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 1 2 5 22
Optimal insurance purchase strategies via optimal multiple stopping times 0 0 0 10 0 0 8 34
Risk Budgeting Allocation for Dynamic Risk Measures 0 0 1 6 2 6 34 41
Risk Budgeting Portfolios from Simulations 0 0 0 15 0 0 10 20
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models 0 0 0 27 1 1 13 43
Transform MCMC schemes for sampling intractable factor copula models 0 0 0 20 0 0 10 12
Understanding Operational Risk Capital Approximations: First and Second Orders 0 0 0 42 0 0 7 55
Total Working Papers 0 0 1 123 4 9 87 227
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 14 1 1 3 27
Avoiding zero probability events when computing Value at Risk contributions 0 0 0 0 0 0 14 17
Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks 0 0 1 6 0 0 8 40
Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods 0 0 1 2 0 0 6 11
Full Bayesian analysis of claims reserving uncertainty 0 0 3 15 0 1 14 63
Optimal Exercise Strategies for Operational Risk Insurance via Multiple Stopping Times 0 0 0 0 1 1 6 8
Risk budgeting portfolios from simulations 0 0 0 2 0 4 12 21
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models 0 0 0 7 0 1 14 69
Transform MCMC Schemes for Sampling Intractable Factor Copula Models 0 0 0 0 0 0 5 9
Total Journal Articles 0 0 6 46 2 8 82 265

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10