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 6 10 26
BIG DATA: passer d'une analyse de corrélation à une interprétation causale 0 0 0 0 0 3 5 41
Beta kernel quantile estimators of heavy-tailed loss distributions 0 0 0 1 0 4 13 38
Category-based Tail Comovement 0 0 0 6 0 2 4 64
Convergence of Archimedean Copulas 0 0 0 3 1 5 6 29
Dynamic dependence ordering for Archimedean copulas and distorted copulas 0 0 0 0 0 3 4 29
Dynamic dependence ordering for Archimedean copulas and distorted copulas 0 0 0 0 0 1 2 22
Dynamic flood modeling: combining Hurst and Gumbel's approach 0 0 0 0 0 3 4 17
Estimating allocations for Value-at-Risk portfolio optimization 0 0 0 0 0 4 10 38
Generating Yield Curve Stress-Scenarios 0 2 4 85 1 5 10 248
Income Inequality Games 0 0 0 79 1 6 9 720
Income Inequality Games 0 0 0 47 0 2 7 214
Income Inequality Games 0 0 0 45 6 11 17 201
Insurability of climate risks 0 0 0 0 0 3 3 42
Kernel density estimation based on Ripley’s correction 0 0 0 14 0 4 6 51
Limiting Dependence Structure for Credit Defaults 0 0 0 5 0 2 3 32
Local Utility and Multivariate Risk Aversion 0 0 0 19 0 4 9 75
Local Utility and Multivariate Risk Aversion 0 0 0 17 0 6 9 87
Log-Transform Kernel Density Estimation of Income Distribution 0 0 0 78 1 7 18 235
Log-Transform Kernel Density Estimation of Income Distribution 0 0 0 19 0 3 8 51
Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls 0 0 0 6 0 5 6 43
Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective) 0 0 0 5 0 3 11 66
Modeling earthquake dynamics 0 0 0 0 0 1 2 26
Natural Catastrophe Insurance: When Should the Government Intervene? 0 0 0 35 0 6 12 103
Natural catastrophe insurance: How should the government intervene? 0 0 0 28 0 8 11 106
On the return period of the 2003 heat wave 0 0 0 14 0 2 6 81
Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains 0 0 0 17 2 12 17 68
Pricing catastrophe options in incomplete markets 0 0 0 0 0 1 3 18
Probit Transformation for Nonparametric Kernel Estimation of the Copula Density 0 0 1 53 0 6 13 157
Prévision avec des copules en finance 0 0 0 14 1 3 5 65
Reinsurance, ruin and solvency issues: some pitfalls 0 1 1 40 0 8 14 120
Segmentation et mutualisation, les deux faces d'une même pièce? 0 0 0 0 0 2 7 117
Tails of multivariate archimedean copulas 0 0 0 0 0 1 4 33
Tents, Tweets, and Events: The Interplay Between Ongoing Protests and Social Media 0 0 0 1 1 5 6 58
The "Mother of All Puzzles" at thirty: a meta-analysis 0 0 0 9 0 3 7 91
«Mathiness» et assurance 0 0 0 0 0 10 13 50
Total Working Papers 0 3 6 640 14 160 294 3,462
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 3 6 40
Erratum to: On the return period of the 2003 heat wave 0 0 0 2 0 2 5 17
Estimating allocations for Value-at-Risk portfolio optimization 0 0 0 6 0 2 7 38
Income inequality games 0 0 0 37 0 6 16 169
Insurability of Climate Risks 0 1 1 100 0 6 12 249
LOG-TRANSFORM KERNEL DENSITY ESTIMATION OF INCOME DISTRIBUTION 0 0 0 5 1 14 21 84
Lower tail dependence for Archimedean copulas: Characterizations and pitfalls 1 1 1 13 3 5 11 72
Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective) 0 0 0 6 1 9 10 87
Multivariate Archimax copulas 0 0 0 22 1 7 11 96
Natural catastrophe insurance: How should the government intervene? 0 0 2 35 3 10 24 187
On the return period of the 2003 heat wave 0 0 0 5 0 4 5 60
Tails of multivariate Archimedean copulas 0 1 2 14 0 4 10 72
The “mother of all puzzles” at thirty: A meta-analysis 0 0 2 16 0 6 13 93
Total Journal Articles 1 3 8 270 9 78 151 1,264
1 registered items for which data could not be found
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Statistics updated 2026-04-09