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Arthur Charpentier
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The estimation of copulas: Theory and practice
A Charpentier, JD Fermanian, O Scaillet
Copulas: From theory to application in finance 35, 2007
2282007
Computational actuarial science with R
A Charpentier
CRC press, 2014
1982014
Tents, tweets, and events: The interplay between ongoing protests and social media
MT Bastos, D Mercea, A Charpentier
Journal of Communication 65 (2), 320-350, 2015
1952015
Insurability of climate risks
A Charpentier
The Geneva Papers on Risk and Insurance-Issues and Practice 33, 91-109, 2008
1612008
Tails of multivariate Archimedean copulas
A Charpentier, J Segers
Journal of Multivariate Analysis 100 (7), 1521-1537, 2009
1602009
Mathematiques de l'Assurance Non-Vie. Tome II: Tarification et Provisionnement
M Denuit, A Charpentier
1602005
Reinforcement learning in economics and finance
A Charpentier, R Elie, C Remlinger
Computational Economics, 1-38, 2021
1382021
Mathématiques de l'Assurance Non-Vie. Tome I: Principes Fondamentaux de Théorie du Risque
M Denuit, A Charpentier, C Bébéar
1102004
Probit transformation for nonparametric kernel estimation of the copula density
G Geenens, A Charpentier, D Paindaveine
1072017
COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability
A Charpentier, R Elie, M Laurière, VC Tran
Mathematical Modelling of Natural Phenomena 15, 57, 2020
882020
Multivariate archimax copulas
A Charpentier, AL Fougères, C Genest, JG Nešlehová
Journal of Multivariate Analysis 126, 118-136, 2014
842014
Personalization as a promise: Can Big Data change the practice of insurance?
L Barry, A Charpentier
Big Data & Society 7 (1), 2053951720935143, 2020
782020
Lower tail dependence for Archimedean copulas: characterizations and pitfalls
A Charpentier, J Segers
Insurance: Mathematics and Economics 40 (3), 525-532, 2007
692007
Limiting dependence structures for tail events, with applications to credit derivatives
A Charpentier, A Juri
Journal of Applied Probability 43 (2), 563-586, 2006
672006
Natural catastrophe insurance: How should the government intervene?
A Charpentier, B Le Maux
Journal of Public Economics 115, 1-17, 2014
642014
Log-transform kernel density estimation of income distribution
A Charpentier, E Flachaire
L'Actualité économique 91 (1), 141-159, 2015
622015
CASdatasets: insurance datasets
C Dutang, A Charpentier
R package version, 1.0-10, 2019
572019
Autocalibration and Tweedie-dominance for insurance pricing with machine learning
M Denuit, A Charpentier, J Trufin
Insurance: Mathematics and Economics 101, 485-497, 2021
482021
Econometrics and machine learning
A Charpentier, E Flachaire, A Ly
Economie et Statistique 505 (1), 147-169, 2018
482018
Tail distribution and dependence measures
A Charpentier
Proceedings of the 34th ASTIN Conference, 1-25, 2003
482003
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