Rodrigo S. Targino | DeepAI

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Featured Co-authors

Luis E. Nieto-Barajas
8 publications
Yuri F. Saporito
5 publications
Paulo C. Marques F
3 publications
Milan Merkle
3 publications
Helton Graziadei
2 publications
Eduardo F. L. de Melo
1 publication

research

∙ 07/24/2023

Conformal prediction for frequency-severity modeling

We present a nonparametric model-agnostic framework for building predict...

0 Helton Graziadei, et al. ∙

research

∙ 04/28/2020

Avoiding zero probability events when computing Value at Risk contributions: a Malliavin calculus approach

This paper is concerned with the process of risk allocation for a generi...

0 Yuri F. Saporito, et al. ∙

research

∙ 11/27/2019

Modelling dependence within and across run-off triangles for claims reserving

We propose a stochastic model for claims reserving that captures depende...

0 Luis E. Nieto-Barajas, et al. ∙

research

∙ 12/10/2018

Bayesian Approach for Parameter Estimation of Continuous-Time Stochastic Volatility Models using Fourier Transform Methods

We propose a two stage procedure for the estimation of the parameters of...

0 Milan Merkle, et al. ∙