Arthur Charpentier : Citation Profile


Are you Arthur Charpentier?

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

5

H index

4

i10 index

122

Citations

RESEARCH PRODUCTION:

14

Articles

37

Papers

RESEARCH ACTIVITY:

   12 years (2004 - 2016). See details.
   Cites by year: 10
   Journals where Arthur Charpentier has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 6 (4.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1623
   Updated: 2019-10-15    RAS profile: 2017-12-19    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Flachaire, Emmanuel (3)

Le Maux, Benoît (2)

tavera, christophe (2)

Pentecôte, Jean-Sébastien (2)

cadoret, isabelle (2)

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)

Palestini, Arsen (2)

Botzen, Wouter (2)

Pignataro, Giuseppe (2)

Whalley, John (2)

Otneim, HÃ¥kon (1)

SEYTE, Françoise (1)

Pi Alperin, Maria (1)

Hérault, Nicolas (1)

Picard, Pierre (1)

Cowell, Frank (1)

Cites to:

Stiglitz, Joseph (7)

Engle, Robert (5)

Remillard, Bruno (4)

Cummins, John (4)

Flachaire, Emmanuel (4)

Scaillet, Olivier (4)

Scarsini, Marco (4)

Chen, Song (3)

Chateauneuf, Alain (3)

Patton, Andrew (3)

Cowell, Frank (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 (2018 and 2017)


YearTitle of citing document
2019Terrorism and social media: global evidence. (2019). Asongu, Simplice ; Orim, Stella-Maris I ; Nting, Rexon T. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/026.

Full description at Econpapers || Download paper

2017Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods. (2017). Dahlin, Johan ; Schon, Thomas B. ; Villani, Mattias. In: Papers. RePEc:arx:papers:1506.06975.

Full description at Econpapers || Download paper

2017A systemic shock model for too big to fail financial institutions. (2017). Mulinacci, Sabrina . In: Papers. RePEc:arx:papers:1704.02160.

Full description at Econpapers || Download paper

2017A nonparametric copula approach to conditional Value-at-Risk. (2017). Geenens, Gery ; Dunn, Richard . In: Papers. RePEc:arx:papers:1712.05527.

Full description at Econpapers || Download paper

2017Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies. (2017). Karimalis, Emmanouil ; Peters, Gareth ; Kosmidis, Ioannis . In: Bank of England working papers. RePEc:boe:boeewp:0655.

Full description at Econpapers || Download paper

2019A D-vine copula quantile regression approach for the prediction of residential heating energy consumption based on historical data. (2019). Niemierko, Rochus ; Trankler, Timm ; Toppel, Jannick. In: Applied Energy. RePEc:eee:appene:v:233-234:y:2019:i::p:691-708.

Full description at Econpapers || Download paper

2017Economic indicators of hydrologic drought insurance under water demand and climate change scenarios in a Brazilian context. (2017). Mohor, Guilherme Samprogna ; Mendiondo, Eduardo Mario . In: Ecological Economics. RePEc:eee:ecolec:v:140:y:2017:i:c:p:66-78.

Full description at Econpapers || Download paper

2017Mean-VaR portfolio optimization: A nonparametric approach. (2017). Lwin, Khin T ; MacCarthy, Bart L ; Qu, Rong . In: European Journal of Operational Research. RePEc:eee:ejores:v:260:y:2017:i:2:p:751-766.

Full description at Econpapers || Download paper

2019Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach. (2019). Naji, Jalkh ; Elie, Bouri ; Uddin, Gazi Salah ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:178:y:2019:i:c:p:544-553.

Full description at Econpapers || Download paper

2017On a bivariate copula with both upper and lower full-range tail dependence. (2017). Hua, Lei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:73:y:2017:i:c:p:94-104.

Full description at Econpapers || Download paper

2017A general approach to full-range tail dependence copulas. (2017). Su, Jianxi ; Hua, Lei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:77:y:2017:i:c:p:49-64.

Full description at Econpapers || Download paper

2019An approach to merit rating by means of autoregressive sequences. (2019). Arato, Miklos N ; Martinek, Laszlo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:85:y:2019:i:c:p:205-217.

Full description at Econpapers || Download paper

2017Non-linear models for extremal dependence. (2017). Mhalla, Linda ; Naveau, Philippe ; Chavez-Demoulin, Valerie. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:159:y:2017:i:c:p:49-66.

Full description at Econpapers || Download paper

2017Extremal attractors of Liouville copulas. (2017). Belzile, Leo R ; Nelehova, Johanna G. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:160:y:2017:i:c:p:68-92.

Full description at Econpapers || Download paper

2018Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Hüsler–Reiß distribution. (2018). Krupskii, Pavel ; Genton, Marc G ; Lee, David ; Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:163:y:2018:i:c:p:80-95.

Full description at Econpapers || Download paper

2018Hierarchical Archimax copulas. (2018). Hofert, Marius ; Prasad, Avinash ; Huser, Raphael. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:167:y:2018:i:c:p:195-211.

Full description at Econpapers || Download paper

2019Reliability analysis with consideration of asymmetrically dependent variables: Discussion and application to geotechnical examples. (2019). Neumann, Ingo ; Beer, Michael ; Gomes, Antnio Topa ; Zhang, YI ; Kim, Chul-Woo ; Nackenhorst, Udo. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:185:y:2019:i:c:p:261-277.

Full description at Econpapers || Download paper

2017CoVaR of families of copulas. (2017). Durante, Fabrizio ; Bernardi, M ; Jaworski, P. In: Statistics & Probability Letters. RePEc:eee:stapro:v:120:y:2017:i:c:p:8-17.

Full description at Econpapers || Download paper

2017On a generalization of Archimedean copula family. (2017). Xie, Jiehua ; Yang, Jingping ; Lin, Feng. In: Statistics & Probability Letters. RePEc:eee:stapro:v:125:y:2017:i:c:p:121-129.

Full description at Econpapers || Download paper

2018Interval Estimation of Value-at-Risk Based on Nonparametric Models. (2018). Khraibani, Hussein ; Strauss, Olivier ; Nehme, Bilal. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:4:p:47-:d:189422.

Full description at Econpapers || Download paper

2017The Shifting Shape of Risk: Endogenous Market Failure for Insurance. (2017). Koch, Thomas G. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:1:p:9-:d:88917.

Full description at Econpapers || Download paper

2019Individual Loss Reserving Using a Gradient Boosting-Based Approach. (2019). Pigeon, Mathieu ; Duval, Francis. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:79-:d:247985.

Full description at Econpapers || Download paper

2017A note on upper-patched generators for Archimedean copulas. (2017). Rulliere, Didier ; di Bernardino, Elena. In: Post-Print. RePEc:hal:journl:hal-01347869.

Full description at Econpapers || Download paper

2018ASYMPTOTIC MULTIVARIATE EXPECTILES. (2018). Rulliere, Didier ; Said, Khalil ; Maume-Deschamps, Veronique. In: Working Papers. RePEc:hal:wpaper:hal-01509963.

Full description at Econpapers || Download paper

2018Optimal insurance coverage of low probability-high severity risks. (2018). Louaas, Alexis ; Picard, Pierre. In: Working Papers. RePEc:hal:wpaper:hal-01924408.

Full description at Econpapers || Download paper

2018A structural break test for extremal dependence in β-mixing random vectors. (2018). Hoga, Y. In: Biometrika. RePEc:oup:biomet:v:105:y:2018:i:3:p:627-643..

Full description at Econpapers || Download paper

2019Testing for a $$\delta $$ δ -neighborhood of a generalized Pareto copula. (2019). Fuller, Timo ; Falk, Michael ; Aulbach, Stefan. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:3:d:10.1007_s10463-018-0657-x.

Full description at Econpapers || Download paper

2017Consensus Measure with Multi-stage Fluctuation Utility Based on China’s Urban Demolition Negotiation. (2017). Gong, Zaiwu ; Xu, Xiaoxia ; Chiclana, Francisco. In: Group Decision and Negotiation. RePEc:spr:grdene:v:26:y:2017:i:2:d:10.1007_s10726-016-9486-6.

Full description at Econpapers || Download paper

2018A comparison of definitions of affordability for flood risk adaption measures: a case study of current and future risk-based flood insurance premiums in Europe. (2018). Hudson, Paul. In: Mitigation and Adaptation Strategies for Global Change. RePEc:spr:masfgc:v:23:y:2018:i:7:d:10.1007_s11027-017-9769-5.

Full description at Econpapers || Download paper

2017Insurance as a tool for hazard risk management? An evaluation of the literature. (2017). Savitt, Amanda . In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:86:y:2017:i:2:d:10.1007_s11069-016-2706-1.

Full description at Econpapers || Download paper

2018Multivariate Order Statistics: the Intermediate Case. (2018). Falk, Michael ; Wisheckel, Florian . In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:80:y:2018:i:1:d:10.1007_s13171-017-0099-1.

Full description at Econpapers || Download paper

2018Using the Shapley Decomposition to Disentangle the Impact of Circumstances and Efforts on Health Inequality. (2018). Silber, Jacques ; Pi, Maria Noel ; Deutsch, Joseph. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:138:y:2018:i:2:d:10.1007_s11205-017-1690-5.

Full description at Econpapers || Download paper

2017$$D_s$$ D s -optimality in copula models. (2017). Müller, Werner ; Muller, Werner G ; Rappold, Andreas ; Perrone, Elisa . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:26:y:2017:i:3:d:10.1007_s10260-016-0375-6.

Full description at Econpapers || Download paper

2018Quantifying the contribution of a subpopulation to inequality: An application to Mozambique. (2018). Carlos, Gradin. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp2018-60.

Full description at Econpapers || Download paper

2017On Conditional Value at Risk (CoVaR) for tail-dependent copulas. (2017). Piotr, Jaworski . In: Dependence Modeling. RePEc:vrs:demode:v:5:y:2017:i:1:p:1-19:n:1.

Full description at Econpapers || Download paper

Works by Arthur Charpentier:


YearTitleTypeCited
2015Log-Transform Kernel Density Estimation of Income Distribution In: AMSE Working Papers.
[Full Text][Citation analysis]
paper0
2015LOG-TRANSFORM KERNEL DENSITY ESTIMATION OF INCOME DISTRIBUTION.(2015) In: L'Actualité Economique.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2014Log-Transform Kernel Density Estimation of Income Distribution.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2015The “mother of all puzzles” at thirty: A meta-analysis In: International Economics.
[Full Text][Citation analysis]
article0
2015The Mother of All Puzzles at thirty: a meta-analysis.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2012Local Utility and Multivariate Risk Aversion In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper1
2016Local Utility and Multivariate Risk Aversion.(2016) In: Mathematics of Operations Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2012Local Utility and Multivariate Risk Aversion.(2012) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2004Limiting Dependence Structure for Credit Defaults In: Working Papers.
[Full Text][Citation analysis]
paper0
2014Probit Transformation for Nonparametric Kernel Estimation of the Copula Density In: Working Papers ECARES.
[Full Text][Citation analysis]
paper5
2007Lower tail dependence for Archimedean copulas: Characterizations and pitfalls In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article12
2006Lower Tail Dependence for Archimedean Copulas : Characterizations and Pitfalls.(2006) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2009Tails of multivariate Archimedean copulas In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article35
2008Tails of multivariate archimedean copulas.(2008) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 35
paper
2014Multivariate Archimax copulas In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article8
2014Natural catastrophe insurance: How should the government intervene? In: Journal of Public Economics.
[Full Text][Citation analysis]
article5
2014Natural catastrophe insurance: How should the government intervene?.(2014) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2008Convergence of Archimedean copulas In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article5
2006Convergence of Archimedean Copulas.(2006) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2016Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective) In: Risks.
[Full Text][Citation analysis]
article1
2016Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective).(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2008Dynamic dependence ordering for Archimedean copulas and distorted copulas In: Post-Print.
[Citation analysis]
paper0
2008Dynamic dependence ordering for Archimedean copulas and distorted copulas.(2008) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2009Estimating allocations for Value-at-Risk portfolio optimization In: Post-Print.
[Citation analysis]
paper3
2009Estimating allocations for Value-at-Risk portfolio optimization.(2009) In: Mathematical Methods of Operations Research.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
2008Dynamic flood modeling : combining Hurst and Gumbels approach In: Post-Print.
[Citation analysis]
paper0
2007Ajuster les tables de mortalité : le rôle des actuaires In: Post-Print.
[Citation analysis]
paper0
2010Beta kernel quantile estimators of heavy-tailed loss distributions In: Post-Print.
[Citation analysis]
paper2
2008Pricing catastrophe options in incomplete markets In: Post-Print.
[Citation analysis]
paper1
2016Kernel density estimation based on Ripley’s correction In: Post-Print.
[Full Text][Citation analysis]
paper0
2015Modeling earthquake dynamics In: Post-Print.
[Citation analysis]
paper0
2015Tents, Tweets, and Events: The Interplay Between Ongoing Protests and Social Media In: Post-Print.
[Citation analysis]
paper1
2015«Mathiness» et assurance In: Post-Print.
[Citation analysis]
paper0
2015Segmentation et mutualisation, les deux faces dune même pièce? In: Post-Print.
[Citation analysis]
paper1
2015BIG DATA : passer dune analyse de corrélation à une interprétation causale In: Post-Print.
[Citation analysis]
paper0
2010Income Inequality Games In: Working Papers.
[Full Text][Citation analysis]
paper13
2011Income inequality games.(2011) In: The Journal of Economic Inequality.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2010Income Inequality Games.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2010Income Inequality Games.(2010) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2010Reinsurance, ruin and solvency issues: some pitfalls In: Working Papers.
[Full Text][Citation analysis]
paper0
2010On the return period of the 2003 heat wave In: Working Papers.
[Full Text][Citation analysis]
paper1
2011On the return period of the 2003 heat wave.(2011) In: Climatic Change.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2010Natural Catastrophe Insurance: When Should the Government Intervene? In: Working Papers.
[Full Text][Citation analysis]
paper1
2009Category-based Tail Comovement In: Working Papers.
[Full Text][Citation analysis]
paper0
2010Generating Yield Curve Stress-Scenarios In: Working Papers.
[Full Text][Citation analysis]
paper3
2015Prévision avec des copules en finance In: Working Papers.
[Full Text][Citation analysis]
paper1
2016Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains In: Working Papers.
[Full Text][Citation analysis]
paper1
2012Local Utility and Risk Aversion In: Sciences Po publications.
[Full Text][Citation analysis]
paper0
2011Erratum to: On the return period of the 2003 heat wave In: Climatic Change.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team