← All authors Arthur Charpentier Université du Québec à Montréal (from arXiv:2301.07755, 2023) · ORCID · OpenAlex
35 papers in scope · 30 published · 6 on the econ.EM arXiv · 686 citations · h-index 13 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Mallesh M. Pai Michel Denuit Julien Trufin Ewen Gallic Emmanuel Flachaire Robert P. Lieli Marc Henry Qingliang Fan Alfred Galichon Yu-Chin Hsu Daniel Chen Yichong Zhang Alexandre Belloni Christian Hansen Victor Chernozhukov Stefan Wager Susan Athey Brendan Pass Vasilis Syrgkanis Christophe Gaillac Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (7 of 35)
KNN and K-Means in Gini Prametric Spaces
published 2025 · Frontiers in artificial intelligence and applications
with Cassandra Mussard, Stéphane Mussard
Sequential Conditional Transport on Probabilistic Graphs for Interpretable Counterfactual Fairness
published 2025 · Proceedings of the AAAI Conference on Artificial Intelligence · 1 citations · first circulated 2024
The multi-armed bandit problem under the mean-variance setting
published 2025 · European Journal of Operational Research · 1 citations
with Hongda Hu, Mario Ghossoub, Alexander Schied
Machine Learning et Économie
published 2025 · Revue d économie politique
Artificial intelligence and personalization of insurance: Failure or delayed ignition?
published 2025 · Big Data & Society · 3 citations
with Xavier Vamparys
A fair price to pay: Exploiting causal graphs for fairness in insurance
published 2025 · Journal of Risk & Insurance · 8 citations · first circulated 2024
Insurance analytics: prediction, explainability, and fairness
published 2024 · Annals of Actuarial Science · 1 citations
Measuring and mitigating biases in motor insurance pricing
published 2024 · European Actuarial Journal · 4 citations · first circulated 2023
with Mulah Moriah, Franck Vermet
working paper 2024 · arXiv · 4 citations · first circulated 2022
working paper 2023 · arXiv · 4 citations
published 2021 · Insurance Mathematics and Economics · 10 citations
working paper 2021 · arXiv
A new GEE method to account for heteroscedasticity using asymmetric least-square regressions
published 2021 · Journal of Applied Statistics · 3 citations · first circulated 2018
Reinforcement Learning in Economics and Finance
published 2021 · Computational Economics · 30 citations
published 2021 · European Journal of Operational Research · 14 citations · first circulated 2019
Quel avenir pour les probabilités prédictives en assurance ?
published 2020 · Annales des Mines - Réalités industrielles · 3 citations
working paper 2019 · arXiv · 3 citations
Gini Regressions and Heteroskedasticity
published 2019 · Econometrics · 9 citations
with Ndéné Ka, Stéphane Mussard, Oumar Hamady Ndiaye
Optimal Claiming Strategies in Bonus Malus Systems and Implied Markov Chains
published 2017 · Risks · 7 citations · first circulated 2016
with Arthur H. G. David, Romuald Élie
working paper 2017 · arXiv
Probit transformation for nonparametric kernel estimation of the copula density
published 2017 · Bernoulli · 93 citations · first circulated 2014
with Gery Geenens, Davy Paindaveine
Log-Transform Kernel Density Estimation of Income Distribution
published 2016 · L Actualité économique · 29 citations · first circulated 2014
Macro vs. Micro Methods in Non-Life Claims Reserving (an Econometric Perspective)
published 2016 · Risks · 16 citations
with Mathieu Pigeon
Kernel density estimation based on Ripley’s correction
published 2015 · GeoInformatica · 12 citations · first circulated 2014
The “mother of all puzzles” at thirty: A meta-analysis
published 2015 · International Economics · 9 citations
with Christophe Tavéra, Jean-Christophe Poutineau, Jean-Sébastien Pentecôte, Isabelle Cadoret, Chantal Guéguen, Maryline Huchet, Julien Licheron, Guillaume L’Oeillet, Nathalie Payelle, Sébastien Pommier, Marilyne Huchet
Natural catastrophe insurance: How should the government intervene?
published 2014 · Journal of Public Economics · 64 citations · first circulated 2010
with Benoît Le Maux
Multivariate Archimax copulas
published 2014 · Journal of Multivariate Analysis · 64 citations
with Anne-Laure Fougères, Christian Genest, Johanna Nešlehová
On the return period of the 2003 heat wave
published 2011 · Climatic Change · 3 citations
Income inequality games
published 2011 · The Journal of Economic Inequality · 26 citations
with Stéphane Mussard
On the return period of the 2003 heat wave
published 2010 · Climatic Change · 22 citations · first circulated 2006
Beta kernel quantile estimators of heavy-tailed loss distributions
published 2009 · Statistics and Computing · 28 citations
with Abder Oulidi
Tails of multivariate Archimedean copulas
published 2009 · Journal of Multivariate Analysis · 128 citations · first circulated 2008
with Johan Segers
Convergence of Archimedean copulas
published 2007 · Statistics & Probability Letters · 24 citations · first circulated 2006
with Johan Segers
Lower tail dependence for Archimedean copulas: Characterizations and pitfalls
published 2006 · Insurance Mathematics and Economics · 10 citations
with Johan Segers
Limiting dependence structures for tail events, with applications to credit derivatives
published 2006 · Journal of Applied Probability · 53 citations
with Alessandro Juri
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