7
H index
7
i10 index
221
Citations
Arthur Charpentier : Citation Profile
Université de Rennes 1 | RESEARCH PRODUCTION: 14 Articles 37 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2004 - 2016). 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:
| Cites to:
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Main data
Where Arthur Charpentier has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Multivariate Analysis | 2 |
| Climatic Change | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 17 |
| Working Papers / HAL | 10 |
Recent works citing Arthur Charpentier (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Aggregating heavy-tailed random vectors: from finite sums to L\evy processes. (2023). Fasen-Hartmann, Vicky ; Das, Bikramjit. In: Papers. RePEc:arx:papers:2301.10423. Full description at Econpapers || Download paper |
| 2023 | Storylines for unprecedented heatwaves based on ensemble boosting. (2023). Pendergrass, A G ; Lehner, F ; Humphrey, V ; Gessner, C ; Bloin-Wibe, L ; Beyerle, U ; Fischer, E M ; Knutti, R ; Zeder, J ; Sippel, S. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-40112-4. Full description at Econpapers || Download paper |
| 2023 | On copulas with a trapezoid support. (2023). Piotr, Jaworski. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:23:n:1. Full description at Econpapers || Download paper |
Works by Arthur Charpentier:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Log-Transform Kernel Density Estimation of Income Distribution In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2014 | Log-Transform Kernel Density Estimation of Income Distribution.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2015 | LOG-TRANSFORM KERNEL DENSITY ESTIMATION OF INCOME DISTRIBUTION.(2015) In: L'Actualité Economique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2015 | The “mother of all puzzles” at thirty: A meta-analysis In: International Economics. [Full Text][Citation analysis] | article | 0 |
| 2015 | The Mother of All Puzzles at thirty: a meta-analysis.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | Local Utility and Multivariate Risk Aversion In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Local Utility and Multivariate Risk Aversion.(2012) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | Limiting Dependence Structure for Credit Defaults In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Probit Transformation for Nonparametric Kernel Estimation of the Copula Density In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 15 |
| 2007 | Lower tail dependence for Archimedean copulas: Characterizations and pitfalls In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 16 |
| 2006 | Lower Tail Dependence for Archimedean Copulas : Characterizations and Pitfalls.(2006) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2009 | Tails of multivariate Archimedean copulas In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 50 |
| 2008 | Tails of multivariate archimedean copulas.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
| 2014 | Multivariate Archimax copulas In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 18 |
| 2014 | Natural catastrophe insurance: How should the government intervene? In: Journal of Public Economics. [Full Text][Citation analysis] | article | 18 |
| 2014 | Natural catastrophe insurance: How should the government intervene?.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2008 | Convergence of Archimedean copulas In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 7 |
| 2006 | Convergence of Archimedean Copulas.(2006) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2016 | Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective) In: Risks. [Full Text][Citation analysis] | article | 3 |
| 2016 | Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective).(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2008 | Dynamic dependence ordering for Archimedean copulas and distorted copulas In: Post-Print. [Citation analysis] | paper | 0 |
| 2008 | Dynamic dependence ordering for Archimedean copulas and distorted copulas.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2009 | Estimating allocations for Value-at-Risk portfolio optimization In: Post-Print. [Citation analysis] | paper | 3 |
| 2009 | Estimating allocations for Value-at-Risk portfolio optimization.(2009) In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2008 | Insurability of climate risks In: Post-Print. [Citation analysis] | paper | 32 |
| 2008 | Insurability of Climate Risks.(2008) In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
| 2008 | Dynamic flood modeling : combining Hurst and Gumbels approach In: Post-Print. [Citation analysis] | paper | 0 |
| 2007 | Ajuster les tables de mortalité : le rôle des actuaires In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | Beta kernel quantile estimators of heavy-tailed loss distributions In: Post-Print. [Citation analysis] | paper | 6 |
| 2008 | Pricing catastrophe options in incomplete markets In: Post-Print. [Citation analysis] | paper | 1 |
| 2016 | Kernel density estimation based on Ripley’s correction In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Modeling earthquake dynamics In: Post-Print. [Citation analysis] | paper | 1 |
| 2015 | Tents, Tweets, and Events: The Interplay Between Ongoing Protests and Social Media In: Post-Print. [Citation analysis] | paper | 4 |
| 2015 | «Mathiness» et assurance In: Post-Print. [Citation analysis] | paper | 0 |
| 2015 | Segmentation et mutualisation, les deux faces dune même pièce? In: Post-Print. [Citation analysis] | paper | 2 |
| 2015 | BIG DATA : passer dune analyse de corrélation à une interprétation causale In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | Income Inequality Games In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2011 | Income inequality games.(2011) In: The Journal of Economic Inequality. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
| 2010 | Income Inequality Games.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2010 | Income Inequality Games.(2010) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2010 | Reinsurance, ruin and solvency issues: some pitfalls In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | On the return period of the 2003 heat wave In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2011 | On the return period of the 2003 heat wave.(2011) In: Climatic Change. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2010 | Natural Catastrophe Insurance: When Should the Government Intervene? In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Category-based Tail Comovement In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Generating Yield Curve Stress-Scenarios In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Prévision avec des copules en finance In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Local Utility and Multivariate Risk Aversion In: Mathematics of Operations Research. [Full Text][Citation analysis] | article | 1 |
| 2012 | Local Utility and Risk Aversion In: Sciences Po publications. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Erratum to: On the return period of the 2003 heat wave In: Climatic Change. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team