Arthur Charpentier

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Tails of multivariate Archimedean copulas

Arthur Charpentier, Johan Segers, J. Segers, 2009, J. Multivar. Anal..

Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective)

Arthur Charpentier, Mathieu Pigeon, Arthur Charpentier, 2016, 1602.08773.

Somewhere else, part 113

Arthur Charpentier, 2014 .

Computational Actuarial Science

Arthur Charpentier, 2014 .

Actuariat et data mining: prise en compte des dépendances

Arthur Charpentier, 2005, DMAS.

Kernel density estimation based on Ripley’s correction

Arthur Charpentier, Ewen Gallic, Arthur Charpentier, 2015, GeoInformatica.

Dynamic dependence ordering for Archimedean copulas and distorted copulas

Arthur Charpentier, Arthur Charpentier, 2008, Kybernetika.

Precision, with Imprecise Words

Arthur Charpentier, 2014 .

Somewhere else, part 83

Arthur Charpentier, 2012 .

Wind in Ireland: long memory or seasonal effect?

Arthur Charpentier, Jean-Christophe Bouette, Jean-François Chassagneux, 2006 .

SOA Webinar on Predictive Modeling

Arthur Charpentier, 2013 .

Advances in copula density estimation

Arthur Charpentier, 2007 .

End of the Teaching Year

Arthur Charpentier, 2014 .

Why pictures are so important when modeling data

Arthur Charpentier, 2012 .

Econom\'etrie et Machine Learning

Arthur Charpentier, Emmanuel Flachaire, Antoine Ly, 2017 .

May the 4th (be with you)

Arthur Charpentier, 2013 .

Le Mans Insurance & Finance Risk Colloquium

Arthur Charpentier, 2014 .

Working with "large" datasets, with dplyr and data.table

Arthur Charpentier, 2015 .

Extended Scale-Free Networks pdf

Arthur Charpentier, Emmanuel Flachaire, Emmanuel Flachaire, 2019, ArXiv.

Equidistant points on a map

Arthur Charpentier, 2013 .

Spatial and Temporal Viz of Gas Price, in France

Arthur Charpentier, 2016 .

Multivariate comonotonicity and multivariate dispersion orderings

Arthur Charpentier, 2011 .

Somewhere else, part 179

Arthur Charpentier, 2014 .

Copulas and tail dependence, part 1

Arthur Charpentier, Arthur Charpentier, 2012 .

From a random generator to a sample function

Arthur Charpentier, 2013 .

Second Workshop on Insurance Mathematics

Arthur Charpentier, 2012 .

Consecutive number and lottery

Arthur Charpentier, 2011 .

Bristish Statisticians and American Gangsters

Arthur Charpentier, 2013 .

Estimating allocations for Value-at-Risk portfolio optimization

Arthur Charpentier, Abder Oulidi, Arthur Charpentier, 2009, Math. Methods Oper. Res..

Review of 'Computational Actuarial Science, with R'

Arthur Charpentier, 2015 .

Local Utility and Multivariate Risk Aversion

Arthur Charpentier, Marc Henry, Alfred Galichon, 2012, Math. Oper. Res..

Supervised Classification, discriminant analysis

Arthur Charpentier, 2015 .

Removing Uncited References in a Tex File (with R)

Arthur Charpentier, 2014 .

The estimation of copulas : theory and practice

Olivier Scaillet, Jean-David Fermanian, Arthur Charpentier, 2007 .

R for actuarial science

Arthur Charpentier, 2013 .

Somewhere else, part 48

Arthur Charpentier, 2012 .

Beta kernel quantile estimators of heavy-tailed loss distributions

Arthur Charpentier, Abder Oulidi, Arthur Charpentier, 2010, Stat. Comput..

Using collaborative genealogy data to study migration: a research note

Arthur Charpentier, Ewen Gallic, Arthur Charpentier, 2019, The History of the Family.

Reverse Engineering with Correlated Features

Arthur Charpentier, 2016 .

Some Intuition About the Theory of Statistical Learning

Arthur Charpentier, 2015 .

Blogging in Academia

Arthur Charpentier, 2013 .

Somewhere else, part 184

Arthur Charpentier, 2013 .

Aggregated Data and Compositional Variables: Methodological Note

Arthur Charpentier, Enora Belz, 2019 .

Classification on the German Credit Database

Arthur Charpentier, 2016 .

Nice tutorials to discover R

Arthur Charpentier, 2013 .

Excel (and French people) are such a pain in the...

Arthur Charpentier, 2014 .

Ruin probability and infinite time

Arthur Charpentier, 2012 .

Principal component analysis: A generalized Gini approach

Arthur Charpentier, Stéphane Mussard, Téa Ouraga, 2019, Eur. J. Oper. Res..

Probit Transformation for Nonparametric Kernel Estimation of the Copula Density

Arthur Charpentier, Gery Geenens, Davy Paindaveine, 2014, 1404.4414.

Mathématiques de l'Assurance Non-Vie. Tome II: Tarification et Provisionnement

Arthur Charpentier, Michel Denuit, 2005 .

On the return period of the 2003 heat wave

Arthur Charpentier, Arthur Charpentier, 2011 .

Computational actuarial science with R

Arthur Charpentier, 2014 .

Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls

Arthur Charpentier, Johan Segers, 2006 .

Structures de dépendance et résultats limites avec applications en finance assurance

Arthur Charpentier, Arthur Charpentier, 2006 .

Log-Transform Kernel Density Estimation of Income Distribution

Arthur Charpentier, Emmanuel Flachaire, Emmanuel Flachaire, 2014 .

the Dirichlet distribution

Arthur Charpentier, Arthur Charpentier, 2012 .

Multivariate integer-valued autoregressive models applied to earthquake counts

Arthur Charpentier, Mathieu Boudreault, Arthur Charpentier, 2011, 1112.0929.