Access Statistics for Rodrigo S. Targino

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	1	17
Optimal insurance purchase strategies via optimal multiple stopping times	0	0	0	10	0	1	1	27
Risk Budgeting Allocation for Dynamic Risk Measures	0	1	1	6	1	4	7	11
Risk Budgeting Portfolios from Simulations	0	0	0	15	0	1	1	11
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models	0	0	0	27	1	2	3	32
Transform MCMC schemes for sampling intractable factor copula models	0	0	0	20	1	2	2	4
Understanding Operational Risk Capital Approximations: First and Second Orders	0	0	0	42	1	1	2	49
Total Working Papers	0	1	1	123	4	11	17	151

1 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	1	2	14	1	1	4	25
Avoiding zero probability events when computing Value at Risk contributions	0	0	0	0	3	4	6	7
Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks	0	0	0	5	2	2	3	34
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	2	3	3	15	3	5	9	54
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	1	2	1	3	6	12
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models	0	0	0	7	1	2	5	57
Transform MCMC Schemes for Sampling Intractable Factor Copula Models	0	0	0	0	0	1	1	5
Total Journal Articles	3	4	6	44	11	18	34	201

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Statistics updated 2025-12-06