Rodrigo S. Targino : Citation Profile


Are you Rodrigo S. Targino?

3

H index

0

i10 index

21

Citations

RESEARCH PRODUCTION:

6

Articles

5

Papers

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 2
   Journals where Rodrigo S. Targino has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 3 (12.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pta600
   Updated: 2021-10-16    RAS profile: 2021-10-01    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Rodrigo S. Targino.

Is cited by:

Chan, Jennifer (1)

Cites to:

Scaillet, Olivier (5)

gourieroux, christian (5)

Ghossoub, Mario (3)

Vanduffel, Steven (2)

Dhaene, Jan (2)

Giordani, Paolo (1)

Geweke, John (1)

Kohn, Robert (1)

Rochet, Jean (1)

Stein, Jeremy (1)

Longstaff, Francis (1)

Main data


Where Rodrigo S. Targino has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org4

Recent works citing Rodrigo S. Targino (2021 and 2020)


YearTitle of citing document
2020Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations. (2019). Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:1909.11794.

Full description at Econpapers || Download paper

2021Risk contributions of lambda quantiles. (2021). Pesenti, Silvana ; Peri, Ilaria ; Ince, Akif. In: Papers. RePEc:arx:papers:2106.14824.

Full description at Econpapers || Download paper

2021Tail dependence and heavy tailedness in extreme risks. (2021). Yang, Fan ; Tan, Ken Seng ; Ji, Liuyan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:282-293.

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2020Probabilistic Approaches to the Security Analysis of Smart Grid with High Wind Penetration: The Case of Jeju Island’s Power Grids. (2020). Hur, Jin ; Kim, Sunoh. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:21:p:5785-:d:440145.

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2021Systemic Risk Modeling with Lévy Copulas. (2021). Kim, Youngshin ; Djuri, Petar M ; Liu, Yuhao ; Glimm, James ; Rachev, Svetlozar T. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:251-:d:569413.

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2020Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations. (2020). Hofert, Marius ; Koike, Takaaki. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:6-:d:308941.

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2020A Bayesian Internal Model for Reserve Risk: An Extension of the Correlated Chain Ladder. (2020). Ercole, Carnevale Giulio ; Paolo, Clemente Gian. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:125-:d:447798.

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2020An Optimal Double Stopping Rule for a Buying-Selling Problem. (2020). Yu, Georgy . In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:1:d:10.1007_s11009-018-9684-6.

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Works by Rodrigo S. Targino:


YearTitleTypeCited
2013Understanding Operational Risk Capital Approximations: First and Second Orders In: Papers.
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paper5
2013Optimal insurance purchase strategies via optimal multiple stopping times In: Papers.
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paper0
2015Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models In: Papers.
[Full Text][Citation analysis]
paper9
2015Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models.(2015) In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2021Avoiding zero probability events when computing Value at Risk contributions In: Papers.
[Full Text][Citation analysis]
paper1
2021A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES In: ASTIN Bulletin.
[Full Text][Citation analysis]
article0
2017Full Bayesian analysis of claims reserving uncertainty In: Insurance: Mathematics and Economics.
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article3
2020Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article0
2017Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks In: Risks.
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article2
2021Transform MCMC schemes for sampling intractable factor copula models In: Working Papers.
[Full Text][Citation analysis]
paper0
2017Optimal Exercise Strategies for Operational Risk Insurance via Multiple Stopping Times In: Methodology and Computing in Applied Probability.
[Full Text][Citation analysis]
article1

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