Rodrigo S. Targino
Rodrigo S. Targino
Assistant Professor, EMAp/FGV
Bestätigte E-Mail-Adresse bei fgv.br - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models
RS Targino, GW Peters, PV Shevchenko
Insurance: Mathematics and Economics 61, 206-226, 2015
272015
Understanding operational risk capital approximations: First and second orders
GW Peters, RS Targino, PV Shevchenko
The Journal of Governance and Regulation 2 (3), 2013
182013
Optimal exercise strategies for operational risk insurance via multiple stopping times
RS Targino, GW Peters, G Sofronov, PV Shevchenko
Methodology and Computing in Applied Probability 19 (2), 487-518, 2017
11*2017
Bayesian modelling, Monte Carlo sampling and capital allocation of insurance risks
GW Peters, RS Targino, MV Wüthrich
Risks 5 (4), 53, 2017
72017
Full bayesian analysis of claims reserving uncertainty
GW Peters, RS Targino, MV Wüthrich
Insurance: Mathematics and Economics 73, 41-53, 2017
62017
A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES
LE Nieto-Barajas, RS Targino
ASTIN Bulletin: The Journal of the IAA, 1-22, 2020
2*2020
Avoiding zero probability events when computing Value at Risk contributions: a Malliavin calculus approach
Y Saporito, R Targino
Available at SSRN 3588083, 2020
12020
Uma análise do risco de fundos de ações brasileiros em 2020 (An analysis of the risk of Brazilian equity funds in 2020)
D Evangelista, Y Saporito, R Targino
Available at SSRN, 2021
2021
Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods
M Merkle, YF Saporito, RS Targino
Statistics & Probability Letters 156, 108600, 2020
2020
The Impact of the Freedom of the Press on Risk
D Duarte, Y Saporito, R Targino
Available at SSRN 3218754, 2018
2018
Big data no mercado de seguros de veículos: estudo de caso para a região metropolitana do Rio de Janeiro
OF Guilarte, R dos Santos Targino, PGC Ferreira
Revista do Seminário Internacional de Estatística com R 3 (1), 2018
2018
Teoremas de Nao-Arbitragem em Mercados Regidos pelo Movimento Browniano Fracionário
R dos Santos Targino
2010
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