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83 documents

  • Arthur Charpentier, Johan Segers. Convergence of Archimedean copulas. Statistics and Probability Letters, 2009, 78 (4), pp.412. ⟨10.1016/j.spl.2007.07.014⟩. ⟨hal-00602986⟩
  • Arthur Charpentier, Emilios C. C Galariotis, Christophe Villa. Category-based Tail Comovement. 2009. ⟨hal-00550330⟩
  • Arthur Charpentier, David Causeur. Large-scale significance testing of the full Moon effect on deliveries. 2009. ⟨hal-00482743⟩
  • Arthur Charpentier, Abder Oulidi. Estimating allocations for Value-at-Risk portfolio optimization. Mathematical Methods of Operations Research, 2009, 69, pp.395-410. ⟨10.1007/s00186-008-0244-7⟩. ⟨halshs-00347250⟩
  • Arthur Charpentier. Dynamic dependence ordering for Archimedean copulas and distorted copulas. 2008 International workshop on applied probability, Jul 2008, Compiègne, France. ⟨halshs-00325981⟩
  • Arthur Charpentier, Johan Segers. Tails of multivariate archimedean copulas. Congrès joint de la Société Statistique du Canada et de la Société Française de Statistique, May 2008, Ottawa, Canada. ⟨halshs-00325984⟩
  • Arthur Charpentier. Pricing catastrophe options in incomplete markets. Actuarial and Financial Mathematics Conference, Feb 2008, Gand, Belgium. pp.19-31. ⟨halshs-00481185⟩
  • Arthur Charpentier. Dynamic dependence ordering for Archimedean copulas and distorted copulas. Kybernetika, 2008, 44 (6), pp.777-794. ⟨halshs-00480886⟩
  • Arthur Charpentier, David Sibaï. Dynamic flood modeling : combining Hurst and Gumbel's approach. Environmetrics, 2008, 20, pp.32-52. ⟨10.1002/env.909⟩. ⟨halshs-00347260⟩
  • Arthur Charpentier. Insurability of climate risks. The Geneva Papers on Risk and Insurance, 2008, 33, pp.91-109. ⟨10.1057/palgrave.gpp.2510155⟩. ⟨halshs-00347254⟩

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