Arthur Charpentier

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimal vaccination policy to prevent endemicity: a stochastic model Journal of Mathematical Biology	2025-01-09	Paper
Measuring and mitigating biases in motor insurance pricing European Actuarial Journal	2024-12-05	Paper
Alternative fixed-effects panel model using weighted asymmetric least squares regression Statistical Methods and Applications	2023-11-24	Paper
A new GEE method to account for heteroscedasticity using asymmetric least-square regressions Journal of Applied Statistics	2022-11-02	Paper
Autocalibration and Tweedie-dominance for insurance pricing with machine learning Insurance Mathematics & Economics	2021-11-19	Paper
Autocalibration and Tweedie-dominance for insurance pricing with machine learning Insurance Mathematics & Economics	2021-11-19	Paper
COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability Mathematical Modelling of Natural Phenomena	2021-07-19	Paper
Principal component analysis: a generalized Gini approach European Journal of Operational Research	2021-06-08	Paper
Probit transformation for nonparametric kernel estimation of the copula density Bernoulli	2017-05-11	Paper
Local utility and multivariate risk aversion Mathematics of Operations Research	2016-05-19	Paper
Local utility and multivariate risk aversion Mathematics of Operations Research	2016-05-19	Paper
Multivariate Archimax copulas Journal of Multivariate Analysis	2014-03-06	Paper
Dynamic dependence ordering for Archimedean copulas and distorted copulas	2009-10-21	Paper
Dynamic dependence ordering for Archimedean copulas and distorted copulas	2009-10-21	Paper
Estimating allocations for value-at-risk portfolio optimization Mathematical Methods of Operations Research	2009-07-06	Paper
Tails of multivariate Archimedean copulas Journal of Multivariate Analysis	2009-06-09	Paper
Convergence of Archimedean copulas Statistics & Probability Letters	2008-03-26	Paper
Lower tail dependence for Archimedean copulas: characterizations and pitfalls Insurance Mathematics & Economics	2007-05-23	Paper
Limiting dependence structures for tail events, with applications to credit derivatives Journal of Applied Probability	2006-11-16	Paper
Optimal Vaccination Policy to Prevent Endemicity: A Stochastic Model (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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