Arthur Charpentier

Université du Québec à Montréal

PB 8888 Station DownTown

Succursale Centre Ville

Montreal, Quebec H3C3P8

Canada

Université du Québec à Montréal

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 36,156

SSRN RANKINGS

Top 36,156

in Total Papers Downloads

2,876

TOTAL CITATIONS

14

Scholarly Papers (10)

1.

Log-Transform Kernel Density Estimation of Income Distribution

Number of pages: 22 Posted: 27 Oct 2014
Arthur Charpentier and Emmanuel Flachaire
Université du Québec à Montréal and Aix-Marseille University
Downloads 569 (99,262)
Citation 3

Abstract:

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nonparametric density estimation, heavy-tail, income distribution, data transformation, lognormal kernel

Natural Catastrophe Insurance: How Should the Government Intervene?

Forthcoming in Journal of Public Economics
Number of pages: 40 Posted: 07 May 2011 Last Revised: 07 Mar 2014
Arthur Charpentier and Benoit Le Maux
Université du Québec à Montréal and Centre de Recherche en Économie et Management (CREM)
Downloads 312 (197,086)
Citation 6

Abstract:

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Insurance, Natural Catastrophe, Externalities, Government Intervention, Strong Nash Equilibrium

Natural Catastrophe Insurance: When Should the Government Intervene?

Number of pages: 41 Posted: 11 Nov 2010
Arthur Charpentier and Benoit Le Maux
Université du Québec à Montréal and Centre de Recherche en Économie et Management (CREM)
Downloads 249 (249,107)
Citation 3

Abstract:

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Insurance, Ruin, Natural Catastrophe, Market Failure, Government Intervention

3.

A Fair price to pay: exploiting causal graphs for fairness in insurance

Number of pages: 35 Posted: 12 Feb 2024
Olivier Côté, Marie-Pier Côté and Arthur Charpentier
Université Laval - Ecole d’Actuariat, Université Laval - Ecole d’Actuariat and Université du Québec à Montréal
Downloads 430 (139,358)

Abstract:

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Bias, Causal inference, Disparate impact, Score, Directed acyclic graph, Discrimination, Fairness criteria

4.

Blogging in Academia, A Personal Experience

Number of pages: 18 Posted: 20 Feb 2014
Arthur Charpentier
Université du Québec à Montréal
Downloads 380 (160,323)
Citation 1

Abstract:

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5.

Estimating Allocations for Value-at-Risk Portfolio Optimzation

Number of pages: 24 Posted: 25 Oct 2007
Abder Oulidi and Arthur Charpentier
IMA-UCO and Université du Québec à Montréal
Downloads 345 (178,360)

Abstract:

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nonparametric estimation, optimal allocations, Value-at-Risk

6.

Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains

Number of pages: 13 Posted: 07 Jun 2016
Arthur Charpentier, Arthur David and Romuald Elie
Université du Québec à Montréal, Université de Rennes 1 and Université Paris Est
Downloads 238 (261,887)

Abstract:

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Bonus Malus, Markov Chain, Optimal Control

7.

Dynamic Flood Modelling: Combining Hurst and Gumbel's Approach

Number of pages: 22 Posted: 25 Oct 2007
David Sibaï and Arthur Charpentier
National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE) and Université du Québec à Montréal
Downloads 108 (512,347)

Abstract:

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frequency analysis, bivariate point process, ACD models, flood

8.

Selection Bias in Insurance: Why Portfolio-Specific Fairness Fails to Extend Market-Wide

Number of pages: 31 Posted: 12 Nov 2024 Last Revised: 13 Nov 2024
Marie-Pier Côté, Olivier Côté and Arthur Charpentier
Université Laval - Ecole d’Actuariat, Université Laval - Ecole d’Actuariat and Université du Québec à Montréal
Downloads 97 (552,084)

Abstract:

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Actuarial fairness, causal inference, Demographic parity, discrimination, Unawareness.

9.

2003 Heat Wave and its Return Period

Number of pages: 15 Posted: 25 Oct 2007
Arthur Charpentier
Université du Québec à Montréal
Downloads 75 (642,829)

Abstract:

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Heat wave, long range dependence, return period, GARMA processes

10.

Kernel Density Estimation with Ripley's Circumferential Correction

Number of pages: 31 Posted: 27 Oct 2014
Arthur Charpentier and Ewen Gallic
Université du Québec à Montréal and Université de Rennes 1
Downloads 73 (652,337)
Citation 1

Abstract:

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border bias; edge correction; frontier; GIS; kernel estimation; polygons; Ripley's circumference method; spatial process; visualization