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 4 20
Optimal insurance purchase strategies via optimal multiple stopping times 0 0 0 10 2 4 8 34
Risk Budgeting Allocation for Dynamic Risk Measures 0 0 1 6 1 11 28 35
Risk Budgeting Portfolios from Simulations 0 0 0 15 0 2 10 20
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models 0 0 0 27 1 3 13 42
Transform MCMC schemes for sampling intractable factor copula models 0 0 0 20 0 0 10 12
Understanding Operational Risk Capital Approximations: First and Second Orders 0 0 0 42 0 3 7 55
Total Working Papers 0 0 1 123 4 24 80 218
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 2 14 0 0 4 26
Avoiding zero probability events when computing Value at Risk contributions 0 0 0 0 1 3 15 17
Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks 0 1 1 6 0 1 9 40
Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods 0 0 1 2 1 2 6 11
Full Bayesian analysis of claims reserving uncertainty 0 0 3 15 0 2 14 62
Optimal Exercise Strategies for Operational Risk Insurance via Multiple Stopping Times 0 0 0 0 0 0 5 7
Risk budgeting portfolios from simulations 0 0 1 2 1 2 9 17
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models 0 0 0 7 0 4 15 68
Transform MCMC Schemes for Sampling Intractable Factor Copula Models 0 0 0 0 0 1 5 9
Total Journal Articles 0 1 8 46 3 15 82 257


Statistics updated 2026-06-04