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: a Malliavin calculus approach 0 0 1 1 1 5 6 6
Optimal insurance purchase strategies via optimal multiple stopping times 0 0 0 10 0 0 1 21
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models 0 0 0 26 0 1 2 20
Understanding Operational Risk Capital Approximations: First and Second Orders 0 0 0 41 0 1 6 44
Total Working Papers 0 0 1 78 1 7 15 91


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks 0 0 1 3 1 3 12 21
Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods 0 0 0 0 0 0 1 1
Full Bayesian analysis of claims reserving uncertainty 0 0 1 7 0 1 6 32
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models 1 1 1 5 2 2 9 43
Total Journal Articles 1 1 3 15 3 6 28 97


Statistics updated 2020-09-04