Details about Jorge Miguel Ventura Bravo

Access statistics for papers by Jorge Miguel Ventura Bravo.

Last updated 2025-02-08. Update your information in the RePEc Author Service.

Short-id: pbr152

Working Papers

2021

1. El necesario enfoque actuarial de los sistemas de pensiones: la relevancia de la esperanza de vida, también en España
   Working Papers, FEDEA
2. Intergenerational Actuarial Fairness when Longevity Increases: Amending the Retirement Age
   CESifo Working Paper Series, CESifo View citations (4)
   See also Journal Article Intergenerational actuarial fairness when longevity increases: Amending the retirement age, Insurance: Mathematics and Economics, Elsevier (2023) View citations (1) (2023)

2019

3. Life Cycle Saving and Dissaving Revisited across Three-Tiered Income Groups: Starting Hypotheses, Refinement through Literature Review, and Ideas for Empirical Testing
   IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (2)
4. Making Use of Home Equity: The Potential of Housing Wealth to Enhance Retirement Security
   IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (4)
5. On the Welfare of Pension Decumulation Strategies
   Post-Print, HAL

2018

6. Getting Life Expectancy Estimates Right for Pension Policy: Period versus Cohort Approach
   IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (1)
   Also in CESifo Working Paper Series, CESifo (2018) View citations (10)
   See also Journal Article Getting life expectancy estimates right for pension policy: period versus cohort approach, Journal of Pension Economics and Finance, Cambridge University Press (2021) View citations (10) (2021)
7. Valuation of longevity-linked life annuities
   Post-Print, HAL
   See also Journal Article Valuation of longevity-linked life annuities, Insurance: Mathematics and Economics, Elsevier (2018) View citations (6) (2018)

2016

8. Addressing Longevity Heterogeneity in Pension Scheme Design and Reform
   IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (24)
9. On the Heterogeneity in Longevity among Socioeconomic Groups: Scope, Trends, and Implications for Earnings-Related Pension Schemes
   IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (17)
10. Taxation of Pensions in Portugal: Is there a Rationale for a Semi-Dual Income Tax System?
    CESifo Working Paper Series, CESifo View citations (1)

2012

11. Prospective Lifetables: Life Insurance Pricing and Hedging in a Stochastic Mortality Environment
    CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal)

2011

12. Modelling Mortality Using Multiple Stochastic Latent Factors
    CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal)
13. Pricing Longevity Bonds Using Affine-Jump Diffusion Models
    CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) View citations (2)

2005

14. Immunization Using a Parametric Model of the Term Structure
    Economics Working Papers, University of Évora, Department of Economics (Portugal) View citations (1)

Journal Articles

2024

1. Mapping the Scientific Landscape of Knowledge Management in IT SMEs: A Bibliometric Analysis
   International Journal of Innovation and Technology Management (IJITM), 2024, 21, (07), 1-30

2023

2. Intergenerational actuarial fairness when longevity increases: Amending the retirement age
   Insurance: Mathematics and Economics, 2023, 113, (C), 161-184 View citations (1)
   See also Working Paper Intergenerational Actuarial Fairness when Longevity Increases: Amending the Retirement Age, CESifo Working Paper Series (2021) View citations (4) (2021)
3. Modelling Motor Insurance Claim Frequency and Severity Using Gradient Boosting
   Risks, 2023, 11, (9), 1-20

2022

4. Career breaks, broken pensions? Long-run effects of early and late-career unemployment spells on pension entitlements
   Journal of Pension Economics and Finance, 2022, 21, (2), 191-217 View citations (6)
5. Total-employed longevity gap, pension fairness and public finance: Evidence from one of the oldest regions in EU
   Socio-Economic Planning Sciences, 2022, 82, (PA)

2021

6. Addressing the life expectancy gap in pension policy
   Insurance: Mathematics and Economics, 2021, 99, (C), 200-221 View citations (9)
7. Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters
   Risks, 2021, 9, (5), 1-28 View citations (8)
8. Getting life expectancy estimates right for pension policy: period versus cohort approach
   Journal of Pension Economics and Finance, 2021, 20, (2), 212-231 View citations (10)
   See also Working Paper Getting Life Expectancy Estimates Right for Pension Policy: Period versus Cohort Approach, IZA Discussion Papers (2018) View citations (1) (2018)
9. Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits
   Risks, 2021, 9, (4), 1-28 View citations (1)
10. Linking Pensions to Life Expectancy: Tackling Conceptual Uncertainty through Bayesian Model Averaging
    Mathematics, 2021, 9, (24), 1-27 View citations (1)
11. Pricing longevity derivatives via Fourier transforms
    Insurance: Mathematics and Economics, 2021, 96, (C), 81-97 View citations (7)

2020

12. A Multi-State Approach to Modelling Intermediate Events and Multiple Mortgage Loan Outcomes
    Risks, 2020, 8, (2), 1-29 View citations (1)

2019

13. Funding for longer lives. Retirement wallet and risk-sharing annuities
    EKONOMIAZ. Revista vasca de Economía, 2019, 96, (02), 268-291 View citations (4)

2018

14. Valuation of longevity-linked life annuities
    Insurance: Mathematics and Economics, 2018, 78, (C), 212-229 View citations (6)
    See also Working Paper Valuation of longevity-linked life annuities, Post-Print (2018) (2018)

2016

15. On the modelling of prognosis from delinquency to normal performance on retail consumer loans
    Risk Management, 2016, 18, (4), 264-287 View citations (3)
16. Taxation of Pensions in Portugal: A Semi-Dual Income Tax System
    ifo DICE Report, 2016, 14, (01), 14-23 View citations (4)

2006

17. Immunization using a stochastic-process independent multi-factor model: The Portuguese experience
    Journal of Banking & Finance, 2006, 30, (1), 133-156 View citations (10)

Chapters

2011

1. The significance of inter-age economic transgers in Chile
   Chapter 12 in Population Aging and the Generational Economy, 2011 View citations (1)