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	1	1	17
Optimal insurance purchase strategies via optimal multiple stopping times	0	0	0	10	0	0	0	26
Risk Budgeting Allocation for Dynamic Risk Measures	1	1	1	6	1	1	5	8
Risk Budgeting Portfolios from Simulations	0	0	0	15	0	0	0	10
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models	0	0	0	27	0	1	1	30
Transform MCMC schemes for sampling intractable factor copula models	0	0	0	20	0	0	0	2
Understanding Operational Risk Capital Approximations: First and Second Orders	0	0	0	42	0	0	1	48
Total Working Papers	1	1	1	123	1	3	8	141

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	1	2	3	4
Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks	0	0	0	5	0	1	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	1	1	1	13	1	1	5	50
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	2	5	10
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models	0	0	0	7	0	2	3	55
Transform MCMC Schemes for Sampling Intractable Factor Copula Models	0	0	0	0	0	0	0	4
Total Journal Articles	1	3	4	41	3	9	21	186

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Statistics updated 2025-10-06