Rodrigo S. Targino : Citation Profile

Are you Rodrigo S. Targino?

4

H index

1

i10 index

38

Citations

RESEARCH PRODUCTION:

9

Articles

8

Papers

RESEARCH ACTIVITY:

   11 years (2013 - 2024). See details.
   Cites by year: 3
   Journals where Rodrigo S. Targino has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 4 (9.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta600
   Updated: 2024-12-03    RAS profile: 2024-06-09    
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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)

Roncalli, Thierry (4)

Artzner, Philippe (3)

Ghossoub, Mario (3)

Ledoit, Olivier (2)

Diebold, Francis (2)

Jagannathan, Ravi (2)

Bollerslev, Tim (2)

Tauman, Yair (2)

Chopin, Nicolas (2)

Main data

Where Rodrigo S. Targino has published?

Journals with more than one article published# docs
Insurance: Mathematics and Economics3
Methodology and Computing in Applied Probability2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org6

Recent works citing Rodrigo S. Targino (2024 and 2023)

YearTitle of citing document
2024Differential 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

2024On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures. (2024). Zhang, Yiying ; Pu, Tong. In: Papers. RePEc:arx:papers:2405.07549.

Full description at Econpapers || Download paper

2024Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models. (2024). Xu, Ziqing ; Kwok, Yue Kuen ; Huang, Zhenzhen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:132-150.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023A 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.

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Works by Rodrigo S. Targino:

YearTitleTypeCited
2013Understanding Operational Risk Capital Approximations: First and Second Orders In: Papers.
[Full Text][Citation analysis]		paper8
2013Optimal insurance purchase strategies via optimal multiple stopping times In: Papers.
[Full Text][Citation analysis]		paper0
2015Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models In: Papers.
[Full Text][Citation analysis]		paper14
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 nother version. Agregated cites: 14		article
2022Avoiding zero probability events when computing Value at Risk contributions In: Papers.
[Full Text][Citation analysis]		paper4
2022Avoiding 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: 4		article
2023Risk Budgeting Portfolios from Simulations In: Papers.
[Full Text][Citation analysis]		paper0
2023Risk budgeting portfolios from simulations.(2023) In: European Journal of Operational Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2024Risk Budgeting Allocation for Dynamic Risk Measures In: Papers.
[Full Text][Citation analysis]		paper3
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.
[Full Text][Citation analysis]		article4
2020Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article1
2017Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks In: Risks.
[Full Text][Citation analysis]		article2
2023Transform MCMC schemes for sampling intractable factor copula models In: Post-Print.
[Full Text][Citation analysis]		paper0
2023Transform MCMC Schemes for Sampling Intractable Factor Copula Models.(2023) In: Methodology and Computing in Applied Probability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
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]		article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team