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Jorge Miguel Ventura Bravo

Personal Details

First Name:Jorge
Middle Name:Miguel Ventura
Last Name:Bravo
Suffix:
RePEc Short-ID:pbr152
http://www.novaims.unl.pt/magic/index.php/component/k2/item/313-jorge-bravo-biografia.html
Nova Information Management School Universidade Nova de Lisboa Campus de Campolide 1070-312 Lisboa | Portugal
+351 213 828 610

Affiliation

(50%) Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE)
Universidade de Évora

Évora, Portugal
http://www.cefage.uevora.pt/

: (351) 266 740 869

Colégio Espírito SANTO
RePEc:edi:cfevopt (more details at EDIRC)

(50%) Centro de Investigação em Economia Financeira (CIEF)
Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa

Lisboa, Portugal
http://pascal.iseg.ulisboa.pt/~cief/

: +351-213 925 800
+351-213 925 850
+351-213 925 800
RePEc:edi:cfutlpt (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Ayuso, Mercedes & Bravo, Jorge Miguel & Holzmann, Robert, 2018. "Getting Life Expectancy Estimates Right for Pension Policy: Period versus Cohort Approach," IZA Discussion Papers 11512, Institute of Labor Economics (IZA).
  2. Jorge Miguel Bravo, 2016. "Taxation of Pensions in Portugal: Is there a Rationale for a Semi-Dual Income Tax System?," CESifo Working Paper Series 5981, CESifo Group Munich.
  3. Ayuso, Mercedes & Bravo, Jorge Miguel & Holzmann, Robert, 2016. "On the Heterogeneity in Longevity among Socioeconomic Groups: Scope, Trends, and Implications for Earnings-Related Pension Schemes," IZA Discussion Papers 10060, Institute of Labor Economics (IZA).
  4. Ayuso, Mercedes & Bravo, Jorge Miguel & Holzmann, Robert, 2016. "Addressing Longevity Heterogeneity in Pension Scheme Design and Reform," IZA Discussion Papers 10378, Institute of Labor Economics (IZA).
  5. Jorge Bravo & Carlos Pereira da Silva, 2012. "Prospective Lifetables: Life Insurance Pricing and Hedging in a Stochastic Mortality Environment," CEFAGE-UE Working Papers 2012_01, University of Evora, CEFAGE-UE (Portugal).
  6. Jorge Bravo, 2011. "Pricing Longevity Bonds Using Affine-Jump Diffusion Models," CEFAGE-UE Working Papers 2011_29, University of Evora, CEFAGE-UE (Portugal).
  7. Jorge Bravo, 2011. "Modelling Mortality Using Multiple Stochastic Latent Factors," CEFAGE-UE Working Papers 2011_26, University of Evora, CEFAGE-UE (Portugal).
  8. Jorge Miguel Ventura Bravo & Carlos Manuel Pereira da Silva, 2005. "Immunization Using a Parametric Model of the Term Structure," Economics Working Papers 19_2005, University of Évora, Department of Economics (Portugal).

Articles

  1. Bravo, Jorge Miguel & El Mekkaoui de Freitas, Najat, 2018. "Valuation of longevity-linked life annuities," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 212-229.
  2. Ventura Bravo, Jorge Miguel & Pereira da Silva, Carlos Manuel, 2006. "Immunization using a stochastic-process independent multi-factor model: The Portuguese experience," Journal of Banking & Finance, Elsevier, vol. 30(1), pages 133-156, January.
    RePEc:ces:ifodic:v:14:y:2016:i:1:p:19204325 is not listed on IDEAS

Chapters

  1. Jorge Bravo & Mauricio Holz, 2011. "The significance of inter-age economic transgers in Chile," Chapters,in: Population Aging and the Generational Economy, chapter 12 Edward Elgar Publishing.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Ayuso, Mercedes & Bravo, Jorge Miguel & Holzmann, Robert, 2016. "On the Heterogeneity in Longevity among Socioeconomic Groups: Scope, Trends, and Implications for Earnings-Related Pension Schemes," IZA Discussion Papers 10060, Institute of Labor Economics (IZA).

    Cited by:

    1. Miguel Sánchez-Romero & Ronald D. Lee & Alexia Prskawetz, 2019. "Redistributive Effects of Different Pension Systems When Longevity Varies by Socioeconomic Status," NBER Working Papers 25944, National Bureau of Economic Research, Inc.
    2. Holzmann, Robert, 2017. "The ABCs of Nonfinancial Defined Contribution (NDC) Schemes," IZA Policy Papers 130, Institute of Labor Economics (IZA).
    3. Ayuso, Mercedes & Bravo, Jorge Miguel & Holzmann, Robert, 2018. "Getting Life Expectancy Estimates Right for Pension Policy: Period versus Cohort Approach," IZA Discussion Papers 11512, Institute of Labor Economics (IZA).
    4. Sánchez-Romero, Miguel & Prskawetz, Alexia, 2017. "Redistributive effects of the US pension system among individuals with different life expectancy," The Journal of the Economics of Ageing, Elsevier, vol. 10(C), pages 51-74.

  2. Ayuso, Mercedes & Bravo, Jorge Miguel & Holzmann, Robert, 2016. "Addressing Longevity Heterogeneity in Pension Scheme Design and Reform," IZA Discussion Papers 10378, Institute of Labor Economics (IZA).

    Cited by:

    1. Andras Simonovits, 2018. "The best indexation of public pensions: the point system," IEHAS Discussion Papers 1815, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
    2. Miguel Sánchez-Romero & Ronald D. Lee & Alexia Prskawetz, 2019. "Redistributive Effects of Different Pension Systems When Longevity Varies by Socioeconomic Status," NBER Working Papers 25944, National Bureau of Economic Research, Inc.
    3. Holzmann, Robert, 2017. "The ABCs of Nonfinancial Defined Contribution (NDC) Schemes," IZA Policy Papers 130, Institute of Labor Economics (IZA).
    4. Andras Simonovits, 2018. "Designing pension benefits when longevities increase with wages," IEHAS Discussion Papers 1804, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
    5. Javier Pla-Porcel & Manuel Ventura-Marco & Carlos Vidal-Meliá, 2017. "How do unisex life care annuities embedded in a pay-as-you-go retirement system affect gender redistribution?," Documentos de Trabajo del ICAE 2017-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    6. Simonovits, András, 2018. "Hogyan tervezzük a nyugdíjjáradék-függvényt, ha a halandóság a kereset csökkenő függvénye?
      [Designing pension-benefit schedules when longevities increase with wages]
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 831-846.

  3. Jorge Miguel Ventura Bravo & Carlos Manuel Pereira da Silva, 2005. "Immunization Using a Parametric Model of the Term Structure," Economics Working Papers 19_2005, University of Évora, Department of Economics (Portugal).

    Cited by:

    1. Almeida, Caio & Lund, Bruno, 2014. "Immunization of Fixed-Income Portfolios Using an Exponential Parametric Model," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 34(2), November.

Articles

  1. Ventura Bravo, Jorge Miguel & Pereira da Silva, Carlos Manuel, 2006. "Immunization using a stochastic-process independent multi-factor model: The Portuguese experience," Journal of Banking & Finance, Elsevier, vol. 30(1), pages 133-156, January.

    Cited by:

    1. Xie, Yan Alice & Liu, Sheen & Wu, Chunchi & Anderson, Bing, 2009. "The effects of default and call risk on bond duration," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1700-1708, September.
    2. Díaz, Antonio & González, María de la O & Navarro, Eliseo & Skinner, Frank S., 2009. "An evaluation of contingent immunization," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1874-1883, October.
    3. Jorge Miguel Ventura Bravo & Carlos Manuel Pereira da Silva, 2005. "Immunization Using a Parametric Model of the Term Structure," Economics Working Papers 19_2005, University of Évora, Department of Economics (Portugal).
    4. Michael Theobald & Peter Yallup, 2010. "Liability-driven investment: multiple liabilities and the question of the number of moments," The European Journal of Finance, Taylor & Francis Journals, vol. 16(5), pages 413-435.
    5. Lucian Gaban & Ionut - Marius Rus & Alin Fetita & Liviu Bechis, 2017. "Assets And Liabilities Management During The Crisis - A Study On Banks In Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 529-537, July.
    6. Luís Oliveira & João Vidal Nunes & Luís Malcato, 2014. "The performance of deterministic and stochastic interest rate risk measures:," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 13(3), pages 141-165, December.
    7. Almeida, Caio & Lund, Bruno, 2014. "Immunization of Fixed-Income Portfolios Using an Exponential Parametric Model," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 34(2), November.

Chapters

  1. Jorge Bravo & Mauricio Holz, 2011. "The significance of inter-age economic transgers in Chile," Chapters,in: Population Aging and the Generational Economy, chapter 12 Edward Elgar Publishing.

    Cited by:

    1. Sergio Díaz-Briquets, 2015. "Measures to Deal with an Aging Population: International Experiences and Lessons for Cuba," Annual Proceedings, The Association for the Study of the Cuban Economy, vol. 25.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Portuguese Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-AGE: Economics of Ageing (7) 2012-02-20 2012-02-20 2012-02-20 2016-07-30 2016-12-11 2018-06-11 2018-12-24. Author is listed
  2. NEP-LAB: Labour Economics (4) 2016-07-30 2016-12-11 2018-06-11 2018-12-24
  3. NEP-HEA: Health Economics (2) 2012-02-20 2012-02-20
  4. NEP-PBE: Public Economics (2) 2016-07-30 2016-12-11
  5. NEP-DEM: Demographic Economics (1) 2018-06-11
  6. NEP-EUR: Microeconomic European Issues (1) 2016-07-30
  7. NEP-MAC: Macroeconomics (1) 2005-12-09
  8. NEP-MON: Monetary Economics (1) 2005-12-09

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