7
H index
7
i10 index
243
Citations
Arthur Charpentier : Citation Profile
Université de Rennes | RESEARCH PRODUCTION: 15 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 |
|---|---|
| Climatic Change | 3 |
| Journal of Multivariate Analysis | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 17 |
| Working Papers / HAL | 10 |
Recent works citing Arthur Charpentier (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation. (2024). Yang, Fan ; Tan, Ken Seng ; Cui, Hengxin. In: Papers. RePEc:arx:papers:2411.06640. Full description at Econpapers || Download paper |
| 2025 | Disaster Risk Financing through Taxation: A Framework for Regional Participation in Collective Risk-Sharing. (2025). Niakh, Fallou ; Charpentier, Arthur ; Hillairet, Caroline ; Ratz, Philipp. In: Papers. RePEc:arx:papers:2506.18895. Full description at Econpapers || Download paper |
| 2026 | Flood shocks, heterogeneous risk exposure, and housing market dynamics in China. (2026). Zhang, Ning ; Zhao, YU ; Yang, Yichen. In: Journal of Development Economics. RePEc:eee:deveco:v:178:y:2026:i:c:s0304387825001324. Full description at Econpapers || Download paper |
| 2025 | Do climate risks impede green innovation?. (2025). Zhai, Jia ; Cheng, Peng ; Quan, Siying. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003825. Full description at Econpapers || Download paper |
| 2024 | Pure risk, agency conflict, and hedging. (2024). Zheng, Wenyuan ; Li, Bingqing ; Chen, LU. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002085. Full description at Econpapers || Download paper |
| 2025 | Climate risk and firms’ R&D investment: Evidence from China. (2025). Wang, Chao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025002291. Full description at Econpapers || Download paper |
| 2025 | The heavy-tail behavior of the difference of two dependent random variables. (2025). Chen, Yiqing. In: Statistics & Probability Letters. RePEc:eee:stapro:v:218:y:2025:i:c:s0167715224002761. Full description at Econpapers || Download paper |
| 2025 | Catastrophe insurance decision making when the science is uncertain. (2025). Bradley, Richard. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:122339. Full description at Econpapers || Download paper |
| 2024 | Catastrophe insurance decision making when the science is uncertain. (2024). Bradley, Richard. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:122508. Full description at Econpapers || Download paper |
| 2025 | Insuring the future - the insurance industry’s role in climate change mitigation. (2025). Price, Colin ; Palatnik, Ruslana Rachel ; Nabriski, Moran. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05493-5. Full description at Econpapers || Download paper |
| 2024 | Unveiling extreme dependencies between oil price shocks and inflation in Tunisia: Insights from a copula dcc garch approach. (2024). Jeguirim, Khaled ; Ben Salem, Leila. In: MPRA Paper. RePEc:pra:mprapa:121616. Full description at Econpapers || Download paper |
| 2024 | Looking behind the facade of the Feldstein-Horioka puzzle. (2024). Dąbrowski, Marek ; Dbrowski, Marek A ; Acedaski, Jan. In: MPRA Paper. RePEc:pra:mprapa:122800. Full description at Econpapers || Download paper |
| 2024 | Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation. (2024). Yang, Fan ; Tan, Ken Seng ; Cui, Hengxin. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-022-04717-0. Full description at Econpapers || Download paper |
| 2024 | A Public–Private Insurance Model for Disaster Risk Management: An Application to Italy. (2024). Pammolli, Fabio ; Gnecco, Giorgio ; Perazzini, Selene. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:10:y:2024:i:1:d:10.1007_s40797-022-00210-6. Full description at Econpapers || Download paper |
| 2024 | Unveiling Portfolio Resilience: Harnessing Asymmetric Copulas for Dynamic Risk Assessment in the Knowledge Economy. (2024). Li, Xia. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:3:d:10.1007_s13132-023-01503-6. Full description at Econpapers || Download paper |
| 2024 | Tropical cyclone risk assessment reflecting the climate change trend: the case of South Korea. (2024). Jung, Kwangmin ; Lee, Seungjoon ; Kam, Jonghun. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:120:y:2024:i:6:d:10.1007_s11069-024-06428-0. Full description at Econpapers || Download paper |
| 2025 | Joint frequency analysis of streamflow and sediment amount with copula functions in the Kızlırmak Basin, Turkey. (2025). Baykal, Tahsin. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:121:y:2025:i:4:d:10.1007_s11069-024-06966-7. Full description at Econpapers || Download paper |
| 2024 | Permutation test of tail dependence. (2024). Brborovi, Darko ; Basrak, Bojan. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:1:d:10.1007_s10260-023-00723-z. Full description at Econpapers || Download paper |
| 2025 | The limiting distribution of a bivariate random vector under univariate truncation. (2025). Jaworski, P ; Ignazzi, C ; Durante, F. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:2:d:10.1007_s00362-025-01663-4. 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 | 1 |
| 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: 1 | 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 | 59 |
| 2008 | Tails of multivariate archimedean copulas.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 59 | 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 | 24 |
| 2014 | Natural catastrophe insurance: How should the government intervene?.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | 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 | 37 |
| 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: 37 | 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 | 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 |
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