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 1 1 4 20
Optimal insurance purchase strategies via optimal multiple stopping times 0 0 0 10 0 2 6 32
Risk Budgeting Allocation for Dynamic Risk Measures 0 0 1 6 7 10 27 34
Risk Budgeting Portfolios from Simulations 0 0 0 15 2 3 10 20
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models 0 0 0 27 1 5 12 41
Transform MCMC schemes for sampling intractable factor copula models 0 0 0 20 0 2 10 12
Understanding Operational Risk Capital Approximations: First and Second Orders 0 0 0 42 1 4 7 55
Total Working Papers 0 0 1 123 12 27 76 214
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 1 4 26
Avoiding zero probability events when computing Value at Risk contributions 0 0 0 0 2 2 15 16
Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks 1 1 1 6 1 3 9 40
Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods 0 1 1 2 1 2 5 10
Full Bayesian analysis of claims reserving uncertainty 0 0 3 15 2 3 14 62
Optimal Exercise Strategies for Operational Risk Insurance via Multiple Stopping Times 0 0 0 0 0 1 5 7
Risk budgeting portfolios from simulations 0 0 1 2 1 2 8 16
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models 0 0 0 7 2 5 16 68
Transform MCMC Schemes for Sampling Intractable Factor Copula Models 0 0 0 0 1 1 5 9
Total Journal Articles 1 2 8 46 10 20 81 254

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Statistics updated 2026-05-06