Arthur Charpentier : Citation Profile


Are you Arthur Charpentier?

Université de Rennes 1
Groupe d'Études et de Recherche en Analyse des Décisions (GERAD)

7

H index

7

i10 index

166

Citations

RESEARCH PRODUCTION:

14

Articles

37

Papers

RESEARCH ACTIVITY:

   12 years (2004 - 2016). See details.
   Cites by year: 13
   Journals where Arthur Charpentier has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 6 (3.49 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1623
   Updated: 2021-03-01    RAS profile: 2017-12-19    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Arthur Charpentier.

Is cited by:

Rulliere, Didier (8)

Gradín, Carlos (3)

Nting, Rexon (2)

Gallic, Ewen (2)

Botzen, Wouter (2)

Picard, Pierre (2)

Pradier, Pierre-Charles (2)

Fourrey, Kévin (2)

Pignataro, Giuseppe (2)

Whalley, John (2)

Lebon, Isabelle (2)

Cites to:

Stiglitz, Joseph (7)

Flachaire, Emmanuel (6)

Engle, Robert (5)

Chateauneuf, Alain (4)

Cowell, Frank (4)

Scarsini, Marco (4)

Davidson, Russell (4)

Scaillet, Olivier (4)

Remillard, Bruno (4)

Cummins, John (4)

Patton, Andrew (3)

Main data


Where Arthur Charpentier has published?


Journals with more than one article published# docs
Journal of Multivariate Analysis2
Climatic Change2

Working Papers Series with more than one paper published# docs
Post-Print / HAL17
Working Papers / HAL10

Recent works citing Arthur Charpentier (2021 and 2020)


YearTitle of citing document
2020Implications of U.S. Crop Insurance -- A Perspective from Copulas. (2020). Goodwin, Barry K ; Zhang, Yifei. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304343.

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2020Modeling Joint Lives within Families. (2020). Gallic, Ewen ; Charpentier, Arthur ; Cabrignac, Olivier. In: AMSE Working Papers. RePEc:aim:wpaimx:2021.

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2020Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations. (2019). Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:1909.11794.

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2020A Public-Private Insurance Model for Natural Risk Management: an Application to Seismic and Flood Risks on Residential Buildings in Italy. (2020). Pammolli, Fabio ; Gnecco, Giorgio Stefano ; Perazzini, Selene. In: Papers. RePEc:arx:papers:2006.05840.

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2020Public-Private Partnership in the Management of Natural Disasters: A Review. (2020). Perazzini, Selene. In: Papers. RePEc:arx:papers:2006.05845.

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2020Modeling Joint Lives within Families. (2020). Gallic, Ewen ; Charpentier, Arthur ; Cabrignac, Olivier. In: Papers. RePEc:arx:papers:2006.08446.

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2020Stochastic reserving with a stacked model based on a hybridized Artificial Neural Network. (2020). Jos'e Javier N'u~nez-Vel'azquez, ; Alonso-Gonz, Pablo J ; Ramos, Eduardo. In: Papers. RePEc:arx:papers:2008.07564.

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2021Using collective intelligence to enhance demand flexibility and climate resilience in urban areas. (2021). Moazami, Amin ; Nik, Vahid M. In: Applied Energy. RePEc:eee:appene:v:281:y:2021:i:c:s0306261920315270.

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2021Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs. (2021). Cossette, Helene ; Chaoubi, Ihsan ; Robert, Christian Y ; Marceau, Etienne. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:154:y:2021:i:c:s0167947320301626.

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2021Outer power transformations of hierarchical Archimedean copulas: Construction, sampling and estimation. (2021). Okhrin, Ostap ; Hofert, Marius ; Gorecki, Jan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:155:y:2021:i:c:s0167947320302000.

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2020Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models. (2020). Liu, Jia ; He, Kaijian ; Stafylas, Dimitrios ; Zha, Rui ; Yu, Lean. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304964.

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2020Regression based reserving models and partial information. (2020). Verrall, Richard ; Lindholm, Mathias. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:109-124.

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2020Equilibrium in natural catastrophe insurance market under disaster-resistant technologies, financial innovations and government interventions. (2020). Wu, Yang-Che. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:116-128.

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2020Dealing with tail risk in energy commodity markets: Futures contracts versus exchange-traded funds. (2020). Leatham, David J ; Sukcharoen, Kunlapath ; Arunanondchai, Panit. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300777.

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2020Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations. (2020). Hofert, Marius ; Koike, Takaaki. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:6-:d:308941.

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2020Organizing insurance supply for new and undiversifiable risks. (2020). Haritchabalet, Carole ; Bobtcheff, Catherine ; Alary, David. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02928816.

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2020Decomposing US Income Inequality à la Shapley: Race Matters, but Gender Too. (2020). Lebon, Isabelle ; Rebiere, Therese ; Fourrey, Kevin ; Chantreuil, Frederic. In: Working Papers. RePEc:hal:wpaper:hal-02552244.

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2020Optimal insurance coverage of low-probability catastrophic risks. (2020). Picard, Pierre ; Louaas, Alexis. In: Working Papers. RePEc:hal:wpaper:hal-02875534.

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2020Modeling Joint Lives within Families. (2020). Gallic, Ewen ; Cabrignac, Olivier ; Charpentier, Arthur. In: Working Papers. RePEc:hal:wpaper:halshs-02871927.

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2020Organizing insurance supply for new and undiversifiable risks. (2020). Haritchabalet, Carole ; Bobtcheff, Catherine ; Alary, David. In: Working Papers. RePEc:hal:wpaper:halshs-02928816.

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2020Decomposing US Income Inequality à La Shapley: Race Matters, but Gender Too. (2020). Lebon, Isabelle ; Rebiere, Therese ; Fourrey, Kevin ; Chantreuil, Frederic. In: IZA Discussion Papers. RePEc:iza:izadps:dp12950.

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2021Optimal insurance coverage of low-probability catastrophic risks. (2021). Picard, Pierre ; Louaas, Alexis. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:46:y:2021:i:1:d:10.1057_s10713-020-00049-w.

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2020An examination of catastrophes, insurance guaranty funds and contagion risk. (2020). Kelly, Grant ; Kleffner, Anne. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:45:y:2020:i:2:d:10.1057_s41288-019-00141-x.

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2020Ensemble modeling of auditory streaming reveals potential sources of bistability across the perceptual hierarchy. (2020). Little, David F ; Elhilali, Mounya ; Snyder, Joel S. In: PLOS Computational Biology. RePEc:plo:pcbi00:1007746.

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2020Quantifying the contribution of a subpopulation to inequality an application to Mozambique. (2020). Gradín, Carlos ; Gradin, Carlos. In: The Journal of Economic Inequality. RePEc:spr:joecin:v:18:y:2020:i:3:d:10.1007_s10888-020-09451-w.

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2020Mutual or stock insurance: Solidarity in the face of insolvency.. (2020). Zaparova, Debora. In: Working Papers of BETA. RePEc:ulp:sbbeta:2020-06.

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Works by Arthur Charpentier:


YearTitleTypeCited
2015Log-Transform Kernel Density Estimation of Income Distribution In: AMSE Working Papers.
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paper1
2014Log-Transform Kernel Density Estimation of Income Distribution.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2015LOG-TRANSFORM KERNEL DENSITY ESTIMATION OF INCOME DISTRIBUTION.(2015) In: L'Actualité Economique.
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This paper has another version. Agregated cites: 1
article
2015The “mother of all puzzles” at thirty: A meta-analysis In: International Economics.
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article0
2015The Mother of All Puzzles at thirty: a meta-analysis.(2015) In: Post-Print.
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This paper has another version. Agregated cites: 0
paper
2012Local Utility and Multivariate Risk Aversion In: CIRANO Working Papers.
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paper1
2016Local Utility and Multivariate Risk Aversion.(2016) In: Mathematics of Operations Research.
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This paper has another version. Agregated cites: 1
article
2012Local Utility and Multivariate Risk Aversion.(2012) In: CIRJE F-Series.
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This paper has another version. Agregated cites: 1
paper
2004Limiting Dependence Structure for Credit Defaults In: Working Papers.
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paper1
2014Probit Transformation for Nonparametric Kernel Estimation of the Copula Density In: Working Papers ECARES.
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paper11
2007Lower tail dependence for Archimedean copulas: Characterizations and pitfalls In: Insurance: Mathematics and Economics.
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article15
2006Lower Tail Dependence for Archimedean Copulas : Characterizations and Pitfalls.(2006) In: Discussion Paper.
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This paper has another version. Agregated cites: 15
paper
2009Tails of multivariate Archimedean copulas In: Journal of Multivariate Analysis.
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article39
2008Tails of multivariate archimedean copulas.(2008) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 39
paper
2014Multivariate Archimax copulas In: Journal of Multivariate Analysis.
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article12
2014Natural catastrophe insurance: How should the government intervene? In: Journal of Public Economics.
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article13
2014Natural catastrophe insurance: How should the government intervene?.(2014) In: Post-Print.
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This paper has another version. Agregated cites: 13
paper
2008Convergence of Archimedean copulas In: Statistics & Probability Letters.
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article5
2006Convergence of Archimedean Copulas.(2006) In: Discussion Paper.
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This paper has another version. Agregated cites: 5
paper
2016Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective) In: Risks.
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article3
2016Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective).(2016) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2008Dynamic dependence ordering for Archimedean copulas and distorted copulas In: Post-Print.
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paper0
2008Dynamic dependence ordering for Archimedean copulas and distorted copulas.(2008) In: Post-Print.
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This paper has another version. Agregated cites: 0
paper
2009Estimating allocations for Value-at-Risk portfolio optimization In: Post-Print.
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paper3
2009Estimating allocations for Value-at-Risk portfolio optimization.(2009) In: Mathematical Methods of Operations Research.
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This paper has another version. Agregated cites: 3
article
2008Insurability of climate risks In: Post-Print.
[Citation analysis]
paper22
2008Insurability of Climate Risks.(2008) In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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This paper has another version. Agregated cites: 22
article
2008Dynamic flood modeling : combining Hurst and Gumbels approach In: Post-Print.
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paper0
2007Ajuster les tables de mortalité : le rôle des actuaires In: Post-Print.
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paper0
2010Beta kernel quantile estimators of heavy-tailed loss distributions In: Post-Print.
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paper3
2008Pricing catastrophe options in incomplete markets In: Post-Print.
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paper1
2016Kernel density estimation based on Ripley’s correction In: Post-Print.
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paper0
2015Modeling earthquake dynamics In: Post-Print.
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paper0
2015Tents, Tweets, and Events: The Interplay Between Ongoing Protests and Social Media In: Post-Print.
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paper2
2015«Mathiness» et assurance In: Post-Print.
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paper0
2015Segmentation et mutualisation, les deux faces dune même pièce? In: Post-Print.
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paper2
2015BIG DATA : passer dune analyse de corrélation à une interprétation causale In: Post-Print.
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paper0
2010Income Inequality Games In: Working Papers.
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paper21
2011Income inequality games.(2011) In: The Journal of Economic Inequality.
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This paper has another version. Agregated cites: 21
article
2010Income Inequality Games.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 21
paper
2010Income Inequality Games.(2010) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 21
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2010Reinsurance, ruin and solvency issues: some pitfalls In: Working Papers.
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2010On the return period of the 2003 heat wave In: Working Papers.
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paper2
2011On the return period of the 2003 heat wave.(2011) In: Climatic Change.
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This paper has another version. Agregated cites: 2
article
2010Natural Catastrophe Insurance: When Should the Government Intervene? In: Working Papers.
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paper2
2009Category-based Tail Comovement In: Working Papers.
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paper0
2010Generating Yield Curve Stress-Scenarios In: Working Papers.
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paper3
2015Prévision avec des copules en finance In: Working Papers.
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paper2
2016Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains In: Working Papers.
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paper1
2012Local Utility and Risk Aversion In: Sciences Po publications.
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paper0
2011Erratum to: On the return period of the 2003 heat wave In: Climatic Change.
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article1

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