Arthur Charpentier

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  • Education

PhD Applied Mathematics [KU Leuven]  | Master Statistics and Actuarial Science [ENSAE Paristech] | Master Mathematics Applied to Economics [Univ. Paris Dauphine] | Fellow of the Institute of Actuaries [Institut des Actuaires]

  • Professional Experience

UQAM, Canada | Université de Rennes 1, France | ENSAE Paristech, France | Ecole Polytechnique, France | Fédération Française des Sociétés d’Assurance, FFSA, France | AXA General Insurance, Hong Kong | Exane, France

  • Publications

Computational Actuarial Science with R  [CRC Press] | Actuariat avec R [CRAN] | Mathématiques de l’Assurance Non-Vie, tome 1 et tome 2 [Economica] | Academic Publications | Popular Articles

  • Conferences and Seminars

Conferences | Seminars

  • Teaching

Probability [1, 2, 3, 4, 5, 6, 7891011121314, 16 & exam 1, 2, 3, 4] | Time Series [notes] | Predictive Modeling [slides 1, 2, 3 & 4  exam] | Copulas [notes] | Risk Measures [notes & slides] | Numerical Techniques in Finance [notes] | Markov Chains [notes] | Statistics | Econometrics | Reinsurance | Extreme Values | Insurance Mathematics | Microeconomics

  • Supervision

(to be uploaded soon, need some more consent)

  • PhD Committees

P. Sloma [Paris 6] | M. Pigeon [Louvain-la-Neuve] | J. Tomas, [Universiteit van Amsterdam] | A. Kameg [Lyon 1] | P.-A. Maugis [Paris 1] | T. Zari [Paris 6] | M. Maatig [Paris 2] | N. Benlagha [Paris 2]

  • Referee
Stochastic Environmental Research and Risk Assessment, Theory and Decision, Insurance: Mathematics and Economics (6), Journal of Banking and Finance, The Canadian Journal of Statistics, Journal of Computational and Graphical Statistics, Journal of Multivariate Analysis (8), Communications in Statistics: Theory and Methods
(3), Quantitative Finance, Journal of the American Statistical Association, TEST, Asia-Pacific Journal of Financial Studies,  Statistics and Decision, Kybernetika, European Journal of Finance, Mathematics and Financial Economics, Statistica Sinica, Extremes (3), Physics and Chemistry of the Earth,
Computational Statistics, Geneva Papers on Risk (3), Bernoulli, Water Resources, Statistics & Probability Letters,
Mathematical Finance, Journal of Risk, Scandinavian Actuarial
Journal, Advances in Statistical Analysis, European Actuarial Journal
(3), Metrika, Journal of Statistical Planning and Inference (2), Annals of Applied Statistics, Constructive Approximation, Econometric Reviews, Annals of Economics and Statistics, Annals of Actuarial Science, Journal of the Royal Statistical Society  Series B, Mathematics of Social Sciences, Economic Theory (2), Journal of Statistical Software (2), Journal of Population Economics

3 thoughts on “About…”

  1. Dear Arthur,
    great! I always read your “Somewhere else”.
    Every time I find interesting topics there.
    A Big Thank You,

  2. Dear Arthur,

    I read your very interesting blog on “Statistical Interests in Large Cities” and would like to explore your contingency table, with 90 cities, versus 200 words with which you created the disappointing PCA-plot. I think I can provide you with a better plot. Could you email me this table as a XLS or CSV file? If that ‘works’ for you, we possible could do some more work on this kind of analysis together.

    Best regards,
    Eric Melse

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