 2003 heat wave 0 0 0 2 0 1 1 12
Estimating allocations for Value-at-Risk portfolio optimization 0 0 1 6 0 0 2 31
Income inequality games 0 0 0 36 0 0 3 152
Insurability of Climate Risks 0 0 1 98 0 0 4 236
LOG-TRANSFORM KERNEL DENSITY ESTIMATION OF INCOME DISTRIBUTION 1 1 1 3 2 5 7 59
Lower tail dependence for Archimedean copulas: Characterizations and pitfalls 0 0 0 12 0 0 1 60
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 1 22 0 0 2 84
Natural catastrophe insurance: How should the government intervene? 0 1 4 31 0 1 6 161
On the return period of the 2003 heat wave 0 0 0 5 0 1 2 55
Tails of multivariate Archimedean copulas 0 0 0 12 0 2 2 62
The “mother of all puzzles” at thirty: A meta-analysis 0 1 1 14 0 1 1 80
Total Journal Articles 1 3 10 256 3 12 34 1,103
1 registered items for which data could not be found
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Statistics updated 2025-02-05