Iván de la
Fuente Merencio
Profesor/a Asociado/a
Gregorio Manuel
Serna Calvo
Profesor/a Titular Universidad
Publicaciones en las que colabora con Gregorio Manuel Serna Calvo (6)
2023
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Proposal for calculating regulatory capital requirements for reverse mortgages
Socio-Economic Planning Sciences, Vol. 88
2022
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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
2020
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Reverse mortgage risks. Time evolution of VAR in lump-sum solutions
Mathematics, Vol. 8, Núm. 11, pp. 1-17
2019
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Una alternativa per al finançament de les necessitats de les persones grans: la hipoteca inversa
Anuari de l'envelliment: Illes Balears, Año 2019, pp. 71-84
2018
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Estimating regulatory capital requirements for reverse mortgages: An international comparison
Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2018
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Estimating the no-negative-equity guarantee in reverse mortgages: International sensitivity analysis
Contributions to Management Science (Springer), pp. 223-239