Search Results - person:"Charpentier, A."

A fair price to pay : exploiting causal graphs for fairness in insurance

Côté, Olivier; Côté, Marie-Pier; Charpentier, Arthur - 2025

Persistent link: https://www.econbiz.de/10015397440

The multi-armed bandit problem under the mean-variance setting

Hu, Hongda; Charpentier, Arthur; Ghossoub, Mario; … - In: European journal of operational research : EJOR 324 (2025) 1, pp. 168-182

Persistent link: https://www.econbiz.de/10015433020

From uncertainty to precision: enhancing binary classifier performance through calibration

Machado, Agathe Fernandes; Charpentier, Arthur; … - 2024

Persistent link: https://www.econbiz.de/10014482840

Reinforcement learning in economics and finance

Charpentier, Arthur; Élie, Romuald; Remlinger, Carl - In: Computational economics 62 (2023) 1, pp. 425-462

Persistent link: https://www.econbiz.de/10014327551

The role of government versus private sector provision of insurance

Charpentier, Arthur - In: The journal of risk & insurance 91 (2024) 4, pp. 983-989

Persistent link: https://www.econbiz.de/10015121214

Machine learning et économie

Charpentier, Arthur; Flachaire, Emmanuel - In: Revue d'économie politique 134 (2024) 6, pp. 801-803

Persistent link: https://www.econbiz.de/10015197890

Modeling joint lives within families

Cabrignac, Olivier; Charpentier, Arthur; Gallic, Ewen - 2020

Persistent link: https://www.econbiz.de/10012387206

Gini regressions and heteroskedasticity

Charpentier, Arthur; Ka, Ndéné; Mussard, Stéphane; … - In: Econometrics : open access journal 7 (2019) 1/4, pp. 1-16

We propose an Aitken estimator for Gini regression. The suggested A -Gini estimator is proven to be a U-statistics. Monte Carlo simulations are provided to deal with heteroskedasticity and to make some comparisons between the generalized least squares and the Gini regression. A Gini-White test...

Persistent link: https://www.econbiz.de/10012025711

Insurance against natural catastrophes : balancing actuarial fairness and social solidarity

Charpentier, Arthur; Barry, Laurence; James, Molly R. - In: The Geneva papers on risk and insurance - issues and … 47 (2022) 1, pp. 50-78

Persistent link: https://www.econbiz.de/10012797119

Pareto models for top incomes and wealth

Charpentier, Arthur; Flachaire, Emmanuel - In: Journal of economic inequality 20 (2022) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10013271847