Arthur Charpentier

Available identifiers

Publication	Date of Publication	Type
Alternative fixed-effects panel model using weighted asymmetric least squares regression	2023-11-24	Paper
A new GEE method to account for heteroscedasticity using asymmetric least-square regressions	2022-11-02	Paper
Autocalibration and Tweedie-dominance for insurance pricing with machine learning	2021-11-19	Paper
COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability	2021-07-19	Paper
Principal component analysis: a generalized Gini approach	2021-06-08	Paper
Probit transformation for nonparametric kernel estimation of the copula density	2017-05-11	Paper
Local Utility and Multivariate Risk Aversion	2016-05-19	Paper
Multivariate Archimax copulas	2014-03-06	Paper
https://portal.mardi4nfdi.de/entity/Q3183809	2009-10-21	Paper
Estimating allocations for value-at-risk portfolio optimization	2009-07-06	Paper
Tails of multivariate Archimedean copulas	2009-06-09	Paper
Convergence of Archimedean copulas	2008-03-26	Paper
Lower tail dependence for Archimedean copulas: characterizations and pitfalls	2007-05-23	Paper
Limiting dependence structures for tail events, with applications to credit derivatives	2006-11-16	Paper
Optimal Vaccination Policy to Prevent Endemicity: A Stochastic Model	0001-01-03	Paper

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