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Featured researches published by Arthur Charpentier.


Archive | 2014

Kernel Density Estimation with Ripley's Circumferential Correction

Arthur Charpentier; Ewen Gallic

In this paper, we investigate (and extend) Ripleys circumference method to correct bias of density estimation of edges (or frontiers) of regions. The idea of the method was theoretical and difficult to implement. We provide a simple technique - based of properties of Gaussian kernels - to efficiently compute weights to correct border bias on frontiers of the region of interest, with an automatic selection of an optimal radius for the method. We illustrate the use of that technique to visualize hot spots of car accidents and campsite locations, as well as location of bike thefts.


Archive | 2006

Dependence structures and limiting results, with applications in finance and insurance.

Arthur Charpentier; Michel Denuit


Archive | 2009

Category-based Tail Comovement

Arthur Charpentier; Emilios C. Galariotis; Christophe Villa


Archive | 2005

Mathématiques de l'Assurance Non-Vie. Tome II: Tarification et Provisionnement

Michel Denuit; Arthur Charpentier


International Economics | 2015

The “Mother of All Puzzles” at Thirty: A Meta-Analysis

Christophe Tavéra; Jean-Christophe Poutineau; Jean-Sébastien Pentecôte; Isabelle Cadoret-David; Arthur Charpentier; Chantal Guéguen; Marilyne Huchet-Bourdon; Julien Licheron; Guillaume L'Oeillet; Nathalie Payelle; Sébastien Pommier


Archive | 2010

Generating Yield Curve Stress-Scenarios

Arthur Charpentier; Christophe Villa


Environmetrics | 2009

Dynamic flood modeling: combining Hurst and Gumbel's approach

Arthur Charpentier; David Sibaï


Archive | 2015

Prévision avec des copules en finance

Arthur Charpentier


Archive | 2004

Mathématiques de l'Assurance Non-Vie. Tome I: Principes Fondamentaux de Théorie du Risque

Michel Denuit; Arthur Charpentier; Claude Bébéar


Significance | 2018

We are not alone! (At least, most of us aren't)

Arthur Charpentier; Baptiste Coulmont

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Michel Denuit

Université catholique de Louvain

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