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 2 3 19
Optimal insurance purchase strategies via optimal multiple stopping times 0 0 0 10 0 3 4 30
Risk Budgeting Allocation for Dynamic Risk Measures 0 0 1 6 0 13 17 24
Risk Budgeting Portfolios from Simulations 0 0 0 15 1 7 8 18
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models 0 0 0 27 3 7 10 39
Transform MCMC schemes for sampling intractable factor copula models 0 0 0 20 2 8 10 12
Understanding Operational Risk Capital Approximations: First and Second Orders 0 0 0 42 1 3 4 52
Total Working Papers 0 0 1 123 7 43 56 194
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 1 1 5 26
Avoiding zero probability events when computing Value at Risk contributions 0 0 0 0 0 7 13 14
Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks 0 0 0 5 2 5 8 39
Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods 1 1 1 2 1 4 4 9
Full Bayesian analysis of claims reserving uncertainty 0 0 3 15 1 6 14 60
Optimal Exercise Strategies for Operational Risk Insurance via Multiple Stopping Times 0 0 0 0 1 5 5 7
Risk budgeting portfolios from simulations 0 0 1 2 1 3 7 15
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models 0 0 0 7 1 7 12 64
Transform MCMC Schemes for Sampling Intractable Factor Copula Models 0 0 0 0 0 3 4 8
Total Journal Articles 1 1 7 45 8 41 72 242

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Statistics updated 2026-03-04