Publicaciones en las que colabora con Eliseo Navarro Arribas (8)

2024

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

    Financial Innovation, Vol. 10, Núm. 1

  2. Revisiting key mortality rate models: novel findings and application of CIR processes to describe mortality trends

    Decisions in Economics and Finance

2021

  1. Resampling methods to assess the forecasting ability of mortality models

    Mathematical and Statistical Methods for Actuarial Sciences and Finance: eMAF2020 (Springer International Publishing), pp. 45-50

2020

  1. A comparison of forecasting mortality models using resampling methods

    Mathematics, Vol. 8, Núm. 9

  2. Constructing dynamic life tables with a single-factor model

    Decisions in Economics and Finance, Vol. 43, Núm. 2, pp. 787-825

2019

  1. Constructing dynamic life tables with a single factor model

    Documentos de Trabajo (IAES, Instituto Universitario de Análisis Económico y Social)

2018

  1. A single factor model for constructing dynamic life tables

    Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2018

2017

  1. Análisis uni-factorial y bi-factorial de la Tasa de mortalidad

    Sextas Jornadas de Jóvenes Investigadores de la Universidad de Alcalá: Humanidades y Ciencias Sociales