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

8

DOWNLOADS
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1,697

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Scholarly Papers (8)

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 436 (65,686)

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 242 (125,973)

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 163 (182,637)
Citation 1

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

3.

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 293 (103,550)

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nonparametric estimation, optimal allocations, Value-at-Risk

4.

Blogging in Academia, A Personal Experience

Number of pages: 18 Posted: 20 Feb 2014
Arthur Charpentier
Université du Québec à Montréal
Downloads 271 (112,519)

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5.

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 130 (219,589)

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Bonus Malus, Markov Chain, Optimal Control

6.

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 68 (334,924)

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frequency analysis, bivariate point process, ACD models, flood

7.

2003 Heat Wave and its Return Period

Number of pages: 15 Posted: 25 Oct 2007
Arthur Charpentier
Université du Québec à Montréal
Downloads 53 (378,936)

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

8.

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 41 (421,143)
Citation 1

Abstract:

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