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Charpentier, Arthur

Author ID: charpentier.arthur Recent zbMATH articles by "Charpentier, Arthur"
Published as: Charpentier, Arthur; Charpentier, A.
External Links: MGP · ORCID · dblp

Publications by Year

Citations contained in zbMATH Open

12 Publications have been cited 210 times in 175 Documents Cited by Year
Tails of multivariate Archimedean copulas. Zbl 1165.62038
Charpentier, Arthur; Segers, Johan
70
2009
Multivariate Archimax copulas. Zbl 1349.62173
Charpentier, A.; Fougères, A.-L.; Genest, C.; Nešlehová, J. G.
31
2014
Limiting dependence structures for tail events, with applications to credit derivatives. Zbl 1117.62049
Charpentier, Arthur; Juri, Alessandro
30
2006
Lower tail dependence for Archimedean copulas: characterizations and pitfalls. Zbl 1183.62086
Charpentier, Arthur; Segers, Johan
26
2007
Convergence of Archimedean copulas. Zbl 1139.62303
Charpentier, Arthur; Segers, Johan
14
2008
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
12
2020
Probit transformation for nonparametric kernel estimation of the copula density. Zbl 1392.62101
Geenens, Gery; Charpentier, Arthur; Paindaveine, Davy
12
2017
Estimating allocations for value-at-risk portfolio optimization. Zbl 1169.90418
Charpentier, Arthur; Oulidi, Abder
6
2009
Computational actuarial science with R. Zbl 1293.91002
3
2015
Autocalibration and Tweedie-dominance for insurance pricing with machine learning. Zbl 1475.91295
Denuit, Michel; Charpentier, Arthur; Trufin, Julien
3
2021
Dynamic dependence ordering for Archimedean copulas and distorted copulas. Zbl 1196.62054
Charpentier, Arthur
2
2008
A new GEE method to account for heteroscedasticity using asymmetric least-square regressions. Zbl 07611116
Barry, Amadou; Oualkacha, Karim; Charpentier, Arthur
1
2022
A new GEE method to account for heteroscedasticity using asymmetric least-square regressions. Zbl 07611116
Barry, Amadou; Oualkacha, Karim; Charpentier, Arthur
1
2022
Autocalibration and Tweedie-dominance for insurance pricing with machine learning. Zbl 1475.91295
Denuit, Michel; Charpentier, Arthur; Trufin, Julien
3
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
12
2020
Probit transformation for nonparametric kernel estimation of the copula density. Zbl 1392.62101
Geenens, Gery; Charpentier, Arthur; Paindaveine, Davy
12
2017
Computational actuarial science with R. Zbl 1293.91002
3
2015
Multivariate Archimax copulas. Zbl 1349.62173
Charpentier, A.; Fougères, A.-L.; Genest, C.; Nešlehová, J. G.
31
2014
Tails of multivariate Archimedean copulas. Zbl 1165.62038
Charpentier, Arthur; Segers, Johan
70
2009
Estimating allocations for value-at-risk portfolio optimization. Zbl 1169.90418
Charpentier, Arthur; Oulidi, Abder
6
2009
Convergence of Archimedean copulas. Zbl 1139.62303
Charpentier, Arthur; Segers, Johan
14
2008
Dynamic dependence ordering for Archimedean copulas and distorted copulas. Zbl 1196.62054
Charpentier, Arthur
2
2008
Lower tail dependence for Archimedean copulas: characterizations and pitfalls. Zbl 1183.62086
Charpentier, Arthur; Segers, Johan
26
2007
Limiting dependence structures for tail events, with applications to credit derivatives. Zbl 1117.62049
Charpentier, Arthur; Juri, Alessandro
30
2006
all top 5

Cited by 281 Authors

14 Durante, Fabrizio
14 Jaworski, Piotr
7 Mai, Jan-Frederik
6 Charpentier, Arthur
6 Fernández-Sánchez, Juan
6 Hashorva, Enkelejd
6 Hofert, Marius
6 Nešlehová, Johanna G.
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 Genest, Christian
4 Scherer, Matthias
3 Barro, Diakarya
3 Fuchs, Sebastian L.
3 Joe, Harry
3 Kasper, Thimo M.
3 Maume-Deschamps, Véronique
3 Spizzichino, Fabio L.
3 Tang, Qihe
3 Volgushev, Stanislav
2 Ahmadi Javid, Amir
2 Asimit, Alexandru V.
2 Aulbach, Stefan
2 Aurell, Alexander
2 Bagré, Remi Guillaume
2 Carmona, René A.
2 Cossette, Hélène
2 Dayanıklı, Gökçe
2 Dutang, Christophe
2 Escudero, Laureano Fernando
2 Geenens, Gery
2 Goegebeur, Yuri
2 Górecki, Jan
2 Guillou, Armelle
2 Laurière, Mathieu
2 Li, Jinzhu
2 Loyara, Vini Yves Bernadin
2 Marceau, Étienne
2 Mesiar, Radko
2 Min, Aleksey
2 Nagler, Thomas
2 Okhrin, Ostap
2 Otneim, Håkon
2 Perrone, Elisa
2 Prasad, Avinash
2 Prieur, Clémentine
2 Robert, Christian-Yann
2 Schenk, Steffen
2 Shi, Yimin
2 Tjøstheim, Dag B.
2 Wisheckel, Florian
2 Wüthrich, Mario Valentin
2 Wysocki, Włodzimierz
2 Xie, Jiehua
2 Yang, Jingping
2 Yuan, Zhongyi
2 Zhang, Chunfang
2 Zou, Nan
1 Afuecheta, Emmanuel
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 Bassan, Bruno
1 Beare, Brendan K.
1 Belzile, Léo R.
1 Belzunce, Félix
1 Bere, Frederic
1 Bernardino, E. Di
1 Bernhart, German
1 Bingham, Nicholas Hugh
1 Biswas, Debajyoti
1 Braekers, Roel
1 Carvallo, Felipe
1 Caulkins, Jonathan P.
1 Chan, Stephen Chi-fai
1 Chaoubi, Ihsan
1 Chatelain, Simon
1 Chauvigny, Matthieu
1 Chavez-Demoulin, Valérie
1 Chen, Xiaowei
1 Chong, Wing Fung
1 Choudhry, Taufiq
1 Cirillo, Pasquale
1 Claeskens, Gerda
1 Coblenz, Maximilian
1 Constantinescu, Corina D.
1 Dalkilic, Turkan Erbay
1 Das, Bikramjit
...and 181 more Authors
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Cited in 71 Serials

22 Journal of Multivariate Analysis
15 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
3 Journal of Statistical Planning and Inference
3 Statistics
3 Computational Statistics and Data Analysis
3 Extremes
3 European Actuarial Journal
3 Statistics & Risk Modeling
2 The Annals of Statistics
2 Kybernetika
2 Journal of Statistical Computation and Simulation
2 Bernoulli
2 Methodology and Computing in Applied Probability
2 Applied Stochastic Models in Business and Industry
2 Scandinavian Actuarial Journal
2 Statistical Methods and Applications
2 Sankhyā. Series A
2 Statistics and Computing
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 International Journal of Mathematics and Mathematical Sciences
1 Journal of the American Statistical Association
1 Journal of Applied Probability
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 Computers & Operations Research
1 Journal of Theoretical Probability
1 Communications in Statistics. Simulation and Computation
1 Test
1 Applied Mathematics. Series B (English Edition)
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 North American Actuarial Journal
1 SORT. Statistics and Operations Research Transactions
1 REVSTAT
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 Computational and Graphical Statistics
1 Dynamic Games and Applications
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

Citations by Year