Publications

  • A. Charpentier, M. James, H. Ali Predicting Drought and Subsidence Risks in France. Natural Hazards and Earth System Sciences Discussion, 2021 doi:10.5194/nhess-2021-214.

  • A. Barry, M. Oualkacha, A. Charpentier A new GEE method to account for heteroscedasticity using asymmetric least-square regressions. Journal of Applied Statistics, 2021 1010.1080/02664763.2021.1957789.

  • A. Charpentier, L. Kouakou, M. Löwe, P. Ratz, F. Vermet Collaborative Insurance Sustainability and Network Structure. arXiv:2107.02764, 2021 doi:10.1051/mmnp/2020045

  • A. Charpentier, M. Denuit, J. Trufin Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning. Insurance: Mathematics & Economics, 2021 10.1016/j.insmatheco.2021.09.001.

  • A. Charpentier, L. Barry, M. James Insurance against Natural Catastrophes: Balancing Actuarial Fairness and Social Solidarity. Geneva Papers on Risk & Insurance, 2021 doi:10.1057/s41288-021-00233-7.
    pdf

  • A. Charpentier, R. Élie & C. Remlinger Reinforcement Learning in Economics and Finance. Computational Economics, 2021 doi:10.1007/s10614-021-10119-4.

  • C. Odin & A. Charpentier Dynamic Programming in Distributional Reinforcement Learning . HAL-03168889, 2021.
    hal

  • O. Cabrignac, A. Charpentier, E. Gallic Modeling Joint Lives within Families. arxiv-2006.08446 2020.

  • A. Charpentier, S. Mussard & T. Ouraga Principal Component Analysis: A Generalized Gini Approach. European Journal of Operational Research, 2021 doi:10.1016/j.ejor.2021.02.010.

  • L. Barry & A. Charpentier Personalization as a Promise: Can Big Data Change the Practice of Insurance?. Big Data & Society, 2020 doi:10.1177/2053951720935143.
    doi

  • A. Charpentier & E. Gallic Can historical demography benefit from the collaborative data of genealogy websites?. Population, 2020 doi:10.3917/popu.2002.0391.

  • A. Charpentier, R. Élie, M. Laurière & V.C. Tran COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability. Mathematical Modelelling of Natural Phenomena 2020 doi:10.1051/mmnp/2020045.