Arthur Charpentier

Finance · 2006–2014

A researcher in the Science corpus: 5 papers; trusts 20 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom Arthur Charpentier trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Alessandro Juri
  2. Mario V. Wüthrich
  3. Roger B. Nelsen
  4. Tarn Duong
  5. Jean-David Fermanian
  6. Johan Segers
  7. Kerry A. Emanuel
  8. Paul Embrechts
  9. Howard Kunreuther
  10. Martin L. Hazelton

Who trusts Arthur Charpentier overall

  1. Fabrizio Durante
  2. Piotr Jaworski
  3. Mojtaba Sadegh
  4. Johan Segers
  5. Eckhard Liebscher
  6. E. Ragno
  7. Gaurav Kumar Nayak
  8. Amir Aghakouchak
  9. Enkelejd Hashorva

Papers from Arthur Charpentier's perspective

Ordered by how strongly the researchers Arthur Charpentier trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  2. Fonctions de repartition a n dimensions et leurs marges
  3. Copula convergence theorems for tail events
  4. Weak Convergence of Empirical Copula Processes
  5. Improved kernel estimation of copulas: Weak convergence and goodness-of-fit testing
  6. An Introduction to Copulas
  7. Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
  8. Semiparametric estimation in copula models
  9. Goodness-of-fit tests for copulas
  10. The Grouped t-Copula with an Application to Credit Risk

Their papers