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 1 17
Optimal insurance purchase strategies via optimal multiple stopping times 0 0 0 10 3 4 4 30
Risk Budgeting Allocation for Dynamic Risk Measures 0 0 1 6 1 4 8 12
Risk Budgeting Portfolios from Simulations 0 0 0 15 3 4 4 14
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models 0 0 0 27 1 3 4 33
Transform MCMC schemes for sampling intractable factor copula models 0 0 0 20 2 4 4 6
Understanding Operational Risk Capital Approximations: First and Second Orders 0 0 0 42 1 2 3 50
Total Working Papers 0 0 1 123 11 21 28 162
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 1 2 14 0 1 4 25
Avoiding zero probability events when computing Value at Risk contributions 0 0 0 0 1 4 7 8
Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks 0 0 0 5 0 2 3 34
Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods 0 0 0 1 1 1 1 6
Full Bayesian analysis of claims reserving uncertainty 0 2 3 15 1 5 9 55
Optimal Exercise Strategies for Operational Risk Insurance via Multiple Stopping Times 0 0 0 0 2 2 2 4
Risk budgeting portfolios from simulations 0 0 1 2 1 3 7 13
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models 0 0 0 7 1 3 6 58
Transform MCMC Schemes for Sampling Intractable Factor Copula Models 0 0 0 0 0 1 1 5
Total Journal Articles 0 3 6 44 7 22 40 208

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Statistics updated 2026-01-09