Marilena SIBILLO | Publications
Marilena SIBILLO Publications
403037Automatic Long-Term Forecasting of Mortality Rates with Generalized Regression Neural Networks
| 2025 | |
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| Automatic Long-Term Forecasting of Mortality Rates with Generalized Regression Neural Networks. In AA. VV. Proceeding of the 26th Engineering Applications of Neural Network Conference Pag.224-237 Springer. ISSN:1865-0929. | |
| Apicella, Giovanna; La Rocca, Michele; Perna, Cira; Sibillo, Marilena | |
| Digital Object Identifier (DOI): 10.1007/978-3-031-96199-1_17 | |
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| 2025 | |
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| Longevity comparison by gender: exploring the future through an evidence-based approach. In Christos H. Skiadas, Charilaos Skiadas Quantitative Methods and Data Analysis in Applied Demography Pag.116-128 Springer Cham. ISBN:978-3-031-82274-2 | |
| Apicella, Giovanna; Di Lorenzo, Emilia; Magni, Giulia; Sibillo, Marilena | |
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| 2025 | |
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| The Functional Clustering of the Mortality Gender Gap: a multicountry. In Christos H. Skiadas, Charilaos Skiadas Quantitative Methods and Data Analysis in Applied Demography Pag.91-98 Springer Cham. ISBN:978-3-031-82274-2 | |
| Apicella, Giovanna; Di Lorenzo, Emilia; Piscopo, Gabriella; Sibillo, Marilena | |
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| 2024 | |
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| The Cost of Retirement Income Provision: Some Quantitative Insights in Life Insurance. In Autori Vari Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.1-6 Springer. | |
| Apicella, Giovanna; Di Lorenzo, Emilia; Magni, Giulia; Sibillo, Marilena | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/978-3-031-64273-9 Codice identificativo ISI: WOS:001299654100001 Codice identificativo SCOPUS: 2-s2.0-105001468497 | |
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| 2024 | |
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| Evaluating Forecast Distributions in Neural Network Lee-Carter Type Model for Mortality Rate. In Autori Vari Mathematical and Statistical Methods for Actuarial Sciences and Finance218 Pag.218-223 Springer. ISBN:978-3-031-64272-2 | |
| La Rocca, M.; Perna, C.; Sibillo, M. | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/978-3-031-64273-9 Codice identificativo ISI: WOS:001299654100036 Codice identificativo SCOPUS: 2-s2.0-105001468497 | |
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| 2024 | |
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| Meeting the Challenges of Longevity: Lifetime Income from Real Estate. In Autori Vari Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.124-129 Springer. | |
| Di Lorenzo, E.; Rania, F.; Sibillo, M.; Trotta, A. | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/978-3-031-64273-9 Codice identificativo ISI: WOS:001299654100021 Codice identificativo SCOPUS: 2-s2.0-105001468497 | |
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| 2023 | |
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| Forecasting Mortality with Autoencoders: An Application to Italian Mortality Data. In A. Esposito, M. Faundez-Zanuy, F. C. Morabito, E. Pasero Applications of Artificial Intelligence and Neural Systems to Data Science Pag.173-182 Springer Singapore. ISBN:978-981-99-3591-8 ISSN:2190-3018. | |
| LA ROCCA, Michele; Perna, Cira; Sibillo, Marilena; Vignes, Antonio | |
| Digital Object Identifier (DOI): 10.1007/978-981-99-3592-5 Codice identificativo SCOPUS: 2-s2.0-85168767817 | |
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| 2022 | |
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| Insurance Incentives to Pursue Social Well-Being. In Quantitative Methods in Demography Pag.415-421 Chem Springer International Publishing. ISBN:978-3-030-93004-2; 978-3-030-93005-9 ISSN:1877-2560. | |
| Sibillo, Marilena; D'Amato, Valeria; Di Lorenzo, Emilia; Piscopo, Gabriella | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/978-3-030-93005-9 Codice identificativo SCOPUS: 2-s2.0-85131810146 | |
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| 2022 | |
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| Real Estate Pension Schemes: Modeling and Perspectives. In Valeria D'Amato, Emilia Di Lorenzo, Gabriella Piscopo, Marilena Sibillo, Roberto Tizzano Quantitative Methods in Demography Pag.403-414 Chem Springer International Publishing. | |
| D’Amato, Valeria; Di Lorenzo, Emilia; Piscopo, Gabriella; Sibillo, Marilena; Tizzano, Roberto | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/978-3-030-93005-9_26 Codice identificativo SCOPUS: 2-s2.0-85131792767 | |
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222618Socio-Economic Challenges at the Time of COVID-19: The Proactive Role of the Insurance Industry
| 2022 | |
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| Socio-Economic Challenges at the Time of COVID-19: The Proactive Role of the Insurance Industry. In AA.VV. Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.195-201 Springer | |
| Di Lorenzo, Emilia; Scognamiglio, Elisabetta; Sibillo, Marilena; Tizzano, Roberto | |
| Digital Object Identifier (DOI): 10.1007/978-3-030-99638-3 Codice identificativo ISI: WOS:001299654500032 Codice identificativo SCOPUS: 2-s2.0-85189611076 | |
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| 2021 | |
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| Risk Assessment in the Reverse Mortgage Contract. In Marco Corazza · Manfred Gilli · Cira Perna · Claudio Pizzi · Marilena Sibillo Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.189-192 Cham Springer. | |
| Di Lorenzo, Emilia; Piscopo, Gabriella; Sibillo, Marilena; Tizzano, Roberto | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/978-3-030-78965-7 Codice identificativo SCOPUS: 2-s2.0-85198139950 | |
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| 2020 | |
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| Reverse Mortgages: Risks and Opportunities. In AA.VV. Demography of Population Health, Aging and Health Expenditures Pag.435-442 Springer Verlag. ISBN:978-3-030-44694-9 | |
| Di Lorenzo, E.; Piscopo, G.; Sibillo, M.; Tizzano, R. | |
| Versione online | |
| Codice identificativo SCOPUS: 2-s2.0-85094646615 | |
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| 2018 | |
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| "Money Purchase" Pensions: Contract proposals and risk analysis. In M: Corazza, M. Durban, A. Granet, C. Perba, M. Sibillo Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.285-288 Cham Springer. | |
| Sibillo, M.; D'Amato, V.; Di Lorenzo, E.; Tizzano, R. | |
| Digital Object Identifier (DOI): 10.1007/978-3-319-89824-7_51 Codice identificativo SCOPUS: 2-s2.0-85104114191 | |
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143568What if two different interest rates datasets allow for discribing the same financial product?
| 2018 | |
| Contributo in volume (Capitolo o Saggio) | |
| What if two different interest rates datasets allow for discribing the same financial product?. In M. Corazza, M. Durban, A. Granè, C. Perna, M. Sibillo Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.289-294 Cham Springer. ISBN:978-3-319-89824-7 | |
| Sibillo, M.; D'Amato, V.; Diaz, A.; Di Lorenzo, E.; NAVARRO ARRIBAS, Eliseo | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/978-3-319-89824-7_52 Codice identificativo SCOPUS: 2-s2.0-85104142200 | |
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| 2018 | |
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| New Challenges in Pension Industry: Proposals of Personal Pension Products. In A. Esposito, M. Faundez-Zanuy, F. C. Morabito, E. Pasero Neural Advances in Processing Nonlinear Dynamic Signals Pag.253-263 Cham Springer. | |
| Sibillo, M.; D'Amato, V.; Di Lorenzo, E. | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/978-3-319-95098-3 | |
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| 2018 | |
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| Improving Lee-Carter forecasting: methodology and some results. In M. Corazza, M. Durban, A. Granè, C. Perna, M. Sibillo Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.57-62 Cham Springer. | |
| Sibillo, M.; Apicella, G.; Dacorogna, M.; Di Lorenzo, E. | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/978-3-319-89824-7 Codice identificativo SCOPUS: 2-s2.0-85104106435 | |
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| 2017 | |
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| Profit-Sharing and Personal Pension Products: A Proposal. In Autori vari PENSIONS GLOBAL ISSUES, PERSPECTIVES AND CHALLENGES Pag.97-111 New York Nova Science Publishers, Inc.. ISBN:978 1 53612 462 0 | |
| Sibillo, Marilena; D'Amato, Valeria; Tizzano, Roberto; Emilia Di, Lorenzo | |
| Versione online | |
| Codice identificativo SCOPUS: 2-s2.0-85034823880 | |
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| 2017 | |
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| Profitability vs. Attractiveness within a performance analysis of a life annuity business. In Autori vari Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.109-118 Cham Springer. ISBN:978-3-319-50233-5 | |
| Sibillo, M.; Di Lorenzo, E.; Orlando, A. | |
| Codice identificativo SCOPUS: 2-s2.0-105007589321 | |
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| 2014 | |
| Contributo in volume (Capitolo o Saggio) | |
| Empirical evidences on predictive accuracy of survival models. In AA. VV. Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.87-90 Cham Heidelberg New York Dordrecht London Sringer. ISBN:9783319050133 | |
| Sibillo, Marilena; Emilia Di, Lorenzo; LA ROCCA, Michele; Orlando, Albina; Perna, Cira | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/978-3-319-05014-0 Codice identificativo SCOPUS: 2-s2.0-84934268474 | |
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| 2012 | |
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| Internal risk control by solvency measures. In Springer Verlag Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.149-156 Perna C, Sibillo M. ISBN:9788847023413 | |
| D'Amato, Valeria; Emilia Di, Lorenzo; Russolillo, Maria; Sibillo, Marilena | |
| Digital Object Identifier (DOI): 10.1007/978-88-470-2342-0_18 Codice identificativo SCOPUS: 2-s2.0-84900656729 | |
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| 2010 | |
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| Risk-sensitive insurance management vs the financial crisis. In Kozmenko & Vasil'eva Editors World financial crisis: causes, consequences, ways of overcoming Pag.83-95 Business Perspectives. ISBN:9789662965070 | |
| Sibillo, Marilena; R., Cocozza; D'Amato, Valeria; E., Di Lorenzo; Russolillo, Maria | |
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| 2009 | |
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| The interplay between financial and demographic risks in a pension annuity system. In L. Sakalauskas, C. Skiadas, E. K. Zavadskas (eds) Applied stochastic models and data analysis Pag.325-328 VILNIUS Vilnius Gediminas Technical University Press "Technika". ISBN:9789955284635 | |
| Russolillo, Maria; D'Amato, Valeria; DI LORENZO, E.; Sibillo, Marilena | |
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| 2009 | |
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| Safety loading in the annuity pension fund dynamic. In B. Apolloni, S. Bassis, M. Marinaro Frontiers in Artificial Intelligence and Applications - New Directions in Neural Networks - 18th Italian Workshop on Neural Networks: WIRN 2008 Pag.165-175 IOS Press - KBIES book series. ISBN:9781586039844 | |
| Sibillo, Marilena; D'Amato, Valeria; Coppola, M; DI LORENZO, E. | |
| Codice identificativo SCOPUS: 2-s2.0-72749098422 | |
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| 2009 | |
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| INTEREST RATE MOVEMENTS IN THE LIFE INSURANCE FAIR VALUATION CONTEXT. In JEFFREY MORREY AND ALEXANDER GUYTON EDS Liquidity, Interest rates and Banking - Series: Financial Institutions and Services Pag.95-110 NOVA PUBLISHER. ISBN:9781606927557 | |
| Sibillo, Marilena; DI LORENZO, E; Orlando, A; Cocozza, R. | |
| Codice identificativo ISI: WOS:000273314000005 Codice identificativo SCOPUS: 2-s2.0-85058901405 | |
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| 2009 | |
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| A financial analysis of surplus dynamics for deferred life schemes. In Corazza & Pizzi editors Mathematical and Statistical Methods for Actuarial Sciences and Finance Pag.85-92 Springer - Verlag. ISBN:9788847014800 | |
| Sibillo, Marilena; R., Cocozza; E., Di Lorenzo; A., Orlando | |
| Codice identificativo ISI: WOS:000288402300009 Codice identificativo SCOPUS: 2-s2.0-84900630108 | |
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| 2008 | |
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| RISK MEASUREMENT AND FAIR VALUATION ASSESSMENT IN LIFE INSURANCE FIELD. In MARISA FAGGINI; THOMAS LUX Coping with the Complexity of Economics Pag.149-156 MILANO Springer. ISBN:9788847010826 | |
| D'Amato, Valeria; DI LORENZO, E; Sibillo, Marilena | |
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| 2008 | |
| Contributo in volume (Capitolo o Saggio) | |
| Remarks on insured loan valuation. In CIRA PERNA; MARILENA SIBILLO Mathematical and Statistical Methods for Insurance and Finance Pag.91-98 MILANO Springer. ISBN:9788847007031 | |
| CON COPPOLA, M; D'Amato, Valeria; Sibillo, Marilena | |
| Codice identificativo SCOPUS: 2-s2.0-84900621441 | |
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| 2007 | |
| Contributo in volume (Capitolo o Saggio) | |
| A liability adequacy test for mathematical provision. In PERNA C.; SIBILLO M. Mathematical and Statistical Methods for Insurance and Finance Pag.75-82 Springer. ISBN:9788847007031 | |
| Sibillo, Marilena; DI LORENZO, E; Orlando, A; Cocozza, R. | |
| Codice identificativo SCOPUS: 2-s2.0-84900654508 | |
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| 2007 | |
| Contributo in volume (Capitolo o Saggio) | |
| Remarks on insured loan valuations. In Perna & Sibillo Mathematical and Statistical Methods for Insurance and Finance Pag.91-98 Springer Verlag. ISBN:9788847007031 | |
| Sibillo, Marilena; Mariarosaria, Coppola; D'Amato, Valeria | |
| Codice identificativo SCOPUS: 2-s2.0-84900621441 | |
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| 2007 | |
| Contributo in volume (Capitolo o Saggio) | |
| Measuring demographic uncertainty via actuarial indexes. In CHRISTOS H. SKIADAS Recent Advances in Stochastic Modelling and Data Analysis Pag.122-129 World Scientific Publishing Co Pte Ltd. ISBN:9789812709684 | |
| Sibillo, Marilena; M., Coppola; E., DI LORENZO; A., Orlando | |
| Codice identificativo SCOPUS: 2-s2.0-81255136974 | |
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| 2006 | |
| Contributo in volume (Capitolo o Saggio) | |
| Fair value and demographic aspects of the insured loan. In insurance: Mathematics and Economics Book of Abstract of IME 2006 Conference Pag.425-426 ISSN:0167-6687. | |
| Sibillo, Marilena; Mariarosaria, Coppola; D'Amato, Valeria | |
| Codice identificativo ISI: WOS:000242315600107 | |
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| 2005 | |
| Contributo in volume (Capitolo o Saggio) | |
| Fair Valuation Schemes for Life Annuity Contracts. In J. Janssen e P. Lenca Selected papers of the Conference “Applied Stochastic Models and Data Analysis" Pag.893-901 ISBN:9782908849158 | |
| Sibillo, Marilena; Mariarosaria, Coppola; Emilia Di, Lorenzo | |
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| 2002 | |
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| Vincoli di coerenza per le misure dei rischi di un portafoglio assicurativo. In AUTORI VARI Liber Amicorum Pag.109-119 NAPOLI Prontostampa. | |
| Sibillo, Marilena; DI LORENZO, E; Coppola, M. | |
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| 2002 | |
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| Longevity Risk: Measurement and Application Perspectives. In Autori Vari Mathematical and Statistical methods for Actuarial Sciences and Finance - 2012 Pag.1-5 SAMOS | |
| Sibillo, Marilena | |
| Versione online | |
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