Arthur Charpentier


Bureau » Local PK-5615
Téléphone » (1-514) 987-3000, poste 8197
Courriel »

Intérêts en recherche »

Copula theory, multiple risks models
Extreme values, with applications in Finance and Insurance
Option pricing, and numerical aspects
Actuarial science and statistics of insurance
Risk measures, capital allocation, diversification
Time series and long range dependence

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PhD Thesis in Mathematics (Statistics), Katholieke Universiteit Leuven, supervisors Jan Beirlant (KUL) & Michel Denuit (UCL)
1999-2000 Associated member of the Canadian Institute of Actuaries
1998-1999 Qualified member of the French Institute of Actuaries
1998-1999 Master degree in Mathematics applied to economics (DEA MASE), University Paris IX Dauphine
1996-1999 National School in Statistics and Economics (ENSAE)


2011-... Assistant Professor at the Department of Mathematics, UQAM
2007-2011 Assistant Professor at the Falculty of Economics, Université de Rennes I
2006-2007 Assistant Professor in Statistics, at ENSAI
Assistant Professor in Finance and Actuarial Science, at Paristech-ENSAE (National School in Statistics)
2001-2002 Statistical Department of FFSA (French Federation of Insurance)
1999-2001 Actuary, assistant manager, AXA General Insurance Hong Kong
1999 Actuary GIE AXA (Actuariat central, non life insurance - Paris)
1998-1999 Research team, fixed income products - Exane (Broker - Paris)