Atance del Olmo, David

Publications

Modelling and Forecasting Mortality Rates for a Life Insurance Portfolio

  • Atance, D.
  • Lledó, J.
  • Navarro, E.

Risk Management - 1/01/2025

Editor: Palgrave Macmillan

10.1057/s41283-024-00155-3 View at source

  • ISSN/ISBN 1743-4637

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

  • Atance, D.
  • Navarro, E.

Decisions in Economics and Finance - 2024

Editor: Springer Science and Business Media Deutschland GmbH

10.1007/s10203-024-00481-x View at source

  • ISSN/ISBN 1129-6569

A simplified model for measuring longevity risk for life insurance products

  • Atance, D.
  • Navarro, E.

Financial Innovation - 1/12/2024

Editor: Springer Science and Business Media Deutschland GmbH

10.1186/s40854-023-00515-0 View at source

  • ISSN/ISBN 2199-4730

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

  • Atance, D.
  • Serna, G.

Quarterly Review of Economics and Finance - 1/08/2024

Editor: Elsevier B.V.

10.1016/j.qref.2024.101868 View at source

  • ISSN/ISBN 1062-9769

Convergence and divergence in mortality: A global study from 1990 to 2030

  • Atance, D.
  • Mercè Claramunt, M.
  • Varea, X.
  • Aburto, J.M.

PLoS ONE - 1/01/2024

Editor: Public Library of Science

10.1371/journal.pone.0295842 View at source

  • ISSN/ISBN 1932-6203

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

  • Lledó, J.
  • Atance, D.

Economics Letters - 1/12/2023

Editor: Elsevier B.V.

10.1016/j.econlet.2023.111424 View at source

  • ISSN/ISBN 0165-1765

VALUATION OF REVERSE MORTGAGES IN THE SPANISH MARKET FOR FOREIGN RESIDENTS

  • Atance, D.
  • Debón, A.
  • DE LA FUENTE, I.

Technological and Economic Development of Economy (p. 46-73) - 4/01/2023

Editor: Vilnius Gediminas Technical University

10.3846/tede.2023.20159 View at source

  • ISSN/ISBN 2029-4921

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

  • D. Atance
  • A. Debón
  • I. de la Fuente

Anales del Instituto de Actuarios Españoles (p. 135-159) - 2021

Editor: Instituto de Actuarios Españoles

10.26360/2021_6 View at source

  • ISSN/ISBN 0534-3232

Constructing dynamic life tables with a single-factor model

  • Atance, D.
  • Balbás, A.
  • Navarro, E.

Decisions in Economics and Finance (Decisions in Economics and Finance) (p. 787-825) - 1/10/2020

Editor: Springer Science and Business Media Deutschland GmbH

https://doi.org/10.1007/s10203-020-00308-5 View at source

  • EISSN 1129-6569
  • ISSN 1593-8883
  • ISSN/ISBN 1129-6569

A comparison of forecasting mortality models using resampling methods

  • Atance, D.
  • Debón, A.
  • Navarro, E.

Mathematics - 1/09/2020

Editor: MDPI AG

10.3390/math8091550 View at source

  • ISSN/ISBN 2227-7390

This researcher has no books.

Resampling methods to assess the forecasting ability of mortality models

  • Atance, D.
  • Debón, A.
  • Navarro, E.

Mathematical and Statistical Methods for Actuarial Sciences and Finance: eMAF2020 (p. 45-50) - 13/12/2021

Editor: Springer International Publishing

10.1007/978-3-030-78965-7_8 View at source

  • ISSN/ISBN 9783030789640

A single factor model for constructing dynamic life tables

  • Atance, D.
  • Navarro, E.

Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2018 (p. 69-73) - 2018

Editor: Springer International Publishing AG

10.1007/978-3-319-89824-7_12 View at source

  • ISSN/ISBN 9783319898230

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

  • David Atance del Olmo
  • Eliseo Navarro Arribas

Sextas Jornadas de Jóvenes Investigadores de la Universidad de Alcalá: Humanidades y Ciencias Sociales (p. 223-234) - 2017

Editor: Editorial Universidad de Alcalá

  • ISSN/ISBN 978-84-16599-47-9

This researcher has no working papers.

This researcher has no technical reports.

This researcher has no research projects.

This researcher has no supervised thesis.

This researcher has no patents or software licenses.

Last data update: 11/9/25 2:02 PM