Academic articles

  1. Charpentier, A., Fougères, A-L., Genest, C. & Nešlehová, J. (2014) Multivariate Archimax CopulasJournal of Multivariate Analysis,
  2. Charpentier, A. & Le Maux, B. (2014) Insuring natural catastrophes: when should government intervenessrn-1706254 to appear in Journal of Public Economics
  3. Charpentier, A. (2014) Blogging in Academia: a Personal Experience ssrn-2398377
  4. Charpentier, A. (2013). Mesures de risque. Chapter 3 in Statistique du risque, (2013), Technip, [pdf]
  5. Charpentier, A. (2013). Copules et risques multiples. Chapter 6 in Statistique du risque, (2013), Technip, [pdf]
  6. Charpentier, A. (2013). Risque et assurance. Chapter 10 in Statistique du risque, (2013), Technip, [pdf]
  7. Charpentier, A., Durand, M. & Boudreault, M. (2013). Modeling Earthquakes Dynamics hal-00871883
  8. Charpentier, A., Galichon, A. & Henry, M. (2012) Local Utility and Multivariate Risk Aversion, ssrn-1982293
  9. Charpentier, A., & Gallic, E. (2012). Visualizing spatial processes using Ripley’s correction: an application to bodily-injury car accident location. hal-00725090
  10. Boudreault, M. & Charpentier, A. (2011) Multivariate integer-valued autoregressive models applied to earthquake countshal-00646848
  11. Charpentier, A. & Mussard, S. (2011), Income Inequality Games, Journal of Economic Inequalities, 9, 529-554, 10.1007/s10888-011-9184-1
  12. Charpentier, A. (2011) 2003’heatwave and its return period, Climatic Change10.1007/s10584-010-9944-0
  13. Charpentier, A. (2011) Errartum to: 2003’heatwave and its return period, Climate Change10.1007/s10584-011-0262-y
  14. Charpentier, A. (2010) Reinsurance, ruin and solvency issues: some pitfalls, hal-00463381
  15. Charpentier, A. & Oulidi, A. (2010) Beta kernel estimation for Value-At-Risk of heavy-tailed loss distributions, Statistics and Computing, 20, 35-55. 10.1007/s11222-009-9114-2
  16. Charpentier, A. & Segers, J. (2009) Tails of Archimedean Copulas, Journal of Multivariate Analysis, 100, 1521-1537. 10.1016/j.jmva.2008.12.015
  17. Charpentier, A. (2009) Dynamic dependence ordering for Archimedean copulas and distorted copulasKybernetika, 44, 777-794. 10338.dmlcz/135890
  18. Charpentier, A.  & Causeur, D. (2009) Large-scale significance testing of the full Moon effect on deliveries, hal-00482743
  19. Charpentier, A. (2009) Insurability of climate risks, Geneva Papers of Risk and Insurance, 33, 91-104. 10.1057/palgrave.gpp.2510155
  20. Charpentier, A. & Oulidi, A. (2009) Estimating allocations for Value-at-Risk portfolio optimization, Mathematical Methods in Operations Research, 69, 395-410. 10.1007/s00186-008-0244-7
  21. Charpentier, A. (2008) Pricing catastrophe options in incomplete market, Proceedings of the Actuarial and Financial Mathematics Conference: Interplay between Finance and Insurance, halshs-00481185
  22. Charpentier, A. & Segers, J. (2008) Convergence of Archimedean copulasStatistics & Probability Letters, 78, 412-419. 10.1016/j.spl.2007.07.014
  23. Charpentier, A. & Sibaï, D. (2008) Dynamic flood modelling: Combining Hurst and Gumbel’s approach,  Environmetrics,20, 32-52. 10.1002/env.909
  24. Charpentier, A. & Segers, J. (2007)  Lower tail dependence for Archimedean copulas: characterizations and pitfallsInsurance Mathematics and Economics, 40, 525 – 532. 10.1016/j.insmatheco.2006.08.004
  25. Charpentier, A. (2007) Insuring risks when pure premium is infinite ?,  Bulletin Français d’Actuariat, 7(13), 67-82.
  26. Charpentier, A. (2007) Actuariat et datamining: prise en compte des corrélations, Revue des Nouvelles Technologies de l’Information, 143-157.
  27. Charpentier, A. & Juri, A. (2006) Limiting dependence structures for tail events, with applications to credit derivativesJournal of Applied Probability, 43, 563 – 586. 10.1239/jap/1152413742
  28. Charpentier, A., Fermanian, J.-D. & Scaillet, O. (2006) The estimation of copulas : theory and pratice, Chapter 2 in Copula methods in derivatives and risk management: from credit risk to market risk, (2006), Risk Book. [pdf]
  29. Boüette, J.C., Chassagneux, J.F., Sibaï, D., Terron., R. & Charpentier, A. (2005) Wind in Ireland : long memory or seasonal effect ?Stochastic Environmental Research and Risk Assessment, 20, 141 – 151. 10.1007/s00477-005-0029-y

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