Rodrigo S. Targino
After a completing a BSc in Applied Mathematics and a MSc in Statistics (both from Federal University of Rio de Janeiro, Brazil) I spent 2.5 years working at the financial industry in Brazil, first as a Credit Risk Modelling Analyst at Itaú-Unibanco Bank and then as a Market Risk Analyst at Credit-Suisse Hedging-Griffo. During the Masters I also collaborated on a IMPA / Petrobras research project, mainly focused on Real Options problems.
10/Jan/2020 - Prof. Wenceslao González Manteiga (USC - Spain) will be visiting the School of Applied Mathematics (EMAp/FGV) from 17/Apr/2020 to 16/May/2020.
10/Jan/2020 - I'll be visiting Prof. Emmanuel Gobet at École Polytechnique from 20/May/2020 to 29/May/2020.
10/Jan/2020 - Prof. Silvana Pesenti (Univ. of Toronto) will be teaching a short (3hrs) course on "Risk management using risk measures" at EMAp FGV on the 21st and 22nd of January 2020 (11-13hrs). For more information on EMAp's 2020 summer program, click here.
02/Dec/2019 - New preprint online (with L.E. Nieto-Barajas): Modelling dependence within and across run-off triangles for claims reserving link.
29/Sep/2019 - I'll be visiting Prof. Emmanuel Gobet at École Polytechnique from 14/Oct/2019 to 25/Oct/2019. Then I head to UCL to visit Dr. Sam Livingstone from the 28/Oct/2019 to 07/Nov/2019.
01/Mar/2020 - 06/Mar/2020 - 7th Brazilian Conference on Statistical Modelling in Insurance and Finance
09/Mar/2020 - 11/Mar/2020 - Encontro Brasileiro de Estatística Bayesiana
26/May/2020 - 29/May/2020 - 13th International Workshop on Rare-Event Simulation
rodrigo.targino 'AT' fgv 'dot' br
Room 527, School of Applied Mathematics (EMAp), Getulio Vargas Foundation (FGV), Praia de Botafogo 190, Rio de Janeiro, RJ, Brazil