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	1	1	1	27
Risk Budgeting Allocation for Dynamic Risk Measures	0	1	1	6	2	3	7	10
Risk Budgeting Portfolios from Simulations	0	0	0	15	1	1	1	11
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models	0	0	0	27	1	2	2	31
Transform MCMC schemes for sampling intractable factor copula models	0	0	0	20	1	1	1	3
Understanding Operational Risk Capital Approximations: First and Second Orders	0	0	0	42	0	0	1	48
Total Working Papers	0	1	1	123	6	8	14	147

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	0	1	2	13	0	1	4	24
Avoiding zero probability events when computing Value at Risk contributions	0	0	0	0	0	1	3	4
Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks	0	0	0	5	0	0	1	32
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	1	1	13	1	2	6	51
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	1	1	2	1	3	6	11
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models	0	0	0	7	1	2	4	56
Transform MCMC Schemes for Sampling Intractable Factor Copula Models	0	0	0	0	1	1	1	5
Total Journal Articles	0	3	4	41	4	10	25	190

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Statistics updated 2025-11-08