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Lower tail dependence for Archimedean copulas : characterizations and pitfalls

Charpentier, Arthur; Segers, Johan - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 525-532

Persistent link: https://www.econbiz.de/10003755787

Insurability of climate risks

Charpentier, Arthur - In: The Geneva papers on risk and insurance - issues and … 33 (2008) 1, pp. 91-109

Persistent link: https://www.econbiz.de/10003608101

Estimating allocations for Value-at-Risk portfolio optimization

Charpentier, Arthur; Oulidi, Abder - In: Mathematical methods of operations research 69 (2009) 3, pp. 395-410

Persistent link: https://www.econbiz.de/10003858251

Income inequality games

Charpentier, Arthur; Mussard, Stéphane - In: Journal of economic inequality 9 (2011) 4, pp. 529-554

Persistent link: https://www.econbiz.de/10009506827

Macro vs. micro methods in non-life claims reserving (an econometric perspective)

Charpentier, Arthur; Pigeon, Mathieu - In: Risks : open access journal 4 (2016) 2, pp. 1-18

Traditionally, actuaries have used run-off triangles to estimate reserve ("macro" models, on aggregated data). However, it is possible to model payments related to individual claims. If those models provide similar estimations, we investigate uncertainty related to reserves with "macro" and...

Persistent link: https://www.econbiz.de/10011507357

Local utility and multivariate risk aversion

Charpentier, Arthur; Galichon, Alfred; Henry, Marc - In: Mathematics of operations research 41 (2016) 2, pp. 466-476

Persistent link: https://www.econbiz.de/10011520461

The "mother of all puzzles" at thirty: a meta-analysis

Tavéra, Christophe; Poutineau, Jean-Christophe; … - In: International economics : a journal published by CEPII … 141 (2015), pp. 80-96

Persistent link: https://www.econbiz.de/10011539489

Natural catastrophe insurance : how should the government intervene?

Charpentier, Arthur; Le Maux, Benoît - In: Journal of public economics 115 (2014), pp. 1-17

Persistent link: https://www.econbiz.de/10010491064

Insurance against natural catastrophes : balancing actuarial fairness and social solidarity

Charpentier, Arthur; Barry, Laurence; James, Molly R. - In: The Geneva papers on risk and insurance - issues and … 47 (2022) 1, pp. 50-78

Persistent link: https://www.econbiz.de/10012797119

Principal component analysis : a generalized Gini approach

Charpentier, Arthur; Mussard, Stéphane; Ouraga, Téa - In: European journal of operational research : EJOR 294 (2021) 1, pp. 236-249

Persistent link: https://www.econbiz.de/10012591358