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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/
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/
RePEc:edi:cfutlpt (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Mercedes Ayuso & Jorge Bravo, 2021. "El necesario enfoque actuarial de los sistemas de pensiones: la relevancia de la esperanza de vida, también en España," Working Papers 2021-01, FEDEA.
  2. Holzmann, Robert & Ayuso, Mercedes & Alaminos, Estefanía & Bravo, Jorge Miguel, 2019. "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 12655, Institute of Labor Economics (IZA).
  3. Bravo, Jorge Miguel & Ayuso, Mercedes & Holzmann, Robert, 2019. "Making Use of Home Equity: The Potential of Housing Wealth to Enhance Retirement Security," IZA Discussion Papers 12656, Institute of Labor Economics (IZA).
  4. 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).
  5. 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).
  6. 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.
  7. 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).
  8. 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).
  9. Jorge Bravo, 2011. "Pricing Longevity Bonds Using Affine-Jump Diffusion Models," CEFAGE-UE Working Papers 2011_29, University of Evora, CEFAGE-UE (Portugal).
  10. Jorge Bravo, 2011. "Modelling Mortality Using Multiple Stochastic Latent Factors," CEFAGE-UE Working Papers 2011_26, University of Evora, CEFAGE-UE (Portugal).
  11. 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 M. & Nunes, João Pedro Vidal, 2021. "Pricing longevity derivatives via Fourier transforms," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 81-97.
  2. Mercedes Ayuso & Jorge M. Bravo & Robert Holzmann & Edward Palmer, 2021. "Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters," Risks, MDPI, Open Access Journal, vol. 9(5), pages 1-28, May.
  3. Ayuso, Mercedes & Bravo, Jorge M. & Holzmann, Robert, 2021. "Getting life expectancy estimates right for pension policy: period versus cohort approach," Journal of Pension Economics and Finance, Cambridge University Press, vol. 20(2), pages 212-231, April.
  4. Cláudia Simões & Luís Oliveira & Jorge M. Bravo, 2021. "Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits," Risks, MDPI, Open Access Journal, vol. 9(4), pages 1-28, March.
  5. Richard Chamboko & Jorge Miguel Bravo, 2020. "A Multi-State Approach to Modelling Intermediate Events and Multiple Mortgage Loan Outcomes," Risks, MDPI, Open Access Journal, vol. 8(2), pages 1-29, June.
  6. Jorge Miguel Bravo, 2019. "Funding for longer lives. Retirement wallet and risk-sharing annuities," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 96(02), pages 268-291.
  7. 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.
  8. Richard Chamboko & Jorge M. Bravo, 2016. "On the modelling of prognosis from delinquency to normal performance on retail consumer loans," Risk Management, Palgrave Macmillan, vol. 18(4), pages 264-287, December.
  9. Jorge Miguel Bravo, 2016. "Taxation of Pensions in Portugal: A Semi-Dual Income Tax System," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 14(01), pages 14-23, May.
  10. 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.

Chapters

  1. Jorge Bravo & Mauricio Holz, 2011. "The significance of inter-age economic transgers in Chile," Chapters, in: Ronald Lee & Andrew Mason (ed.), 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. Holzmann, Robert & Ayuso, Mercedes & Alaminos, Estefanía & Bravo, Jorge Miguel, 2019. "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 12655, Institute of Labor Economics (IZA).

    Cited by:

    1. Bravo, Jorge Miguel & Ayuso, Mercedes & Holzmann, Robert, 2019. "Making Use of Home Equity: The Potential of Housing Wealth to Enhance Retirement Security," IZA Discussion Papers 12656, Institute of Labor Economics (IZA).

  2. 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).

    Cited by:

    1. Cláudia Simões & Luís Oliveira & Jorge M. Bravo, 2021. "Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits," Risks, MDPI, Open Access Journal, vol. 9(4), pages 1-28, March.
    2. Fabrizio Culotta, 2021. "Life Expectancy Heterogeneity and Pension Fairness: An Italian North-South Divide," Risks, MDPI, Open Access Journal, vol. 9(3), pages 1-22, March.
    3. Holzmann, Robert & Alonso-García, Jennifer & Labit-Hardy, Heloise & Villegas, Andres M., 2017. "NDC Schemes and Heterogeneity in Longevity: Proposals for Redesign," IZA Discussion Papers 11193, Institute of Labor Economics (IZA).
    4. Bernd Genser & Robert Holzmann, 2019. "National Pension Policy and Globalization: A New Approach to Strive for Efficient Portability and Equitable Taxation," Working Paper Series of the Department of Economics, University of Konstanz 2019-04, Department of Economics, University of Konstanz.
    5. Keivan Diakite & Pierre Devolder, 2021. "Progressive Pension Formula and Life Expectancy Heterogeneity," Risks, MDPI, Open Access Journal, vol. 9(7), pages 1-19, July.
    6. Bravo, Jorge Miguel & Ayuso, Mercedes & Holzmann, Robert, 2019. "Making Use of Home Equity: The Potential of Housing Wealth to Enhance Retirement Security," IZA Discussion Papers 12656, Institute of Labor Economics (IZA).
    7. József Banyár, 2021. "The Outlines of a Possible Pension System Funded with Human Capital," Risks, MDPI, Open Access Journal, vol. 9(4), pages 1-32, April.
    8. Jesús-Adrián Álvarez & Malene Kallestrup-Lamb & Søren Kjærgaard, 2020. "Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans," CREATES Research Papers 2020-17, Department of Economics and Business Economics, Aarhus University.
    9. Mercedes Ayuso & Jorge M. Bravo & Robert Holzmann & Edward Palmer, 2021. "Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters," Risks, MDPI, Open Access Journal, vol. 9(5), pages 1-28, May.

  3. 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," CERS-IE WORKING PAPERS 1815, Institute of Economics, Centre for Economic and Regional Studies.
    2. Pierre Devolder & Inmaculada Domínguez-Fabián, 2020. "Thinking in Vertical: A Practical Application of the Two-Stage Pension System in Spain," Sustainability, MDPI, Open Access Journal, vol. 12(23), pages 1-18, November.
    3. Fabrizio Culotta, 2021. "Life Expectancy Heterogeneity and Pension Fairness: An Italian North-South Divide," Risks, MDPI, Open Access Journal, vol. 9(3), pages 1-22, March.
    4. András Simonovits, 2020. "Indexing Public Pensions in Progress to Wages or Prices," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(2), pages 171-194, June.
    5. 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.
    6. Sanchez-Romero, Miguel & Fürnkranz-Prskawetz, Alexia, 2019. "The impact of reducing the pension generosity on inequality and schooling," ECON WPS - Working Papers in Economic Theory and Policy 07/2019, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
    7. Sanchez-Romero, Miguel & Lee, Ron & Fürnkranz-Prskawetz, Alexia, 2019. "Redistributive effects of different pension structures when longevity varies by socioeconomic status in a general equilibrium setting," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203628, Verein für Socialpolitik / German Economic Association.
    8. Sanchez-Romero, Miguel & Schuster, Philip & Prskawetz, Alexia, 2021. "Redistributive effects of pension reforms: Who are the winners and losers?," ECON WPS - Working Papers in Economic Theory and Policy 06/2021, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
    9. Arno Baurin, 2020. "The Limited Power of Socioeconomic Status to Predict Longevity: Implications for Pension Policy," LIDAM Discussion Papers IRES 2020019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    10. Holzmann, Robert, 2017. "The ABCs of Nonfinancial Defined Contribution (NDC) Schemes," IZA Policy Papers 130, Institute of Labor Economics (IZA).
    11. Gonzalo Edwards & Raimundo Soto & Felipe Zurita, 2020. "Life Expectancy and Income Levels in Chile," Documentos de Trabajo 544, Instituto de Economia. Pontificia Universidad Católica de Chile..
    12. 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.
    13. Andras Simonovits, 2020. "Indexing public pensions in progress to wages or prices," CERS-IE WORKING PAPERS 2015, Institute of Economics, Centre for Economic and Regional Studies.
    14. Bravo, Jorge Miguel & Ayuso, Mercedes & Holzmann, Robert, 2019. "Making Use of Home Equity: The Potential of Housing Wealth to Enhance Retirement Security," IZA Discussion Papers 12656, Institute of Labor Economics (IZA).
    15. Filipe Costa Souza, 2020. "Relationships between best-practice and greatest possible life expectancies," European Journal of Ageing, Springer, vol. 17(3), pages 331-339, September.
    16. Jesús-Adrián Álvarez & Malene Kallestrup-Lamb & Søren Kjærgaard, 2020. "Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans," CREATES Research Papers 2020-17, Department of Economics and Business Economics, Aarhus University.
    17. Anca-Stefania Jijiie & Jennifer Alonso Garcia & Séverine Arnold (-Gaille), 2019. "Mortality by socio-economic class and its impact on the retirement schemes: How to render the systems fairer?," ULB Institutional Repository 2013/300032, ULB -- Universite Libre de Bruxelles.
    18. 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.
    19. Andras Simonovits, 2018. "Designing pension benefits when longevities increase with wages," CERS-IE WORKING PAPERS 1804, Institute of Economics, Centre for Economic and Regional Studies.
    20. Mercedes Ayuso & Jorge M. Bravo & Robert Holzmann & Edward Palmer, 2021. "Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters," Risks, MDPI, Open Access Journal, vol. 9(5), pages 1-28, May.

  4. 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. 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. 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. Sanchez-Romero, Miguel & Lee, Ron & Fürnkranz-Prskawetz, Alexia, 2019. "Redistributive effects of different pension structures when longevity varies by socioeconomic status in a general equilibrium setting," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203628, Verein für Socialpolitik / German Economic Association.
    4. Holzmann, Robert, 2017. "The ABCs of Nonfinancial Defined Contribution (NDC) Schemes," IZA Policy Papers 130, Institute of Labor Economics (IZA).
    5. Julian Diaz Saavedra, 2021. "Heterogeneity in Longevity, Redistribution, and Pension Reform," ThE Papers 21/07, Department of Economic Theory and Economic History of the University of Granada..
    6. Jorge Miguel Bravo, 2019. "Funding for longer lives. Retirement wallet and risk-sharing annuities," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 96(02), pages 268-291.
    7. Holzmann, Robert & Ayuso, Mercedes & Alaminos, Estefanía & Bravo, Jorge Miguel, 2019. "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 12655, Institute of Labor Economics (IZA).
    8. Bravo, Jorge Miguel & Ayuso, Mercedes & Holzmann, Robert, 2019. "Making Use of Home Equity: The Potential of Housing Wealth to Enhance Retirement Security," IZA Discussion Papers 12656, Institute of Labor Economics (IZA).
    9. 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.
    10. Anca-Stefania Jijiie & Jennifer Alonso Garcia & Séverine Arnold (-Gaille), 2019. "Mortality by socio-economic class and its impact on the retirement schemes: How to render the systems fairer?," ULB Institutional Repository 2013/300032, ULB -- Universite Libre de Bruxelles.
    11. Mercedes Ayuso & Jorge M. Bravo & Robert Holzmann & Edward Palmer, 2021. "Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters," Risks, MDPI, Open Access Journal, vol. 9(5), pages 1-28, May.

  5. Jorge Bravo, 2011. "Pricing Longevity Bonds Using Affine-Jump Diffusion Models," CEFAGE-UE Working Papers 2011_29, University of Evora, CEFAGE-UE (Portugal).

    Cited by:

    1. Blake, David & Cairns, Andrew J.G., 2021. "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 395-439.
    2. Bravo, Jorge M. & Nunes, João Pedro Vidal, 2021. "Pricing longevity derivatives via Fourier transforms," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 81-97.

  6. 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. Bravo, Jorge M. & Nunes, João Pedro Vidal, 2021. "Pricing longevity derivatives via Fourier transforms," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 81-97.

    Cited by:

    1. Cláudia Simões & Luís Oliveira & Jorge M. Bravo, 2021. "Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits," Risks, MDPI, Open Access Journal, vol. 9(4), pages 1-28, March.
    2. Blake, David & Cairns, Andrew J.G., 2021. "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 395-439.
    3. Bravo, Jorge M. & Ayuso, Mercedes & Holzmann, Robert & Palmer, Edward, 2021. "Addressing the life expectancy gap in pension policy," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 200-221.
    4. Mercedes Ayuso & Jorge M. Bravo & Robert Holzmann & Edward Palmer, 2021. "Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters," Risks, MDPI, Open Access Journal, vol. 9(5), pages 1-28, May.

  2. Mercedes Ayuso & Jorge M. Bravo & Robert Holzmann & Edward Palmer, 2021. "Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters," Risks, MDPI, Open Access Journal, vol. 9(5), pages 1-28, May.

    Cited by:

    1. Cláudia Simões & Luís Oliveira & Jorge M. Bravo, 2021. "Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits," Risks, MDPI, Open Access Journal, vol. 9(4), pages 1-28, March.
    2. Keivan Diakite & Pierre Devolder, 2021. "Progressive Pension Formula and Life Expectancy Heterogeneity," Risks, MDPI, Open Access Journal, vol. 9(7), pages 1-19, July.

  3. Ayuso, Mercedes & Bravo, Jorge M. & Holzmann, Robert, 2021. "Getting life expectancy estimates right for pension policy: period versus cohort approach," Journal of Pension Economics and Finance, Cambridge University Press, vol. 20(2), pages 212-231, April.
    See citations under working paper version above.
  4. Jorge Miguel Bravo, 2019. "Funding for longer lives. Retirement wallet and risk-sharing annuities," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 96(02), pages 268-291.

    Cited by:

    1. Cláudia Simões & Luís Oliveira & Jorge M. Bravo, 2021. "Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits," Risks, MDPI, Open Access Journal, vol. 9(4), pages 1-28, March.
    2. Bravo, Jorge M. & Ayuso, Mercedes & Holzmann, Robert & Palmer, Edward, 2021. "Addressing the life expectancy gap in pension policy," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 200-221.
    3. Bravo, Jorge M. & Nunes, João Pedro Vidal, 2021. "Pricing longevity derivatives via Fourier transforms," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 81-97.
    4. Mercedes Ayuso & Jorge M. Bravo & Robert Holzmann & Edward Palmer, 2021. "Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters," Risks, MDPI, Open Access Journal, vol. 9(5), pages 1-28, May.

  5. 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.

    Cited by:

    1. Cláudia Simões & Luís Oliveira & Jorge M. Bravo, 2021. "Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits," Risks, MDPI, Open Access Journal, vol. 9(4), pages 1-28, March.
    2. Blake, David & Cairns, Andrew J.G., 2021. "Longevity risk and capital markets: The 2019-20 update," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 395-439.
    3. Bravo, Jorge M. & Ayuso, Mercedes & Holzmann, Robert & Palmer, Edward, 2021. "Addressing the life expectancy gap in pension policy," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 200-221.
    4. Bravo, Jorge M. & Nunes, João Pedro Vidal, 2021. "Pricing longevity derivatives via Fourier transforms," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 81-97.
    5. Mercedes Ayuso & Jorge M. Bravo & Robert Holzmann & Edward Palmer, 2021. "Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters," Risks, MDPI, Open Access Journal, vol. 9(5), pages 1-28, May.

  6. Richard Chamboko & Jorge M. Bravo, 2016. "On the modelling of prognosis from delinquency to normal performance on retail consumer loans," Risk Management, Palgrave Macmillan, vol. 18(4), pages 264-287, December.

    Cited by:

    1. Richard Chamboko & Jorge Miguel Bravo, 2020. "A Multi-State Approach to Modelling Intermediate Events and Multiple Mortgage Loan Outcomes," Risks, MDPI, Open Access Journal, vol. 8(2), pages 1-29, June.
    2. Adriana Uquillas, 2017. "Determinantes del riesgo comportamental en préstamos de consumo y microcrédito: Un estudio de caso en Centro América," Revista de Investigación en Ciencias Contables y Administrativas, Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas, vol. 3(1), pages 35-66, July.

  7. Jorge Miguel Bravo, 2016. "Taxation of Pensions in Portugal: A Semi-Dual Income Tax System," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 14(01), pages 14-23, May.

    Cited by:

    1. 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.
    2. Mercedes Ayuso & Jorge M. Bravo & Robert Holzmann & Edward Palmer, 2021. "Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters," Risks, MDPI, Open Access Journal, vol. 9(5), pages 1-28, May.

  8. 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. Cláudia Simões & Luís Oliveira & Jorge M. Bravo, 2021. "Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits," Risks, MDPI, Open Access Journal, vol. 9(4), pages 1-28, March.
    2. 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.
    3. 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.
    4. Richard Chamboko & Jorge Miguel Bravo, 2020. "A Multi-State Approach to Modelling Intermediate Events and Multiple Mortgage Loan Outcomes," Risks, MDPI, Open Access Journal, vol. 8(2), pages 1-29, June.
    5. 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.
    6. 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.
    7. 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.
    8. Jorge Miguel Bravo, 2019. "Funding for longer lives. Retirement wallet and risk-sharing annuities," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 96(02), pages 268-291.
    9. 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).
    10. 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.

Chapters

  1. Jorge Bravo & Mauricio Holz, 2011. "The significance of inter-age economic transgers in Chile," Chapters, in: Ronald Lee & Andrew Mason (ed.), 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

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Featured entries

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  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 11 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 (10) 2012-02-20 2012-02-20 2012-02-20 2016-07-30 2016-12-11 2018-06-11 2018-12-24 2019-10-21 2019-10-21 2021-01-11. 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-MAC: Macroeconomics (2) 2005-12-09 2019-10-21
  5. NEP-PBE: Public Economics (2) 2016-07-30 2016-12-11
  6. NEP-DEM: Demographic Economics (1) 2018-06-11
  7. NEP-EEC: European Economics (1) 2019-10-21
  8. NEP-EUR: Microeconomic European Issues (1) 2016-07-30
  9. NEP-IAS: Insurance Economics (1) 2019-10-21
  10. NEP-MON: Monetary Economics (1) 2005-12-09
  11. NEP-URE: Urban & Real Estate Economics (1) 2019-10-21

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