Rodrigo dos Santos Targino
Formação:
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University College London
Statistics | Doutorado | 2012 - 2017
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Universidade Federal do Rio de Janeiro
Estatística | Mestrado | 2008 - 2010
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Universidade Federal do Rio de Janeiro
Matemática Aplicada | Graduação | 2004 - 2007
Laboratórios:
Nenhum laboratório cadastrado
Nuvens de Palavras:
Artigos:
(100.00% artigos com DOI)
| Titulo | DOI | Ano |
|---|---|---|
| Risk budgeting portfolios from simulations | 10.1016/j.ejor.2023.06.003 | 2023 |
| Transform MCMC Schemes for Sampling Intractable Factor Copula Models | 10.1007/s11009-023-09983-4 | 2023 |
| Avoiding zero probability events when computing Value at Risk contributions | 10.1016/j.insmatheco.2022.06.004 | 2022 |
| A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES | 10.1017/asb.2020.36 | 2021 |
| Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods | 10.1016/j.spl.2019.108600 | 2020 |
| Full Bayesian analysis of claims reserving uncertainty | 10.1016/j.insmatheco.2016.12.007 | 2017 |
| Optimal Exercise Strategies for Operational Risk Insurance via Multiple Stopping Times | 10.1007/s11009-016-9493-8 | 2017 |
| Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks | 10.3390/risks5040053 | 2017 |
| Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models | 10.1016/j.insmatheco.2015.01.007 | 2015 |
| UNDERSTANDING OPERATIONAL RISK CAPITAL APPROXIMATIONS: FIRST AND SECOND ORDERS | 10.22495/jgr_v2_i3_p6 | 2013 |
Eventos:
Nenhum evento cadastrado