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Beta kernel quantile estimators of heavy-tailed loss distributions

Journal Article published 30 Jan 2009 in Statistics and Computing volume 20 issue 1 on pages 35 to 55

Authors: Arthur Charpentier, Abder Oulidi

On the return period of the 2003 heat wave

Journal Article published 14 Dec 2010 in Climatic Change volume 109 issue 3-4 on pages 245 to 260

Authors: Arthur Charpentier

Income inequality games

Journal Article published 25 May 2011 in The Journal of Economic Inequality volume 9 issue 4 on pages 529 to 554

Authors: Arthur Charpentier, Stéphane Mussard

Estimating allocations for Value-at-Risk portfolio optimization

Journal Article published 2 Sep 2008 in Mathematical Methods of Operations Research volume 69 issue 3 on pages 395 to 410

Authors: Arthur Charpentier, Abder Oulidi

Log-Transform Kernel Density Estimation of Income Distribution

Journal Article published 2015 in L'Actualité économique volume 91 issue 1-2 on page 141

Authors: Arthur Charpentier, Emmanuel Flachaire

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

Journal Article published 14 May 2016 in Risks volume 4 issue 2 on page 12

Authors: Arthur Charpentier, Mathieu Pigeon

Tents, Tweets, and Events: The Interplay between Ongoing Protests and Social Media

Journal Article published in SSRN Electronic Journal

Authors: Marco T. Bastos, Dan Mercea, Arthur Charpentier

Local Utility and Multivariate Risk Aversion

Journal Article published May 2016 in Mathematics of Operations Research volume 41 issue 2 on pages 466 to 476

Authors: Arthur Charpentier, Alfred Galichon, Marc Henry

Lower tail dependence for Archimedean copulas: Characterizations and pitfalls

Journal Article published May 2007 in Insurance: Mathematics and Economics volume 40 issue 3 on pages 525 to 532

Authors: Arthur Charpentier, Johan Segers

Probit transformation for nonparametric kernel estimation of the copula density

Journal Article published Aug 2017 in Bernoulli volume 23 issue 3 on pages 1848 to 1873

Authors: Gery Geenens, Arthur Charpentier, Davy Paindaveine