3 citations · 6 across the 7 of their papers we have counts for
Showing econ.EMShow all
2 papers · 1 filter
econ.EM2023★ 1 cited
Optimal Transport for Counterfactual Estimation: A Method for Causal Inference
Arthur Charpentier, Emmanuel Flachaire, Ewen Gallic
Many problems ask a question that can be formulated as a causal question: "what would have happened if...?" For example, "would the person have had surgery if he or she had been Bl…
econ.EM2019
Pareto models for risk management
Arthur Charpentier, Emmanuel Flachaire
The Pareto model is very popular in risk management, since simple analytical formulas can be derived for financial downside risk measures (Value-at-Risk, Expected Shortfall) or rei…