30 citations · 74 across the 20 of their papers we have counts for
4 papers · 1 filter
Weighted asymmetric least squares regression with fixed-effects
Amadou Barry, Karim Oualkacha, Arthur Charpentier
The fixed-effects model estimates the regressor effects on the mean of the response, which is inadequate to summarize the variable relationships in the presence of heteroscedastici…
Predicting Drought and Subsidence Risks in France
Arthur Charpentier, Molly James, Hani Ali
The economic consequences of drought episodes are increasingly important, although they are often difficult to apprehend in part because of the complexity of the underlying mechani…
Collaborative Insurance Sustainability and Network Structure
Arthur Charpentier, Lariosse Kouakou, Matthias Löwe +2
The peer-to-peer (P2P) economy has been growing with the advent of the Internet, with well known brands such as Uber or Airbnb being examples thereof. In the insurance sector the a…
Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning
Michel Denuit, Arthur Charpentier, Julien Trufin
Boosting techniques and neural networks are particularly effective machine learning methods for insurance pricing. Often in practice, there are nevertheless endless debates about t…