8747 documents matched the search for Arthur Charpentier in authors.
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Big Data, GAFA et Assurance,
Arthur Charpentier,
from HAL
(2019)
Quantifying fairness and discrimination in predictive models,
Arthur Charpentier,
from arXiv.org
(2022)
Dynamic dependence ordering for Archimedean copulas and distorted copulas,
Arthur Charpentier,
from HAL
(2008)
Keywords: Archimedean copulas,Cox model,dependence,distorted copulas,ordering AMS subject
Ajuster les tables de mortalité: le rôle des actuaires,
Arthur Charpentier,
from HAL
(2007)
Keywords: tables de mortalité,actuaires
Dynamic dependence ordering for Archimedean copulas and distorted copulas,
Arthur Charpentier,
from HAL
(2008)
Keywords: Archimedean copulas,Cox model,dependence,distorted copulas,ordering AMS subject
Pricing catastrophe options in incomplete markets,
Arthur Charpentier,
from HAL
(2008)
Keywords: catastrophe options,incomplete market,Gerber-Shiu
Insurability of climate risks,
Arthur Charpentier,
from HAL
(2008)
Keywords: cat bonds,global warming,insurability,large risks,natural catastrophes,reinsurance
Reinsurance, ruin and solvency issues: some pitfalls,
Arthur Charpentier,
from HAL
(2010)
Keywords: Dependence,Reinsurance,Ruin probability,Solvency requirements
On the return period of the 2003 heat wave,
Arthur Charpentier,
from HAL
(2010)
Keywords: Heat wave,long range dependence,return period,heavy tails,GARMA processes,SARIMA processes
An introduction to multivariate and dynamic risk measures,
Arthur Charpentier,
from HAL
(2018)
Insurability of Climate Risks,
Arthur Charpentier,
in The Geneva Papers on Risk and Insurance - Issues and Practice
(2008)
Erratum to: On the return period of the 2003 heat wave,
Arthur Charpentier,
in Climatic Change
(2011)
On the return period of the 2003 heat wave,
Arthur Charpentier,
in Climatic Change
(2011)
Prévision avec des copules en finance,
Arthur Charpentier,
from HAL
(2015)
Keywords: copules,GARCH,prévision,séries temporelles,finance,pétrole
Registered author: Arthur Charpentier
L'équité de l'apprentissage machine en assurance,
Laurence Barry and Arthur Charpentier,
from HAL
(2022)
L'équité de l'apprentissage machine en assurance,
Laurence Barry and Arthur Charpentier,
from HAL
(2022)
The Fairness of Machine Learning in Insurance: New Rags for an Old Man?,
Laurence Barry and Arthur Charpentier,
from arXiv.org
(2022)
Generating Yield Curve Stress-Scenarios,
Arthur Charpentier and Christophe Villa,
from HAL
(2010)
Keywords: Term structure,Yield curve,IRR,Stress-Testing,Scenario analysis,Principal Component Analysis,Independant Component Analy- sis.,Independant Component Analy- sis
Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective),
Arthur Charpentier and Mathieu Pigeon,
from HAL
(2016)
Keywords: Loss reserving, Clustering, Generalized Linear Mixed Models
Modeling earthquake dynamics,
Arthur Charpentier and Marilou Durand,
from HAL
(2015)
Keywords: seismic gap hypothesis,Duration,earthquakes,generalized linear models
«Mathiness» et assurance,
Arthur Charpentier and Beatrice Cherrier,
from HAL
(2015)
Keywords: mathiness, assurance, modèle actuariel
Tails of multivariate archimedean copulas,
Arthur Charpentier and Johan Segers,
from HAL
(2008)
Keywords: Archimedean copula,asymptotic independence,coefficient of tail dependence,complete monotonicity,domain of attraction,extreme value distribution,frailty model,regular variation,survival copula,tail dependence copula
Estimating allocations for Value-at-Risk portfolio optimization,
Arthur Charpentier and Abder Oulidi,
from HAL
(2009)
Keywords: Value-at-risk,optimization,portfolio,non-parametrics
Dynamic flood modeling: combining Hurst and Gumbel's approach,
Arthur Charpentier and David Sibaï,
from HAL
(2008)
Keywords: frequency analysis,bivariate point process,ACD models
Beta kernel quantile estimators of heavy-tailed loss distributions,
Arthur Charpentier and Abder Oulidi,
from HAL
(2010)
Keywords: Beta kernels,Champernowne distribution,Loss distributions,Quantile estimation,Transformed kernel,Value-at-risk
Aggregated Data and Compositional Variables: Methodological Note,
Enora Belz and Arthur Charpentier,
from HAL
(2019)
Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective),
Arthur Charpentier and Mathieu Pigeon,
in Risks
(2016)
Keywords: loss reserving; clustering; generalized linear mixed models
Tails of multivariate Archimedean copulas,
Arthur Charpentier and Johan Segers,
in Journal of Multivariate Analysis
(2009)
Keywords: Archimedean copula Asymptotic independence Clayton copula Coefficient of tail dependence Complete monotonicity Domain of attraction Extreme value distribution Frailty model Regular variation Survival copula Tail dependence copula
Données et Santé: valeurs, acteurs et enjeux,
Raphaël Suire and Charpentier Arthur,
from HAL
(2016)
Oaxaca-Blinder decomposition of changes in means and inequality: A simultaneous approach,
Arthur Charpentier and Emmanuel Flachaire,
in Economics Bulletin
(2024)
Keywords: Inequality, Oaxaca-Blinder decomposition, MLD index
LOG-TRANSFORM KERNEL DENSITY ESTIMATION OF INCOME DISTRIBUTION,
Arthur Charpentier and Emmanuel Flachaire,
in L'Actualité Economique
(2015)
Pareto Models for Top Incomes,
Arthur Charpentier and Emmanuel Flachaire,
from HAL
(2019)
Keywords: Pareto distribution,top incomes,inequality measures
Log-Transform Kernel Density Estimation of Income Distribution,
Arthur Charpentier and Emmanuel Flachaire,
from HAL
(2015)
Keywords: Economie quantitative
Pareto Models for Risk Management,
Arthur Charpentier and Emmanuel Flachaire,
from HAL
(2021)
Keywords: EPD,expected shortfall,financial risks,GPD,hill,pareto,quantile,rare events,regular variation,reinsurance,second order,value-at-risk
Pareto models for top incomes and wealth,
Arthur Charpentier and Emmanuel Flachaire,
from HAL
(2022)
Keywords: Pareto distribution,Top incomes,Inequality measures
Pareto Models for Top Incomes,
Arthur Charpentier and Emmanuel Flachaire,
from HAL
(2019)
Keywords: Pareto distribution,top incomes,inequality measures
Pareto models for risk management,
Arthur Charpentier and Emmanuel Flachaire,
from HAL
(2019)
Log-Transform Kernel Density Estimation of Income Distribution,
Arthur Charpentier and Emmanuel Flachaire,
from HAL
(2014)
Keywords: nonparametric density estimation,heavy-tail,income distribution,data transformation,lognormal kernel
Pareto models for risk management,
Arthur Charpentier and Emmanuel Flachaire,
from arXiv.org
(2019)
Income Inequality Games,
Arthur Charpentier and Stéphane Mussard,
from HAL
(2010)
Keywords: Inequality,Poverty,Shapley,Source decomposition.,Source decomposition
Income Inequality Games,
Arthur Charpentier and Stéphane Mussard,
from LAMETA, Universtiy of Montpellier
(2010)
Income inequality games,
Arthur Charpentier and Stéphane Mussard,
in The Journal of Economic Inequality
(2011)
Keywords: Inequality, Poverty, Shapley, Source decomposition, Subgroup decomposition, D31, D63,
Convergence of Archimedean copulas,
Arthur Charpentier and Johan Segers,
in Statistics & Probability Letters
(2008)
Keywords: Archimedean copula Generator Kendall distribution function
Lower tail dependence for Archimedean copulas: Characterizations and pitfalls,
Arthur Charpentier and Johan Segers,
in Insurance: Mathematics and Economics
(2007)
Pareto models for top incomes and wealth,
Arthur Charpentier and Emmanuel Flachaire,
in The Journal of Economic Inequality
(2022)
Keywords: Pareto distribution, Top incomes, Inequality measures
Estimating allocations for Value-at-Risk portfolio optimization,
Arthur Charpentier and Abder Oulidi,
in Mathematical Methods of Operations Research
(2009)
Keywords: Value-at-Risk, Optimization, Portfolio, Non-parametrics,
Pareto Models for Risk Management,
Arthur Charpentier and Emmanuel Flachaire,
from Springer
(2021)
Keywords: EPD, Expected shortfall, Financial risks, GPD, Hill, Pareto, Quantile, Rare events, Regular variation, Reinsurance, Second order, Value-at-risk
Convergence of Archimedean Copulas,
Arthur Charpentier and J.J.J. Segers,
from Tilburg University, Center for Economic Research
(2006)
Keywords: Archimedean copula; generator; Kendall distribution function
Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls,
Arthur Charpentier and J.J.J. Segers,
from Tilburg University, Center for Economic Research
(2006)
Keywords: Archimedean copula; regular variation; tail dependence; de Haan class
La démographie historique peut-elle tirer profit des données collaboratives des sites de généalogie ?,
Arthur Charpentier and Ewen Gallic,
in Population (french edition)
(2020)
Keywords: genealogy, collaborative data, fertility, mortality, migration, historical demography
Oaxaca-Blinder decomposition of changes in means and inequality: A simultaneous approach,
Arthur Charpentier and Emmanuel Flachaire,
from HAL
(2024)
Keywords: inequality Oaxaca-Blinder decomposition MLD index,inequality,Oaxaca-Blinder decomposition,MLD index
Kernel density estimation based on Ripley’s correction,
Arthur Charpentier and Ewen Gallic,
from HAL
(2016)
Keywords: spatial process,GIS,Kernel density estimation,polygons,Ripley’s circumference method,visualization,Border bias,edge correction,frontier
Income Inequality Games,
Arthur Charpentier and Stéphane Mussard,
from Departement d'économique de l'École de gestion à l'Université de Sherbrooke
(2010)
Keywords: Inequality, Poverty, Shapley, Source decomposition
Limiting Dependence Structure for Credit Defaults,
Arthur Charpentier and Alessandro Juri,
from Center for Research in Economics and Statistics
(2004)
Log-Transform Kernel Density Estimation of Income Distribution,
Arthur Charpentier and Emmanuel Flachaire,
from Aix-Marseille School of Economics, France
(2015)
Keywords: nonparametric density estimation, heavy-tail, income distribution, data transformation, lognormal kernel
Étude de la démographie française du XIXe siècle à partir de données collaboratives de généalogie,
Arthur Charpentier and Ewen Gallic,
from Aix-Marseille School of Economics, France
(2019)
Keywords: généalogie, données collaboratives, longévité, migration, XIXe siècle, R
Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains,
Arthur Charpentier, Arthur David and Romuald Elie,
from HAL
(2016)
Keywords: bonus malus, markov chains
Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains,
Arthur Charpentier, Arthur David and Romuald Elie,
in Risks
(2017)
Keywords: bonus hunger; bonus-malus; control; incentives; Markov Chains; reporting
Optimal transport on large networks, a practitioner's guide,
Arthur Charpentier, Alfred Galichon and Lucas Vernet,
from arXiv.org
(2019)
Segmentation et mutualisation, les deux faces d'une meme piece?,
Arthur Charpentier, Michel Denuit and Romuald Elie,
from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
(2015)
Weighted asymmetric least squares regression with fixed-effects,
Amadou Barry, Karim Oualkacha and Arthur Charpentier,
from arXiv.org
(2021)
Optimal transport on large networks a practitioner guide,
Arthur Charpentier, Alfred Galichon and Lucas Vernet,
from HAL
(2019)
Optimal transport on large networks a practitioner guide,
Arthur Charpentier, Alfred Galichon and Lucas Vernet,
from HAL
(2019)
Government Intervention in Catastrophe Insurance Markets: A Reinforcement Learning Approach,
Menna Hassan, Nourhan Sakr and Arthur Charpentier,
from arXiv.org
(2022)
Predicting Drought and Subsidence Risks in France,
Arthur Charpentier, Molly James and Hani Ali,
from arXiv.org
(2021)
Autocalibration and Tweedie-dominance for insurance pricing with machine learning,
Michel Denuit, Arthur Charpentier and Julien Trufin,
from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
(2021)
Keywords: Risk classification ; Method of marginal totals ; Tweedie distribution family ; Convex order ; Autocalibration
Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning,
Michel Denuit, Arthur Charpentier and Julien Trufin,
from arXiv.org
(2021)
Reinforcement Learning in Economics and Finance,
Arthur Charpentier, Romuald Elie and Carl Remlinger,
from arXiv.org
(2020)
BIG DATA: passer d'une analyse de corrélation à une interprétation causale,
Arthur Charpentier and Amadou Diogo Barry,
from HAL
(2015)
Keywords: assurance,variation de la sinistralité,big data
Local Utility and Multivariate Risk Aversion,
Arthur Charpentier, Alfred Galichon and Marc Henry,
from CIRANO
(2012)
Keywords: local utility, multivariate risk aversion, multivariate rank dependent utility, pessimism, multivariate Bickel-Lehmann dispersion,
Local Utility and Multivariate Risk Aversion,
Arthur Charpentier, Alfred Galichon and Marc Henry,
from arXiv.org
(2021)
Autocalibration and Tweedie-dominance for insurance pricing with machine learning,
Michel Denuit, Arthur Charpentier and Julien Trufin,
in Insurance: Mathematics and Economics
(2021)
Keywords: Risk classification; Method of marginal totals; Tweedie distribution family; Convex order; Autocalibration;
Principal Component Analysis: A Generalized Gini Approach,
Arthur Charpentier, Stéphane Mussard and Tea Ouraga,
from HAL
(2019)
Keywords: Generalized Gini,PCA,Robustness
Principal Component Analysis: A Generalized Gini Approach,
Arthur Charpentier, Stéphane Mussard and Tea Ouraga,
from HAL
(2019)
Principal component analysis: A generalized Gini approach,
Arthur Charpentier, Stéphane Mussard and Téa Ouraga,
in European Journal of Operational Research
(2021)
Keywords: (R) Multivariate statistics; Gini; PCA; Robustness;
Économétrie & Machine Learning,
Arthur Charpentier, Emmanuel Flachaire and Antoine Ly,
from HAL
(2018)
Keywords: apprentissage,données massives,modélisation,économétrie,moindres carrés
A new GEE method to account for heteroscedasticity using asymmetric least-square regressions,
Amadou Barry, Karim Oualkacha and Arthur Charpentier,
in Journal of Applied Statistics
(2022)
Natural catastrophe insurance: How should the government intervene?,
Arthur Charpentier and Benoît Le Maux,
from HAL
(2014)
Keywords: Insurance,Natural catastrophe,Externalities,Government intervention,Strong Nash equilibrium
Natural catastrophe insurance: How should the government intervene?,
Arthur Charpentier and Benoît Le Maux,
in Journal of Public Economics
(2014)
Keywords: Insurance; Natural catastrophe; Externalities; Government intervention; Strong Nash equilibrium;
Econometrics and Machine Learning,
Arthur Charpentier, Emmanuel Flachaire and Antoine Ly,
in Economie et Statistique / Economics and Statistics
(2018)
Econom\'etrie et Machine Learning,
Arthur Charpentier, Emmanuel Flachaire and Antoine Ly,
from arXiv.org
(2018)
Econometrics and Machine Learning,
Arthur Charpentier, Emmanuel Flachaire and Antoine Ly,
from HAL
(2018)
Keywords: learning,Big Data,econometrics,modelling,least squares
Natural Catastrophe Insurance: When Should the Government Intervene?,
Arthur Charpentier and Benoît Le Maux,
from HAL
(2010)
Keywords: Strong Nash equilibrium,Market Failure,Externalities,Ruin,Natural Catastrophe,Insurance,Government intervention
Local Utility and Risk Aversion,
Alfred Galichon, Arthur Charpentier and Marc Henry,
from HAL
(2012)
Keywords: Local utility,Multivariate risk aversion,Pessimism,Multivariate rand dependent utility,Multivariate Bickel-Lehmann dispersion
Reinforcement Learning in Economics and Finance,
Arthur Charpentier, Romuald Élie and Carl Remlinger,
in Computational Economics
(2023)
Keywords: Causality, Control, Machine learning, Markov decision process, Multi-armed bandits, Online-learning, Q-learning, Regret, Reinforcement learning, Rewards, Sequential learning
Optimal Transport for Counterfactual Estimation: A Method for Causal Inference,
Arthur Charpentier, Emmanuel Flachaire and Ewen Gallic,
from arXiv.org
(2023)
Optimal Transport for Counterfactual Estimation: A Method for Causal Inference,
Arthur Charpentier, Emmanuel Flachaire and Ewen Gallic,
from HAL
(2024)
Keywords: Causality,Conditional Average Treatment Effects,CATE,Counterfactual,Mutatis Mutandis,Optimal Transport,Quantiles
Modeling Joint Lives within Families,
Olivier Cabrignac, Arthur Charpentier and Ewen Gallic,
from arXiv.org
(2020)
Probit Transformation for Nonparametric Kernel Estimation of the Copula Density,
Gery Geenens, Arthur Charpentier and Davy Paindaveine,
from ULB -- Universite Libre de Bruxelles
(2014)
Keywords: copula density; transformation kernel density estimator; boundary bias; unbounded Density; local likelihood density estimation
Alternative fixed-effects panel model using weighted asymmetric least squares regression,
Amadou Barry, Karim Oualkacha and Arthur Charpentier,
in Statistical Methods & Applications
(2023)
Keywords: Expectile regression, Quantile regression, Fixed effects, Within-transformation, Endogenous model, Panel data.
Quel avenir pour les probabilités prédictives en assurance ?,
Arthur Charpentier, Laurence Barry and Ewen Gallic,
from HAL
(2019)
Modeling Joint Lives within Families,
Olivier Cabrignac, Arthur Charpentier and Ewen Gallic,
from HAL
(2020)
Keywords: annuities,collaborative data,dependence,family history,genealogy,grandparents-grandchildren,information,joint life insurance,parents-children,whole life insurance
Local Utility and Multivariate Risk Aversion,
Arthur Charpentier, Alfred Galichon and Marc Henry,
from CIRJE, Faculty of Economics, University of Tokyo
(2012)
Autocalibration and Tweedie-dominance for insurance pricing with machine learning,
Michel Denuit, Arthur Charpentier and Julien Trufin,
from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
(2021)
Keywords: Risk classification ; Tweedie distribution family ; Concentration curve ; Bregman loss ; Convex order
Modeling Joint Lives within Families,
Olivier Cabrignac, Arthur Charpentier and Ewen Gallic,
from Aix-Marseille School of Economics, France
(2020)
Keywords: annuities; collaborative data; dependence; family history; genealogy; grandparents-grandchildren; information; joint life insurance; parents-children; whole life insurance
Changement climatique et Assurance,
Arthur Charpentier, Anne Eyraud-Loisel, Alexis Hannart and Julien Tomas,
from HAL
(2016)
Category-based Tail Comovement,
Arthur Charpentier, Emilios C. Galariotis and Christophe Villa,
from HAL
(2009)
Keywords: Interest rates,Yield curve,ICA,PCA
Multivariate Archimax copulas,
Arthur Charpentier, A.-L. Fougères, C. Genest and J.G. Nešlehová,
in Journal of Multivariate Analysis
(2014)
Keywords: Archimedean copula; Domain of attraction; Multivariate extreme-value distribution; Stable tail dependence function; Williamson d-transform;
Segmentation et mutualisation, les deux faces d'une même pièce?,
Arthur Charpentier, Michel M. Denuit and Romuald Elie,
from HAL
(2015)
Keywords: solidarité,mutualisation des risques
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