30 citations · 74 across the 20 of their papers we have counts for
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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…
econ.GN2019
Optimal transport on large networks, a practitioner's guide
Arthur Charpentier, Alfred Galichon, Lucas Vernet
This article presents a set of tools for the modeling of a spatial allocation problem in a large geographic market and gives examples of applications. In our settings, the market i…