3
H index
1
i10 index
30
Citations
| 3 H index 1 i10 index 30 Citations RESEARCH PRODUCTION: 7 Articles 5 Papers RESEARCH ACTIVITY: 9 years (2013 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pta600 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Insurance: Mathematics and Economics | 3 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 4 |
Year | Title of citing document |
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2023 | Differential Sensitivity in Discontinuous Models. (2023). Tsanakas, Andreas ; Millossovich, Pietro ; Pesenti, Silvana M. In: Papers. RePEc:arx:papers:2310.06151. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | A Stochastic Schumacher Diffusion Process: Probability Characteristics Computation and Statistical Analysis. (2023). Gutierrez-Sanchez, Ramon ; el Azri, Abdenbi ; Nafidi, Ahmed. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:2:d:10.1007_s11009-023-10031-4. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | Understanding Operational Risk Capital Approximations: First and Second Orders In: Papers. [Full Text][Citation analysis] | paper | 8 |
2013 | Optimal insurance purchase strategies via optimal multiple stopping times In: Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models In: Papers. [Full Text][Citation analysis] | paper | 11 |
2015 | Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models.(2015) In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2022 | Avoiding zero probability events when computing Value at Risk contributions In: Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | Avoiding zero probability events when computing Value at Risk contributions.(2022) In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2021 | A GAMMA MOVING AVERAGE PROCESS FOR MODELLING DEPENDENCE ACROSS DEVELOPMENT YEARS IN RUN-OFF TRIANGLES In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 0 |
2017 | Full Bayesian analysis of claims reserving uncertainty In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 4 |
2020 | Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
2017 | Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks In: Risks. [Full Text][Citation analysis] | article | 2 |
2021 | Transform MCMC schemes for sampling intractable factor copula models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Optimal Exercise Strategies for Operational Risk Insurance via Multiple Stopping Times In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis] | article | 2 |
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