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 1 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 0 6 1 6 34 42
Risk Budgeting Portfolios from Simulations 0 0 0 15 1 1 11 21
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models 0 0 0 27 0 1 13 43
Transform MCMC schemes for sampling intractable factor copula models 0 0 0 20 1 1 11 13
Understanding Operational Risk Capital Approximations: First and Second Orders 0 0 0 42 1 1 8 56
Total Working Papers 0 0 0 123 4 11 90 231
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 2 4 28
Avoiding zero probability events when computing Value at Risk contributions 0 0 0 0 1 1 14 18
Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks 0 0 1 6 1 1 9 41
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 2 15 0 1 13 63
Optimal Exercise Strategies for Operational Risk Insurance via Multiple Stopping Times 0 0 0 0 1 2 7 9
Risk budgeting portfolios from simulations 0 0 0 2 0 1 11 21
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models 0 0 0 7 1 1 15 70
Transform MCMC Schemes for Sampling Intractable Factor Copula Models 0 0 0 0 0 0 5 9
Total Journal Articles 0 0 5 46 5 9 84 270

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Statistics updated 2026-10-11