5
H index
3
i10 index
94
Citations
Universidade de Évora (50% share) | 5 H index 3 i10 index 94 Citations RESEARCH PRODUCTION: 17 Articles 15 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jorge Miguel Ventura Bravo. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Insurance: Mathematics and Economics | 4 |
| Risks | 4 |
| Journal of Pension Economics and Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| IZA Discussion Papers / Institute of Labor Economics (IZA) | 5 |
| CESifo Working Paper Series / CESifo | 3 |
| Post-Print / HAL | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework. (2025). Botha, Arno ; Breedt, Roland ; Verster, Tanja. In: Papers. RePEc:arx:papers:2502.14479. Full description at Econpapers || Download paper |
| 2025 | Towards modelling lifetime default risk: Exploring different subtypes of recurrent event Cox-regression models. (2025). Botha, Arno ; Scheepers, Bernard ; Verster, Tanja. In: Papers. RePEc:arx:papers:2505.01044. Full description at Econpapers || Download paper |
| 2025 | Portfolio optimization in DC pension scheme with unhedgeable stochastic wage. (2025). Menoncin, Francesco ; Vigna, Elena. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:740. Full description at Econpapers || Download paper |
| 2024 | Differences in mortality before retirement: The role of living arrangements and marital status in Denmark. (2024). Vigezzi, Serena ; Strozza, Cosmo. In: Demographic Research. RePEc:dem:demres:v:50:y:2024:i:20. Full description at Econpapers || Download paper |
| 2024 | Home equity and retirement funding: Challenges and opportunities. (2024). Baulkaran, Vishaal ; Jain, Pawan. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000413. Full description at Econpapers || Download paper |
| 2024 | Longevity hedge effectiveness using socioeconomic indices. (2024). Laursen, Nicolai Sogaard ; Kallestrup-Lamb, Malene. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:114:y:2024:i:c:p:242-251. Full description at Econpapers || Download paper |
| 2024 | An analysis of precautionary behavior in retirement decision making with an application to pension system reform. (2024). Magnani, Marco. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:99-113. Full description at Econpapers || Download paper |
| 2024 | Egalitarian pooling and sharing of longevity risk a.k.a. can an administrator help skin the tontine cat?. (2024). Milevsky, Moshe ; Dhaene, Jan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:238-250. Full description at Econpapers || Download paper |
| 2025 | Mean-variance longevity risk-sharing for annuity contracts. (2025). Hanbali, Hamza. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:207-235. Full description at Econpapers || Download paper |
| 2025 | Machine Learning Applications for Predicting High-Cost Claims Using Insurance Data. (2025). Gjei, Ardit ; Braimllari, Alma ; Brati, Esmeralda. In: Data. RePEc:gam:jdataj:v:10:y:2025:i:6:p:90-:d:1680916. Full description at Econpapers || Download paper |
| 2025 | Implementing Custom Loss Functions in Advanced Machine Learning Structures for Targeted Outcomes. (2025). Hitchen, Thomas ; Nadarajah, Saralees. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:7:p:348-:d:1685755. Full description at Econpapers || Download paper |
| 2025 | Longevity Risk and Annuitisation Decisions in the Absence of Special-Rate Life Annuities. (2025). de Andrs-Snchez, Jorge ; Puchades, Laura Gonzlez-Vila. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:2:p:37-:d:1594839. Full description at Econpapers || Download paper |
| 2024 | Predictive performance of count regression models versus machine learning techniques: A comparative analysis using an automobile insurance claims frequency dataset. (2024). Alomair, Gadir. In: PLOS ONE. RePEc:plo:pone00:0314975. Full description at Econpapers || Download paper |
| 2024 | Digital financial services adoption: a retrospective time-to-event analysis approach. (2024). Chamboko, Richard. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00568-1. Full description at Econpapers || Download paper |
| 2024 | How life-table right-censoring affected the Brazilian social security factor: an application of the gamma-Gompertz-Makeham model. (2024). Bernardino, Wilton ; Patricio, Silvio C ; Souza, Filipe Costa. In: Journal of Population Research. RePEc:spr:joprea:v:41:y:2024:i:3:d:10.1007_s12546-024-09334-1. Full description at Econpapers || Download paper |
| 2025 | The implications of non‐synchronous trading in G‐7 financial markets. (2025). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Tsioutsios, Alexandros ; Simos, Theodore. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:689-709. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Taxation of Pensions in Portugal: Is there a Rationale for a Semi-Dual Income Tax System? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Getting Life Expectancy Estimates Right for Pension Policy: Period versus Cohort Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
| 2021 | Getting life expectancy estimates right for pension policy: period versus cohort approach.(2021) In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2018 | Getting Life Expectancy Estimates Right for Pension Policy: Period versus Cohort Approach.(2018) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2021 | Intergenerational Actuarial Fairness when Longevity Increases: Amending the Retirement Age In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2023 | Intergenerational actuarial fairness when longevity increases: Amending the retirement age.(2023) In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2016 | Taxation of Pensions in Portugal: A Semi-Dual Income Tax System In: ifo DICE Report. [Full Text][Citation analysis] | article | 0 |
| 2011 | Modelling Mortality Using Multiple Stochastic Latent Factors In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Pricing Longevity Bonds Using Affine-Jump Diffusion Models In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Prospective Lifetables: Life Insurance Pricing and Hedging in a Stochastic Mortality Environment In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Career breaks, broken pensions? Long-run effects of early and late-career unemployment spells on pension entitlements In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 6 |
| 2018 | Valuation of longevity-linked life annuities In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
| 2018 | Valuation of longevity-linked life annuities.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2021 | Pricing longevity derivatives via Fourier transforms In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
| 2021 | Addressing the life expectancy gap in pension policy In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 4 |
| 2006 | Immunization using a stochastic-process independent multi-factor model: The Portuguese experience In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
| 2022 | Total-employed longevity gap, pension fairness and public finance: Evidence from one of the oldest regions in EU In: Socio-Economic Planning Sciences. [Full Text][Citation analysis] | article | 0 |
| 2019 | Funding for longer lives. Retirement wallet and risk-sharing annuities In: EKONOMIAZ. Revista vasca de Economía. [Full Text][Citation analysis] | article | 0 |
| 2011 | The significance of inter-age economic transgers in Chile In: Chapters. [Full Text][Citation analysis] | chapter | 1 |
| 2005 | Immunization Using a Parametric Model of the Term Structure In: Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | El necesario enfoque actuarial de los sistemas de pensiones: la relevancia de la esperanza de vida, también en España In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Linking Pensions to Life Expectancy: Tackling Conceptual Uncertainty through Bayesian Model Averaging In: Mathematics. [Full Text][Citation analysis] | article | 0 |
| 2023 | Modelling Motor Insurance Claim Frequency and Severity Using Gradient Boosting In: Risks. [Full Text][Citation analysis] | article | 3 |
| 2020 | A Multi-State Approach to Modelling Intermediate Events and Multiple Mortgage Loan Outcomes In: Risks. [Full Text][Citation analysis] | article | 2 |
| 2021 | Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits In: Risks. [Full Text][Citation analysis] | article | 1 |
| 2021 | Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters In: Risks. [Full Text][Citation analysis] | article | 5 |
| 2019 | On the Welfare of Pension Decumulation Strategies In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | On the Heterogeneity in Longevity among Socioeconomic Groups: Scope, Trends, and Implications for Earnings-Related Pension Schemes In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2016 | Addressing Longevity Heterogeneity in Pension Scheme Design and Reform In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
| 2019 | Life Cycle Saving and Dissaving Revisited across Three-Tiered Income Groups: Starting Hypotheses, Refinement through Literature Review, and Ideas for Empirical Testing In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Making Use of Home Equity: The Potential of Housing Wealth to Enhance Retirement Security In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2016 | On the modelling of prognosis from delinquency to normal performance on retail consumer loans In: Risk Management. [Full Text][Citation analysis] | article | 3 |
| 2024 | Mapping the Scientific Landscape of Knowledge Management in IT SMEs: A Bibliometric Analysis In: International Journal of Innovation and Technology Management (IJITM). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team