Edit Profile (opens in new tab) Charpentier, Arthur Co-Author Distance Author ID: charpentier.arthur Published as: Charpentier, Arthur; Charpentier, A. External Links: MGP · ORCID · Wikidata · Twitter · dblp · GND · IdRef · theses.fr Documents Indexed: 16 Publications since 2006 1 Contribution as Editor Software Indexed: 3 Packages Co-Authors: 23 Co-Authors with 15 Joint Publications 649 Co-Co-Authors all top 5 Co-Authors 2 single-authored 3 Segers, Johan 2 Barry, Amadou Diogo 2 Oualkacha, Karim 1 Denuit, Michel M. 1 Elie, Romuald 1 Fougères, Anne-Laure 1 Foutel-Rodier, Félix 1 Galichon, Alfred 1 Geenens, Gery 1 Genest, Christian 1 Guérin, Hélène 1 Henry, Marc 1 Juri, Alessandro 1 Laurière, Mathieu 1 Moriah, Mulah 1 Mussard, Stéphane 1 Nešlehová, Johanna G. 1 Oulidi, Abder 1 Ouraga, Téa 1 Paindaveine, Davy 1 Tran, Viet Chi 1 Trufin, Julien 1 Vermet, Franck all top 5 Serials 2 Journal of Multivariate Analysis 2 Insurance Mathematics & Economics 1 Journal of Mathematical Biology 1 Journal of Applied Probability 1 Kybernetika 1 Mathematics of Operations Research 1 Statistics & Probability Letters 1 European Journal of Operational Research 1 Bernoulli 1 Mathematical Methods of Operations Research 1 Journal of Applied Statistics 1 Statistical Methods and Applications 1 Mathematical Modelling of Natural Phenomena 1 European Actuarial Journal 1 Chapman & Hall/CRC The R Series all top 5 Fields 10 Statistics (62-XX) 5 Probability theory and stochastic processes (60-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Biology and other natural sciences (92-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Computer science (68-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 13 Publications have been cited 248 times in 211 Documents Cited by ▼ Year ▼ Tails of multivariate Archimedean copulas. Zbl 1165.62038 Charpentier, Arthur; Segers, Johan 75 2009 Multivariate Archimax copulas. Zbl 1349.62173 Charpentier, A.; Fougères, A.-L.; Genest, C.; Nešlehová, J. G. 35 2014 Limiting dependence structures for tail events, with applications to credit derivatives. Zbl 1117.62049 Charpentier, Arthur; Juri, Alessandro 31 2006 Lower tail dependence for Archimedean copulas: characterizations and pitfalls. Zbl 1183.62086 Charpentier, Arthur; Segers, Johan 27 2007 Probit transformation for nonparametric kernel estimation of the copula density. Zbl 1392.62101 Geenens, Gery; Charpentier, Arthur; Paindaveine, Davy 19 2017 COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability. Zbl 1467.92182 Charpentier, Arthur; Elie, Romuald; Laurière, Mathieu; Tran, Viet Chi 17 2020 Convergence of Archimedean copulas. Zbl 1139.62303 Charpentier, Arthur; Segers, Johan 15 2008 Autocalibration and Tweedie-dominance for insurance pricing with machine learning. Zbl 1475.91295 Denuit, Michel; Charpentier, Arthur; Trufin, Julien 11 2021 Estimating allocations for value-at-risk portfolio optimization. Zbl 1169.90418 Charpentier, Arthur; Oulidi, Abder 7 2009 Computational actuarial science with R. Zbl 1293.91002 4 2015 Dynamic dependence ordering for Archimedean copulas and distorted copulas. Zbl 1196.62054 Charpentier, Arthur 3 2008 A new GEE method to account for heteroscedasticity using asymmetric least-square regressions. Zbl 07611116 Barry, Amadou; Oualkacha, Karim; Charpentier, Arthur 3 2022 Alternative fixed-effects panel model using weighted asymmetric least squares regression. Zbl 07770406 Barry, Amadou; Oualkacha, Karim; Charpentier, Arthur 1 2023 Alternative fixed-effects panel model using weighted asymmetric least squares regression. Zbl 07770406 Barry, Amadou; Oualkacha, Karim; Charpentier, Arthur 1 2023 A new GEE method to account for heteroscedasticity using asymmetric least-square regressions. Zbl 07611116 Barry, Amadou; Oualkacha, Karim; Charpentier, Arthur 3 2022 Autocalibration and Tweedie-dominance for insurance pricing with machine learning. Zbl 1475.91295 Denuit, Michel; Charpentier, Arthur; Trufin, Julien 11 2021 COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability. Zbl 1467.92182 Charpentier, Arthur; Elie, Romuald; Laurière, Mathieu; Tran, Viet Chi 17 2020 Probit transformation for nonparametric kernel estimation of the copula density. Zbl 1392.62101 Geenens, Gery; Charpentier, Arthur; Paindaveine, Davy 19 2017 Computational actuarial science with R. Zbl 1293.91002 4 2015 Multivariate Archimax copulas. Zbl 1349.62173 Charpentier, A.; Fougères, A.-L.; Genest, C.; Nešlehová, J. G. 35 2014 Tails of multivariate Archimedean copulas. Zbl 1165.62038 Charpentier, Arthur; Segers, Johan 75 2009 Estimating allocations for value-at-risk portfolio optimization. Zbl 1169.90418 Charpentier, Arthur; Oulidi, Abder 7 2009 Convergence of Archimedean copulas. Zbl 1139.62303 Charpentier, Arthur; Segers, Johan 15 2008 Dynamic dependence ordering for Archimedean copulas and distorted copulas. Zbl 1196.62054 Charpentier, Arthur 3 2008 Lower tail dependence for Archimedean copulas: characterizations and pitfalls. Zbl 1183.62086 Charpentier, Arthur; Segers, Johan 27 2007 Limiting dependence structures for tail events, with applications to credit derivatives. Zbl 1117.62049 Charpentier, Arthur; Juri, Alessandro 31 2006 all cited Publications top 5 cited Publications all top 5 Cited by 341 Authors 15 Jaworski, Piotr 12 Durante, Fabrizio 7 Mai, Jan-Frederik 7 Nešlehová, Johanna G. 6 Charpentier, Arthur 6 Fernández-Sánchez, Juan 6 Genest, Christian 6 Hashorva, Enkelejd 6 Hofert, Marius 6 Trutschnig, Wolfgang 5 Bücher, Axel 5 Di Bernardino, Elena 5 Foschi, Rachele 5 Hua, Lei 5 Rullière, Didier 5 Segers, Johan 4 Czado, Claudia 4 Falk, Michael 4 Kasper, Thimo M. 4 Okhrin, Ostap 4 Scherer, Matthias 4 Wüthrich, Mario Valentin 3 Bagré, Remi Guillaume 3 Barro, Diakarya 3 Denuit, Michel M. 3 Fuchs, Sebastian L. 3 Joe, Harry 3 Loyara, Vini Yves Bernadin 3 Maume-Deschamps, Véronique 3 Spizzichino, Fabio L. 3 Tang, Qihe 3 Trufin, Julien 3 Volgushev, Stanislav 2 Ahmadi Javid, Amir 2 Asimit, Alexandru V. 2 Aulbach, Stefan 2 Aurell, Alexander 2 Bere, Frederic 2 Carmona, René A. 2 Cossette, Hélène 2 Dayanıklı, Gökçe 2 Durante, Fabrizio 2 Dutang, Christophe 2 Escudero, Laureano Fernando 2 Geenens, Gery 2 Gijbels, Irène 2 Goegebeur, Yuri 2 Górecki, Jan 2 Guillou, Armelle 2 Ji, Lanpeng 2 Laurière, Mathieu 2 Li, Jinzhu 2 Lindholm, Mathias 2 Mamane, Salha 2 Marceau, Étienne 2 Mesiar, Radko 2 Min, Aleksey 2 Mulinacci, Sabrina 2 Nagler, Thomas 2 Otneim, Håkon 2 Perrone, Elisa 2 Prasad, Avinash 2 Prieur, Clémentine 2 Robert, Christian-Yann 2 Schenk, Steffen 2 Seck, Cheikh Tidiane 2 Shi, Yimin 2 Siburg, Karl Friedrich 2 Strothmann, Christopher 2 Tjøstheim, Dag B. 2 Verdebout, Thomas 2 Weng, Chengguo 2 Wisheckel, Florian 2 Wysocki, Włodzimierz 2 Xie, Jiehua 2 Yang, Jingping 2 Yuan, Zhongyi 2 Zhang, Chunfang 2 Zhang, Yi 2 Ziegel, Johanna F. 2 Zou, Nan 1 Afuecheta, Emmanuel 1 Aivaliotis, Georgios 1 Alemany, Ramon 1 Alfandari, Laurent 1 Alonso-Ayuso, Antonio 1 Andersen, Lars Nørvang 1 Araceli Garín, María 1 Arias-Nicolás, José Pablo 1 Balakrishnan, Narayanaswamy 1 Barry, Amadou Diogo 1 Basrak, Bojan 1 Bassan, Bruno 1 Beare, Brendan K. 1 Bejarano, Valeria 1 Belzile, Léo R. 1 Belzunce, Félix 1 Bernardino, E. Di 1 Bernhart, German 1 Bingham, Nicholas Hugh ...and 241 more Authors all top 5 Cited in 83 Serials 27 Journal of Multivariate Analysis 18 Insurance Mathematics & Economics 15 Dependence Modeling 7 Communications in Statistics. Theory and Methods 6 Journal of Mathematical Analysis and Applications 6 Fuzzy Sets and Systems 6 Statistics & Probability Letters 6 European Journal of Operational Research 6 European Actuarial Journal 5 Applied Stochastic Models in Business and Industry 4 Statistics and Computing 3 Journal of Statistical Planning and Inference 3 Statistics 3 Computational Statistics and Data Analysis 3 Extremes 3 Methodology and Computing in Applied Probability 3 Scandinavian Actuarial Journal 3 Statistical Methods and Applications 3 Statistics & Risk Modeling 2 The Annals of Statistics 2 International Journal of Mathematics and Mathematical Sciences 2 Kybernetika 2 South African Statistical Journal 2 Computers & Operations Research 2 Communications in Statistics. Simulation and Computation 2 Journal of Statistical Computation and Simulation 2 Bernoulli 2 North American Actuarial Journal 2 Sankhyā. Series A 1 Advances in Applied Probability 1 Journal of Mathematical Biology 1 Annals of the Institute of Statistical Mathematics 1 Applied Mathematics and Computation 1 Biometrics 1 Journal of the American Statistical Association 1 Journal of Applied Probability 1 Journal of Econometrics 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 SIAM Journal on Control and Optimization 1 Statistica 1 Systems & Control Letters 1 Revista Colombiana de Estadística 1 International Journal of Approximate Reasoning 1 Journal of Theoretical Probability 1 Annals of Operations Research 1 Test 1 Applied Mathematics. Series B (English Edition) 1 Statistical Papers 1 Journal of Nonparametric Statistics 1 Mathematical Problems in Engineering 1 Finance and Stochastics 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Soft Computing 1 Journal of Applied Statistics 1 Communications de la Faculté des Sciences de l’Université d’Ankara. Séries A1. Mathematics and Statistics 1 Communications in Nonlinear Science and Numerical Simulation 1 Probability in the Engineering and Informational Sciences 1 Acta et Commentationes Universitatis Tartuensis de Mathematica 1 Econometric Theory 1 Discrete and Continuous Dynamical Systems. Series B 1 ASTIN Bulletin 1 SORT. Statistics and Operations Research Transactions 1 REVSTAT 1 Journal of Industrial and Management Optimization 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 European Journal of Pure and Applied Mathematics 1 AStA. Advances in Statistical Analysis 1 Electronic Journal of Statistics 1 Advances and Applications in Discrete Mathematics 1 Probability Surveys 1 Journal of Business and Economic Statistics 1 Journal of Computational and Graphical Statistics 1 Wiley Interdisciplinary Reviews. WIREs Computational Statistics 1 Dynamic Games and Applications 1 Journal of Mathematics in Industry 1 Research in the Mathematical Sciences 1 Journal of the Japan Statistical Society. Japanese Issue 1 AIMS Mathematics 1 Computational and Mathematical Biophysics 1 Japanese Journal of Statistics and Data Science 1 Statistical Theory and Related Fields 1 SN Operations Research Forum 1 Environmetrics all top 5 Cited in 16 Fields 175 Statistics (62-XX) 62 Probability theory and stochastic processes (60-XX) 46 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Biology and other natural sciences (92-XX) 10 Operations research, mathematical programming (90-XX) 9 Numerical analysis (65-XX) 3 Systems theory; control (93-XX) 2 Combinatorics (05-XX) 2 Partial differential equations (35-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Computer science (68-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Special functions (33-XX) 1 Integral transforms, operational calculus (44-XX) 1 General topology (54-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.