Publicaciones (13) Publicaciones de David Atance del Olmo

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

    Decisions in Economics and Finance

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

    Quarterly Review of Economics and Finance, Vol. 96

2023

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

    Economics Letters, Vol. 233

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

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

2021

  1. Hipoteca inversa: impacto del riesgo de longevidad en el caso español

    Anales del Instituto de Actuarios Españoles, Núm. 27, pp. 135-159

  2. 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