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.
@Article{nhess-2021-214,
AUTHOR = {Charpentier, A. and James, M. R. and Ali, H.},
TITLE = {Predicting Drought and Subsidence Risks in France},
JOURNAL = {Natural Hazards and Earth System Sciences Discussions},
VOLUME = {2021},
YEAR = {2021},
PAGES = {1--27},
URL = {https://nhess.copernicus.org/preprints/nhess-2021-214/},
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.
@Article{GEE,
author = {Amadou Barry and Karim Oualkacha and Arthur Charpentier},
title = {A new GEE method to account for heteroscedasticity using asymmetric least-square regressions},
journal = {Journal of Applied Statistics},
volume = {0},
number = {0},
pages = {1-27},
year = {2021},
publisher = {Taylor & Francis},
doi = {10.1080/02664763.2021.1957789}}
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
@misc{charpentier2021collaborative,
title={Collaborative Insurance Sustainability and Network Structure},
author={Arthur Charpentier and Lariosse Kouakou and Matthias Löwe and Philipp Ratz and Franck Vermet},
year={2021},
eprint={2107.02764},
archivePrefix={arXiv},
primaryClass={q-fin.RM}
}
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.
@ARTICLE{Autocalibration,
author = {Charpentier, A. and Denuit, M. and Trufin, J.},
title = "{Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning}",
journal = {Arxiv:2103.03635},
year = 2021
}
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.
@ARTICLE{CatNat,
author = {Charpentier, A. and Barry, L. and James, M.},
title = "{Insurance against Natural Catastrophes: Balancing Actuarial Fairness and Social Solidarity}",
journal = {Geneva Papers on Risk \& Insurance},
year = 2020
}
A. Charpentier, R. Élie & C. Remlinger
Reinforcement Learning in Economics and Finance.
Computational Economics, 2021 doi:10.1007/s10614-021-10119-4.
@ARTICLE{CatNat,
author = {A. Charpentier and R. Élie and C. Remlinger },
title = "{ Reinforcement Learning in Economics and Finance}",
journal = {arxiv-2003.10014 },
year = 2020
}
O. Cabrignac, A. Charpentier, E. Gallic
Modeling Joint Lives within Families.
arxiv-2006.08446 2020.
@ARTICLE{genealogy,
author = {Olivier Cabrignac and Arthur Charpentier and Ewen Gallic},
title = "{Modeling Joint Lives within Families}",
journal = {ArXiv: 2006.08446},
year = {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.
@ARTICLE{ACPGini,
author = {Charpentier, A. and Mussard, S. and Ouraga,T. },
title = "{Principal Component Analysis: A Generalized Gini Approach}",
journal = {European Journal of Operational Research},
year = 2021
}
L. Barry & A. Charpentier
Personalization as a Promise: Can Big Data Change the Practice of Insurance?.
Big Data & Society, 2020 doi:10.1177/2053951720935143.
@ARTICLE{BigData2020,
author = {Barry, L. and Charpentier, A.},
title = "{Personalization as a Promise: Can Big Data Change the Practice of Insurance?}",
journal = {Big Data and Society},
year = 2020
}
A. Charpentier & E. Gallic
Can historical demography benefit from the collaborative data of genealogy websites?.
Population, 2020 doi:10.3917/popu.2002.0391.
@ARTICLE{Popu2020,
author = {Charpentier, A. and Gallic, E.},
title = "{Can historical demography benefit from the collaborative data of genealogy websites?}",
journal = {Population},
year = 2020
}
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.
@ARTICLE{genealogy,
author = {A. Charpentier and R. Élie and M. Laurière and V.C. Tran},
title = "{COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability}",
journal = {Mathematical Modelelling of Natural Phenomena},
year = {2020}
}