Welcome / People / Research collaborators / Collaborators / Bravo, Jorge Miguel Ventura
Jorge Miguel Ventura Bravo
Assistant Professor (Universidade de Évora)

Ph.D. in Economics (U. Évora, 2008), M.Sc. in Monetary and Financial Economics (ISEG/UTL, 2002), B.A. in Economics (U. Évora, 1996).

Research interests:

Financial Economics; Longevity Risk and Actuarial Applications; Pension Economics and the Sustainability Social Security Systems.

Articles published in selected journals (indexed in CEFAGE ranking)

Bravo, J.M.V., C.M.P. Silva (2006), "Immunization using a stochastic-process independent multifactor model: the Portuguese experience", Journal of Banking and Finance, 30(1), 133-156.

Book articles and chapters

Alho, J., J.M.V. Bravo, E. Palmer (2013), "Annuities and life expectancy in NDC", in R. Holzmann, E. Palmer, D. Robalino (eds.), Non-Financial Defined Contribution Pension Schemes in a Changing Pension World, Volume 2: Gender, Politics and Financial Stability, Washington: World Bank Publications, 395-436 (ISBN: 9780821394786).
Bravo, J.M.V. (2012), "Egypt’s new social insurance system: an NDC reform in an emerging economy by M. Maait and G. Demarco - Comment", in R. Holzmann, E. Palmer, D. Robalino (eds.), Non-Financial Defined Contribution Pension Schemes in a Changing Pension World, Volume 1: Progress, Lessons, and Implementation, Washington: World Bank Publications, 186-188 (ISBN: 9780821388488).
Bravo, J.M.V. (2007), "Parametric interest rate risk immunization", New Developments in Banking and Finance, New York: Nova Science Publishers, 65-64 (ISBN: 978-1600215766).

Edition of scientific books

Bravo, J.M.V. (forthcoming), Advances in Actuarial Modeling of Life and Non Life Insurance Risks, Lisbon: Grupo Caixa Geral de Depósitos.

Doctoral theses

Master theses

Bravo, J.M.V. (2001), "Modelos de Risco de Taxa de Juro: Estratégias de Cobertura e Imunização", M.Sc. thesis, ISEG/UTL, Portugal.

Projects funded by national science agencies

Spanish Ministry of Science and Innovation

2010-2013

Projects funded by national industry-related programs

Université Paris-Dauphine, Fondation du Risque - Chaire Les Particuliers Face Au Risque: Analyse et Réponse des marchés

2011-2013
10 000€

Université Paris-Dauphine, Fondation du Risque - Chaire Les Particuliers Face Au Risque: Analyse et Réponse des marchés

2011-2013
10 000€

Industry contracts

Instituto Nacional de Estatística

2010
22 000€

Instituto Nacional de Estatística

2009
26 400€

Gabinete de Estudos e Planeamento - Ministério do Trabalho e da Solidariedade Social

2009-2012
25 000 €

National Institute of Statistics

01/2008-12/2008
21600€

National Institute of Statistics

03/2007-12/2007
17 665,29 €

M.Sc. thesis

Author: Ana Teresa Bartolomeu Breda
Supervisor(s): Jorge M.V. Bravo
Degree: M.Sc. (Finance)
Institution: Universidade Católica Portuguesa
Year: 2011
Author: Eugénio Manuel da Silva Meneses
Supervisor(s): Jorge M.V. Bravo
Degree: M.Sc. (Statistical Modeling and Data Analysis)
Institution: Universidade de Évora
Year: 2011