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2003 Heat Wave and its Return Period

Journal Article published in SSRN Electronic Journal

Authors: Arthur Charpentier

Convergence of Archimedean Copulas

Journal Article published in SSRN Electronic Journal

Authors: Arthur Charpentier, Johan Segers

Blogging in Academia, A Personal Experience

Journal Article published in SSRN Electronic Journal

Authors: Arthur Charpentier

Local Utility and Multivariate Risk Aversion

Journal Article published in SSRN Electronic Journal

Authors: Alfred Galichon, Marc Henry, Arthur Charpentier

Natural Catastrophe Insurance: How Should the Government Intervene?

Journal Article published in SSRN Electronic Journal

Authors: Arthur Charpentier, Benoit Le Maux

Local Utility and Multivariate Risk Aversion

Journal Article published in SSRN Electronic Journal

Authors: Arthur Charpentier, Alfred Galichon, Marc Henry

Estimating Allocations for Value-at-Risk Portfolio Optimzation

Journal Article published in SSRN Electronic Journal

Authors: Abder Oulidi, Arthur Charpentier

Dynamic Flood Modelling: Combining Hurst and Gumbel's Approach

Journal Article published in SSRN Electronic Journal

Authors: David Sibaï, Arthur Charpentier

Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls

Journal Article published in SSRN Electronic Journal

Authors: Arthur Charpentier, Johan Segers

Natural Catastrophe Insurance: When Should the Government Intervene?

Journal Article published in SSRN Electronic Journal

Authors: Arthur Charpentier, Benoit Le Maux