Rodrigo S. Targino

From MaRDI portal
Person:1681184

Available identifiers

zbMath Open targino.rodrigo-sMaRDI QIDQ1681184

List of research outcomes





PublicationDate of PublicationType
Risk budgeting portfolios from simulations2023-09-15Paper
Transform MCMC schemes for sampling intractable factor copula models2023-07-04Paper
Avoiding zero probability events when computing value at risk contributions2022-09-14Paper
A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES2021-10-20Paper
Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods2020-01-20Paper
Full Bayesian analysis of claims reserving uncertainty2017-11-23Paper
Optimal exercise strategies for operational risk insurance via multiple stopping times2017-08-14Paper
Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models2015-05-26Paper

Research outcomes over time

This page was built for person: Rodrigo S. Targino

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Person:1681184&oldid=11114761"
Powered by MediaWiki