Publicaciones (46) Publicaciones en las que ha participado algún/a investigador/a

2024

  1. A simplified model for measuring longevity risk for life insurance products

    Financial Innovation, Vol. 10, Núm. 1

  2. Convergence and divergence in mortality: A global study from 1990 to 2030

    PLoS ONE, Vol. 19, Núm. 1 JANUARY

  3. Home bias and the returns of strategic portfolios: Neither always so good nor so bad

    Journal of Behavioral and Experimental Finance, Vol. 42

  4. How likely is it to beat the target at different investment horizons: an approach using compositional data in strategic portfolios

    Financial Innovation, Vol. 10, Núm. 1

  5. Selling options to beat the market: Further empirical evidence

    Research in International Business and Finance, Vol. 67

  6. The age pattern of the gender gap in mortality: stylized evidence across COVID-19 pandemic times

    Annals of Operations Research

  7. Time-varying expected returns, conditional skewness and Bitcoin return predictability

    Quarterly Review of Economics and Finance, Vol. 96

2023

  1. Actuarial pricing with financial methods

    Scandinavian Actuarial Journal, Vol. 2023, Núm. 5, pp. 450-476

  2. Analysing the impact of rising mortality in adult ages on financial and actuarial products

    Economics Letters, Vol. 233

  3. Bidual Representation of Expectiles

    Risks, Vol. 11, Núm. 12

  4. Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints

    Applied Mathematical Finance

  5. El gasto social y la pobreza multidimensional en Ecuador

    CIRIEC - España. Revista de economía pública, social y cooperativa, Núm. 109, pp. 317-347

  6. Impact of COVID-19 on Spanish mortality rates in 2020 by age and sex

    Journal of public health (Oxford, England), Vol. 45, Núm. 3, pp. 577-583

  7. Impacte de la COVID-19 i de les mesures per combatre-la en les taxes de mortalitat de la població de les Illes Balears. Noves evidències 2020-2021

    Anuari de l'envelliment: Illes Balears, Año 2023, pp. 64-84

  8. On the predictive ability of conditional market skewness

    Quarterly Review of Economics and Finance, Vol. 91, pp. 186-191

  9. Productos financieros que te protegen de la inflación y te anticipan su evolución

    Actuarios, Núm. 52, pp. 36-39

  10. Proposal for calculating regulatory capital requirements for reverse mortgages

    Socio-Economic Planning Sciences, Vol. 88

  11. VALUATION OF REVERSE MORTGAGES IN THE SPANISH MARKET FOR FOREIGN RESIDENTS

    Technological and Economic Development of Economy, Vol. 30, Núm. 1, pp. 46-73

2022

  1. A proposal to calculate the regulatory capital requirements for reverse mortgages

    Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF 2022 (Springer International Publishing), pp. 181-187

  2. Analysing the dynamics of the refining margin: Implications for valuation and hedging

    Commodities: Fundamental Theory of Futures, Forwards, and Derivatives Pricing (CRC Press), pp. 101-124