Iván de la Fuente Merencio
Iván de la Fuente Merencio
Studies
Research groups
Participates in: Ciencias Actuariales y Financieras / Actuarial and Financial Sciences
Research Lines of the Group
Ciencias Actuariales y Financieras / Actuarial and Financial Sciences
- Análisis y gestión de riesgos financieros.
- Cobertura de riesgos financieros y actuariales.
- Instrumentos financieros derivados.
- Marco regulatorio banca y seguros (Basilea II y III y Solvencia II).
- Riesgo de longevidad.
Research Projects
There are no data in this section
Books
There are no data in this section
Book chapters
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FUENTE MERENCIO, Iván de la; NAVARRO ARRIBAS, Eliseo; SERNA CALVO, Gregorio Manuel; "A Proposal to Calculate the Regulatory Capital Requirements for Reverse Mortgages". Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2022. (ISBN: 978-3-030-99637-6 ). . 2022. p. 181 - 187 .
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FUENTE MERENCIO, Iván de la; NAVARRO ARRIBAS, Eliseo; SERNA CALVO, Gregorio Manuel; "Estimating Regulatory Capital Requirements for Reverse Mortgages: An International Comparison". Mathematical and Statistical Methods for Actuarial Sciences and Finance (ISBN: 978-3-319-89823-0 ). . 2018. p. 301 - 304 .
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FUENTE MERENCIO, Iván de la; NAVARRO ARRIBAS, Eliseo; SERNA CALVO, Gregorio Manuel; "Estimating the No-Negative-Equity Guarantee in Reverse Mortgages: International Sensitivity Analysis". New Methods in Fixed Income Modeling . 2018. p. 223 - 239 .
Articles
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FUENTE MERENCIO, Iván de la; DEBÓN AUCEJO, Ana; ATANCE DEL OLMO, David; ."Valuation of reverse mortgages in the Spanish market for foreign residents". (ISSN: 1392-8619). Technological and Economic Development of Economy. 2023
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FUENTE MERENCIO, Iván de la; NAVARRO ARRIBAS, Eliseo; SERNA CALVO, Gregorio Manuel; ."Estimating Regulatory Capital Requirements for Reverse Mortgages. An International Comparison". (ISSN: 1059-0560). International Review of Economics and Finance. 2021 , vol 74 , p. 239 - 252
Electronic Articles
There are no data in this section
Conferences
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FUENTE MERENCIO, Iván de la; NAVARRO ARRIBAS, Eliseo; SERNA CALVO, Gregorio Manuel; ."A proposal to calculate the regulatory capital requirements for reverse mortgages". Congreso. Internacional. "Tenth International Hybrid Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance – MAF 2022". Salerno "(Italia)". (20/04/2022 - 22/04/2022).
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FUENTE MERENCIO, Iván de la; NAVARRO ARRIBAS, Eliseo; SERNA CALVO, Gregorio Manuel; ."Estimating Regulatory Capital Requirements for Reverse Mortgages. An International Comparison". Workshop. Internacional. "5 Workshop on Pensions and Insurance". (01/07/2019 - 02/07/2019).
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FUENTE MERENCIO, Iván de la; NAVARRO ARRIBAS, Eliseo; SERNA CALVO, Gregorio Manuel; ."ESTIMATING REGULATORY CAPITAL REQUIREMENTS FOR REVERSE MORTGAGES. AN INTERNATIONAL COMPARISON ". Congreso. Internacional. "Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018)". (04/04/2018 - 06/04/2018).
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FUENTE MERENCIO, Iván de la; SERNA CALVO, Gregorio Manuel; ."Pricing the No-Negative-Equity Guarantee in Lump-Sum Reverse Mortgages: An International Comparative Study ". Congreso. Internacional. "XVI Iberian Italian Congress of Financial and Actuarial Mathematics". Paestum "(Italia)". (26/05/2016 - 27/05/2016).
Theses
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