Publicaciones ( 42 )

¹ Publicaciones consideradas como producción del grupo

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2026

  1. CvmortalityMult: comparación y pronóstico de modelos multipoblacionales de mortalidad mediante técnicas de remuestreo

    IV Congreso & XV JORNADAS de Usuarios de R

2025

  1. CvmortalityMult: Cross-Validation for Multi-Population Mortality Models

    R Journal, Vol. 17, Núm. 2, pp. 1-27

  2. Modelling and Forecasting Mortality Rates for a Life Insurance Portfolio

    Risk Management, Vol. 27, Núm. 1

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

    Decisions in Economics and Finance, Vol. 48, Núm. 2, pp. 1093-1130

  4. The dynamic of mortality explained with a reduced number of key ages

    Scandinavian Actuarial Journal

  5. Well-being horizons for silver and golden ages: an application of traditional and fuzzy Markov chains

    Humanities and Social Sciences Communications, Vol. 12, Núm. 1

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

    Economics Letters, Vol. 233

  2. El gasto social y la pobreza multidimensional en Ecuador

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

  3. 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

  4. 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

  5. On the predictive ability of conditional market skewness

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

  6. Proposal for calculating regulatory capital requirements for reverse mortgages

    Socio-Economic Planning Sciences, Vol. 88

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

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