Access Statistics for Rodrigo S. Targino

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Avoiding zero probability events when computing Value at Risk contributions 0 0 0 3 0 0 0 16
Optimal insurance purchase strategies via optimal multiple stopping times 0 0 0 10 0 0 0 26
Risk Budgeting Allocation for Dynamic Risk Measures 0 0 0 5 1 3 6 7
Risk Budgeting Portfolios from Simulations 0 0 2 15 0 0 3 10
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models 0 0 0 27 0 0 2 29
Transform MCMC schemes for sampling intractable factor copula models 0 0 0 20 0 0 0 2
Understanding Operational Risk Capital Approximations: First and Second Orders 0 0 0 42 1 1 1 48
Total Working Papers 0 0 2 122 2 4 12 138
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES 0 0 1 12 0 0 1 21
Avoiding zero probability events when computing Value at Risk contributions 0 0 0 0 0 0 0 1
Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks 0 0 0 5 0 0 0 31
Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods 0 0 0 1 0 0 0 5
Full Bayesian analysis of claims reserving uncertainty 0 0 0 12 0 1 1 46
Optimal Exercise Strategies for Operational Risk Insurance via Multiple Stopping Times 0 0 0 0 0 0 0 2
Risk budgeting portfolios from simulations 0 0 0 1 2 2 5 8
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models 0 0 0 7 0 0 0 52
Transform MCMC Schemes for Sampling Intractable Factor Copula Models 0 0 0 0 0 0 0 4
Total Journal Articles 0 0 1 38 2 3 7 170

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Statistics updated 2025-03-03