Digital resources in the Social Sciences and Humanities OpenEdition Our platforms OpenEdition Books OpenEdition Journals Hypotheses Calenda Libraries OpenEdition Freemium Follow us

Hal



77 documents

  • 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⟩
  • Arthur Charpentier. Ajuster les tables de mortalité : le rôle des actuaires. Risques : les cahiers de l'assurance, 2007, 72, pp.129-132. ⟨halshs-00350360⟩
  • Arthur Charpentier. Dépendance et résultats limites, quelques applications en finance et assurance. Mathématiques [math]. Université Catholique de Louvain, 2006. Français. ⟨NNT : ⟩. ⟨tel-00082892⟩
  • Arthur Charpentier. Structures de dépendance et résultats limites avec applications en finance assurance. Mathématiques [math]. ENSAE ParisTech, 2006. Français. ⟨NNT : ⟩. ⟨pastel-00001990⟩

Leave a Reply

Your email address will not be published. Required fields are marked *

This site uses Akismet to reduce spam. Learn how your comment data is processed.

"sendo l'intento mio scrivere cosa utile a chi la intende…"