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DOCENTES
 

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Jorge Miguel Ventura Bravo
Identificação
Jorge Miguel Ventura Bravo, Professor Auxiliar
Doutor em Economia
(Universidade de Évora)
Contactos
jbravo@novaims.unl.pt
Biografia

Professor of Finance & Economics at NOVA IMS Universidade Nova de Lisboa and Invited Professor at Université Paris-Dauphine PSL in Paris, France. He holds a PhD and BSc in Economics from the University of Évora and a MSc in Monetary in Financial Economics from ISEG Technical University of Lisbon. He is Director of the Postgraduate Program in Financial Markets and Risks and of the Postgraduate Program in Data Science for Finance. He is an Integrated Member of MagIC, NOVA IMS research and development center and integrated member of Banco Bilbao Vizcaya Argentaria (BBVA) Pensions Institute Scientific Experts Forum in Madrid, Spain and CEFAGE-UE. He Coordinates ORBio - Observatory of Biometric Risks of the Portuguese Life Insured Population, APS - Portuguese Insurers Association. His work is published in prestigious academic journals such as the Journal of Banking and Finance, Insurance: Mathematics and Economics, Journal of Pension Economics and Finance; Expert Systems with Applications, Risk Management, Risks, Statistical Journal of the IAOS, Journal of Finance and Economics, International Journal of Applied Decision Sciences, CESifo DICE Report - Journal for Institutional Comparisons, RISTI, MIT Press and World Bank books. He works as scientific consultant for national & international public (Statistics Portugal, Ministry of Finance; Ministry of Labour & Social Security) and private institutions (Insurance companies, Pension Funds Association, Social Benefits Issuers Association) on research topics such as Longevity risk management, Ageing & social protection systems reform and sustainability, retirement & saving schemes, credit risk management. He integrated as an external member the Inter-ministerial Commission for the Reform of the Social Security System in Portugal.

Unidades Curriculares que leciona na NOVA IMS
- Banca, Seguros e Longevity - Linked Securities
- Fintech & InsurTech
- Fixed Income Securities
- Gestão de Risco
- Mercados de Obrigações
- Mercados e Investimentos Financeiros
- Metodologias de Investigação
- Operações Bancárias e Seguradoras
- Princípios de Gestão Financeira
Publicações
Publicação em Periódicos Científicos
Bravo, J. M., & Nunes, J. P. V. (2021). Pricing longevity derivatives via Fourier transforms. Insurance: Mathematics and Economics, 96(January), 81-97. [Advanced online publication on 1 November, 2020]. Doi: https://doi.org/10.1016/j.insmatheco.2020.10.008
Ashofteh, A., & Bravo, J. M. (2020). A study on the quality of novel coronavirus (COVID-19) official datasets. Statistical Journal of the IAOS, 36(2), 291-301. https://doi.org/10.3233/SJI-200674
Ayuso, M., Bravo, J., & Holzmann, R. (2020). Getting life expectancy estimates right for pension policy: Period versus cohort approach. Journal of Pension Economics and Finance, 1-20. doi:10.1017/S1474747220000050
Bravo, J. M., & Ayuso, M. (2020). Previsões de mortalidade e de esperança de vida mediante combinação Bayesiana de modelos: Uma aplicação à população portuguesa. [ Mortality and life expectancy forecasts using Bayesian model combinations: An application to the Portuguese population ]. RISTI : Revista Ibérica de Sistemas e Tecnologias de Informação, (42), 128-144. https://doi.org/10.17013/risti.40.128–145
Bravo, J. M., & Coelho, E. (2020). Short-Term Regional Demographic Forecasts with Time Series Methods and Machine Learning Algorithms. Boletim da Sociedade Portuguesa de Estatística, (Primavera 2020), 20-29.
Bravo, J. M., & Herce, J. A. (2020). Career breaks, broken pensions? Long-run effects of early and late-career unemployment spells on pension entitlements. Journal of Pension Economics and Finance. [Advanced online publication on 22 July 2020]. Doi: https://doi.org/10.1017/S1474747220000189
Chamboko, R., & Bravo, J. M. (2020). A multi‐state approach to modelling intermediate events and multiple mortgage loan outcomes. Risks, 8(2), 1-29. [64]. https://doi.org/10.3390/risks8020064
Bravo, J. M. (2019). Funding for longer lives: retirement wallet and risk-sharing annuities. Ekonomiaz. Basque Economic Review, 96(2), 268-291.
Bravo, J. M. (2019). Funding for longer lives: retirement wallet and risk-sharing annuities. Ekonomiaz. Basque Economic Review, 96(2), 268-291.
Bravo, J. M. (2019). Impactos macroeconómicos do envelhecimento da população. Cadernos de Economia, 32(127), 50-52.
Chamboko, R., & Bravo, J. M. (2019). Frailty correlated default on retail consumer loans in Zimbabwe. International Journal of Applied Decision Sciences, 12(3), 257-270. https://doi.org/10.1504/IJADS.2019.100436
Chamboko, R., & Bravo, J. M. V. (2019). Modelling and forecasting recurrent recovery events on consumer loans. International Journal of Applied Decision Sciences, 12(3), 271-287. https://doi.org/10.1504/IJADS.2019.100440
Bravo, J. M., & El Mekkaoui de Freitas, N. (2018). Valuation of longevity-linked life annuities. Insurance: Mathematics and Economics, 78, 212-229 (advanced online publication on 28 September 2017). DOI: 10.1016/j.insmatheco.2017.09.009
Ribeiro, S., Cabral, P., Henriques, R., Bravo, J., Rodrigues, T., & Painho, M. (2018). Modelação do crescimento urbano para a distribuição eficaz das forças de segurança: o caso português. PROELIUM – Revista da Academia Militar, 7(14), 45-68.
Ayuso, M., Bravo, J. M., & Holzmann, R. (2017). Addressing Longevity’ Heterogeneity in Pension Scheme Design. Journal of Finance and Economics, 6(1), 1-21. DOI: 10.12735/jfe.v6n1p1
Mercedes Ayuso, Jorge Miguel Bravo, Robert Holzmann (2017). On the Heterogeneity in Longevity among Socioeconomic Groups: Scope, Trends, and Implications for Earnings-Related Pension Schemes. Global Journal of Human-Social Science Research, 17 (1), . ISSN 2249-460X. Available at:
Bravo, J. M. (2016). Taxation of pensions in portugal: A semi-dual income tax system. [Note]. CESifo DICE Report, 14(1), 14-23.
Chamboko, Richard & Bravo, Jorge M. (2016). On the modelling of prognosis from delinquency to normal performance on retail consumer loans. Risk Management, 18 (4), 264–287. https://doi.org/10.1057/s41283-016-0006-4
Bravo, J. M. (2015). Por uma Protecção Social mais justa e partilhada. Cadernos de Economia, 112(Julho-Setembro 2015), 29-33.
Capítulo de Livro
Bravo J.M. (2021) IDD and Distribution Risk Management. In: Marano P., Noussia K. (eds) Insurance Distribution Directive. AIDA Europe Research Series on Insurance Law and Regulation, vol 3. Springer, Cham. https://doi.org/10.1007/978-3-030-52738-9_14
Manuel, L. J., & Bravo, J. M. V. (2021). AVALIAÇÃO DO GRAU DE MATURIDADE DO SISTEMA DE CONTROLO INTERNO BANCÁRIO EM ANGOLA SEGUNDO A METODOLOGIA COSO. In Administração, Finanças e Geração de Valor (pp. 59-79). Atena Editora. https://doi.org/10.22533/at.ed.7962104024
Bravo, J. M. (2020). Addressing the Pension Decumulation Phase of Employee Retirement Planning. In I. Muenstermann (Ed.), Who Wants to Retire and Who Can Afford to Retire? (pp. 1-21). IntechOpen. https://doi.org/10.5772/intechopen.90807
Bravo, J. M. V. (2020). Reforma do sistema de pensões e consistência intertemporal da protecção social . In L. S. Pavan (Ed.), A Economia numa Perspectiva Interdisciplinar (Vol. 2, pp. 75-91). Ponta Gross, PR: Atena Editora. https://doi.org/10.22533/at.ed.8372019026
Bravo, J. M., & Coelho, E. (2020). Modelling Monthly Births and Deaths Using Seasonal Forecasting Methods as an Input for Population Estimates. In Demography of Population Health, Aging and Health Expenditures (pp. 203-222). [Chapter 14] (Demography of Population Health, Aging and Health Expenditures; Vol. 50). https://doi.org/10.1007/978-3-030-44695-6_14
Bravo, J. M., & Coelho, E. I. F. (2020). Forecasting small population monthly fertility and mortality data with seasonal time series methods. In W. L. Linhares (Ed.), As Ciências Sociais Aplicadas e a Interface com vários Saberes (Vol. 2, pp. 158-176). Atena. https://doi.org/10.22533/at.ed.79020280112
Marques, V. M. M., & Bravo, J. M. (2020). Análise da viabilidade do microsseguro em Portugal. In T. N. D. Oliveira (Ed.), Política Social e Gestão de Serviços Sociais (Vol. 2, pp. 170-183). Ponta Grossa, PR: Atena. https://doi.org/10.22533/at.ed.294200903
Bravo, J. M. (2018). Taxation of Pensions in Portugal: Is There a Rationale for a Semidual Income Tax System? In R. Holzmann, & J. Piggott (Eds.), The Taxation of Pensions (CESifo Seminar Series). The MIT Press. ISBN: 9780262038324
Bravo, J., Rodrigues, T., Ribeiro, S. & Inácio, A. (2018). Portugal: Projeções de população residente 2011-2040. In T. Rodrigues, & M. Painho (Eds.), Modelos preditivos e segurança pública (pp. 169-208). Porto: Fronteira do Caos. ISBN: 978-989-54148-7-1
Bravo, J. M. (2015). Living longer and prospering? Opções de redesenho dos sistemas de pensões em Portugal (2014). In P. e. S. Neto, Maria Manuel (coords.) (Ed.), Políticas Públicas, Economia e Sociedade. Contributos para a Definição de Políticas no Período 2014-2020. Alcochete: Nexo Literário.
Bravo, J. M. (2015). Reforma Estrutural dos Sistemas de Pensões. In V. Viriato S. M., P. T. Pereira, V. S. (Coord.) (Ed.), Afirmar o Futuro: Políticas Públicas para Portugal (Vol. 1 - Estado, Instituições e Políticas Sociais, pp. 264-329). Lisboa: Fundação Calouste Gulbenkian.
Bravo, J. M., & D., J. J. (2015). ¿La longevidad es un riesgo asegurable? Cubriendo lo incubrible? ¿Es posible planificar la jubilación? Dos años del Instituto BBVA de Pensiones en España (pp. 205-240). Madrid: Instituto BBVA de Pensiones.
Bravo, J. M., & Herce, J. (2015). Las pensiones en España y Portugal: Descripción de los esquemas y evolución reciente comparada ¿Es posible planificar la jubilación? Dos años del Instituto BBVA de Pensiones en España (pp. 89-126). Madrid: Instituto BBVA de Pensiones.
Publicações em Atas de Conferência Científica
Bravo, J. M. (2020). Longevity-Linked Life Annuities: A Bayesian Model Ensemble Pricing Approach. CAPSI 2020. 20ª Conferência da Associação Portuguesa de Sistemas de Informação.
Bravo, J. M. (2020). Pricing Survivor Bonds with Affine-Jump Diffusion Models. In C. H. Skiadas (Ed.), Book of Abstracts of the 6 th Stochastic Modeling Techniques and Data Analysis International Conference with Demographics Workshop : 2-5 June, 2020 ISAST: International Society for the Advancement of Science and Technology..
Bravo, J. M., Ayuso, M., Holzmann, R., & Palmer, E. (2020). Coping with the Life Expectancy Gap: Amending the Retirement Age to Restore Actuarial Neutrality Across Generations. In C. H. Skiadas (Ed.), Book of Abstracts of the 6 th Stochastic Modeling Techniques and Data Analysis International Conference with Demographics Workshop : 2-5 June, 2020 ISAST: International Society for the Advancement of Science and Technology..
Ashofteh, A., & Bravo, J. M. (2019). A non-parametric-based computationally efficient approach for credit scoring using non-traditional data. In K. Moder, & B. Spange (Eds.), 8th International Conference on Risk Analysis and Design of Experiments: book of abstratcts (pp. 9). University of Natural Resources and Life Sciences, Vienna, Austria, April 23rd to 26th, 2019.
Ashofteh, Afshin and Bravo, Jorge M., "A Non-Parametric-Based Computationally Efficient Approach for Credit Scoring" (2019). CAPSI 2019 Proceedings. 4. Proceedings of the 19th Portuguese Association of Information Systems Conference: digital disruption: living between data science, IoT and ... people. Association for Information Systems. Link: https://aisel.aisnet.org/capsi2019/4
Bravo, J. M., & Coelho, E. (2019). Forecasting subnational demographic data using seasonal time seies methods. In Proceedings of the 19th Portuguese Association of Information Systems Conferemce: digital disruption: living between data science, IoT and ... people (pp. 40). Associação Portuguesa de Sistemas de Informação.
Bravo, J. M., & Coelho, E. (2019). Forecasting Subnational Monthly Births and Deaths using Seasonal Time Series Methods. In Evidence-based territorial policymaking: formulation, implementation and evaluation of policy: 26th APDR Congress Proceedings (pp. 1079-1088). Associacao Portuguesa para o Desenvolvimento Regional (APDR).
Bravo, J. M., & Coelho, E. (2019). Modelling monthly birth and deaths using Seasonal Forecasting Methods as an input for population estimates, pp. 41-42. Abstract from Book of Abstracts of the 18th Applied Stochastic Models and Data Analysis International Conference with Demographics Workshop, Florence, Italy.
Bravo, J. M., & Coelho, E. (2019). Modelling monthly births and deaths using Seasonal Forecasting Methods as an input for population estimates. In C. H. Skiadas (Ed.), Proceedings of 18th Applied Stochastic Models and Data Analysis International Conference with the Demographics 2019 Workshop Florence, Italy: 11-14June, 2019 (pp. 263-279). ISAST: International Society for the Advancement of Science and Technology..
Publicações não Arbitradas
Ayuso, M., & Bravo, J. M. (2020). COVID-19: Costes humanos y su heterogeneidad por zonas geográficas en España. (Documentos Mi Jubilación; No. 32). Instituto BBVA de Pensiones.
Bravo, J. M., Ayuso, M., & Palmer, E. (2020). El gap entre esperanzas de vida: Una evidencia que afecta a la política de pensiones. (Documentos Mi Jubilación; No. 29). Instituto BBVA de Pensiones. https://www.jubilaciondefuturo.es/recursos/doc/pensiones/20180910/fondo-documental/el-gap-entre-esperanzas-de-vida-una-evidencia-que-afecta-a-la-politica-de-pensio.pdf
Ayuso, M., Bravo, J., & Holzmann, R. (2019). Hacer uso de la garantía hipotecaria: el potencial del patrimonio familiar para mejorar la seguridad de la jubilación. (pp. 1-33). (Mi Jubilación. Documento de Trabajo; No. 28). Instituto BBVA de Pensiones.
Ayuso, M., Bravo, J., & Holzmann, R. (2019). Revisión del ahorro y el desahorro en el ciclo de vida entre las tres capas de grupos de ingresos: Hipótesis iniciales, perfeccionamiento mediante revisión de bibliografía y comprobación empírica. (pp. 1-41). (Mi Jubilación. Documento de Trabajo; No. 27). Instituto BBVA de Pensiones.
Holzmann, R., Ayuso, M., & Bravo, J. M. (2019). Life Cycle Saving and Dissaving Revisited across Three-tiered Income Groups: Starting hypotheses, refinement through literature review, and ideas for empirical testing . (Papers Mi Jubilación; No. 27). Instituto BBVA de Pensiones.
Holzmann, R., Ayuso, M., & Bravo, J. M. (2019). Making use of Home Equity: The Potential of Housing Wealth to Enhance Retirement Security. (IZA Discussion Papers; No. 12656). IZA. Institute of Labor Economics.
Holzmann, R., Ayuso, M., & Bravo, J. M. (2019). Making use of Home Equity: The Potential of Housing Wealth to Enhance Retirement Security. (Papers Mi Jubilación; No. 28). Instituto BBVA de Pensiones.
Holzmann, R., Ayuso, M., Alaminos, E., & Bravo, J. M. (2019). Life Cycle Saving and Dissaving Revisited across Three-tiered Income Groups: Starting hypotheses, refinement through literature review, and ideas for empirical testing . (pp. 1-32). (Discussion paper series; No. 12655). IZA. Institute of Labor Economics.

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