Marilena SIBILLO | Publications
Marilena SIBILLO Publications
| 2023 | |
| Abstract in Atti di convegno | |
| Longevity comparison by gender: exploring the future through an evidence-based approach. In: 20th ASMDA 2023 International Conference - Applied Stochastic Models and Data Analysis and Demogeaphics 2023 Workshop Heraklion, Creta (Grecia) ISAST: International Sociaety for the Advancement of Science and Technology Pag.13-13 | |
| The 20th Conference of the Applied Stochastic Models and Data Analysis International Society ASMDA2023 and DEMOGRAPHICS2023 WORKSHOP Heraklion, Creta (Grecia) 6-10 Giugno 2023 | |
| Apicella, Giovanna; Di Lorenzo, Emilia; Magni, Giulia; Sibillo, Marilena | |
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279038An international comparison of the impact of COVID-19 on mortality rates using graduation techniques
| 2023 | |
| Abstract in Atti di convegno | |
| An international comparison of the impact of COVID-19 on mortality rates using graduation techniques. In: 20th ASMDA 2023 International Conference - Applied Stochastic Models and Data Analysis and Demogeaphics 2023 Workshop Heraklion, Creta (Grecia) ISAST: International Sociaety for the Advancement of Science and Technology Pag.12-13 | |
| The 20th Conference of the Applied Stochastic Models and Data Analysis International Society ASMDA2023 and DEMOGRAPHICS2023 WORKSHOP Heraklion, Creta (Grecia) 6-10 Giugno 2023 | |
| Apicella, Giovanna; Navarro, Eliseo; Raquena, Pilar; Sibillo, Marilena | |
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| 2023 | |
| Abstract in Atti di convegno | |
| The Gender Longevity Gap: improving economic decisions through demographic literacy. In: Insurance: Mathematics & Economics 2023 Edinburgh Heriot Watt University Pag.14-14 | |
| 26th Insurance: Mathematics & Economics Edinburgh 2-7 Luglio 2023 | |
| Sibillo, Marilena; Apicella, Giovanna; Di Lorenzo, Emilia; De Giorgi, Enrico | |
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| 2023 | |
| Abstract in Atti di convegno | |
| The Functional Clustering of the Mortality Gender Gap: a multi- country analysis. In: 20th ASMDA 2023 International Conference - Applied Stochastic Models and Data Analysis and Demogeaphics 2023 Workshop Heraklion, Creta (Grecia) ISAST: International Sociaety for the Advancement of Science and Technology Pag.13-14 | |
| The 20th Conference of the Applied Stochastic Models and Data Analysis International Society ASMDA2023 and DEMOGRAPHICS2023 WORKSHOP Heraklion, Creta (Grecia) 6-9 Giugno 2023 | |
| Apicella, Giovanna; Di Lorenzo, Emilia; Piscopo, Gabriella; Sibillo, Marilena | |
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| 2013 | |
| Abstract in Atti di convegno | |
| De-risking Strategy: Modeling Buy-in. In: ERCIM Conference London –Book of Abstract Pag.10-10 | |
| ERCIM Conference London London | |
| D'Amato, Valeria; DI LORENZO, Emilia; Sibillo, Marilena | |
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| 2013 | |
| Abstract in Atti di convegno | |
| Empirical Scenario Forecasting for financial risk measurement in pension annuity systems. In: Book of Abstract: XIV Iberian-Italian Congress of Financial and Actuarial Mathematics – IbIT Pag.53-54 | |
| XIV Iberian-Italian Congress of Financial and Actuarial Mathematics – IbIT | |
| D'Amato, Valeria; Di Lorenzo, E.; Russolillo, Maria; Sibillo, Marilena | |
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| 2012 | |
| Abstract in Atti di convegno | |
| Survival betterment as competitive leverage in insurance sector: profitability analysis for a class of participating variable annuities. In: Book of Abstracts International Conference SMTDA 2012 & Demography 2012 Pag.31-32 | |
| Applied Stochastic Models and Data Analysis - ASMDA 2012 | |
| Sibillo, Marilena; Emilia Di, Lorenzo; Albina, Orlando | |
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| 2011 | |
| Abstract in Atti di convegno | |
| Profit participation annuities: a business profitability analysis withina demographic risk sensitive approach. In: Books of Abstracts of The Seventh International Longevity Risk and Capital Markets Solutions Pag.1-1 | |
| Longevity 7th, The Seventh International Longevity Risk and Capital Markets Solutions Frankfurt am Main 8,9 Settembre 2011 | |
| D'Amato, Valeria; E., Di Lorenzo; A., Orlando; Russolillo, Maria; Sibillo, Marilena | |
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| 2010 | |
| Abstract in Atti di convegno | |
| The conjoint effects of stochastic risks on insurance portfolio internal models. In: Book of Abstracts of ERCIM '10 International Conference Pag.84-85 | |
| 3rd International Conference of the ERCIM Working Group ob Computing and Statistics Londra Dibembre 2010 | |
| Sibillo, Marilena; D'Amato, Valeria; Emilia Di, Lorenzo; Russolillo, Maria | |
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26194The Poisson log-bilinear Lee Carter model: efficient bootstrap in life annuity actuarial analysis
| 2009 | |
| Abstract in Atti di convegno | |
| The Poisson log-bilinear Lee Carter model: efficient bootstrap in life annuity actuarial analysis. In: Fifth International Longevity Risk and Capital Markets Solutions Conference Pag.1-2 | |
| Fifth International Longevity Risk and Capital Markets Solutions Conference St John's University, New York City September, 2009 | |
| Russolillo, Maria; D'Amato, Valeria; DI LORENZO, E; Sibillo, Marilena | |
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| 2008 | |
| Abstract in Atti di convegno | |
| A financial analysis of surplus dynamics for deferred life schemes. In: Book of Abstracts of Maf2008 International Conference Pag.1-4 | |
| Mathematical and Statistical Methods for Actuarial Sciences and Finance - MAF2008 Venezia Aprile 2008 | |
| Sibillo, Marilena; Rosa, Cocozza; Emilia Di, Lorenzo; Albina, Orlando | |
| Versione online | |
| Codice identificativo ISI: WOS:000288402300009 | |
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| 2007 | |
| Abstract in Atti di convegno | |
| Measuring demographic uncertainty via actuarial risk indexes. In: XI ASMDA 2007 - Book of Abstracts Pag.42-42 | |
| Applied Stochastic Models and Data Analysis Chania (Creta) | |
| Sibillo, Marilena; Mariarosaria, Coppola; Emilia Di, Lorenzo; Albina, Orlando | |
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| 2007 | |
| Abstract in Atti di convegno | |
| Solvency analysis via risk-adjusted performance predicators in life insurance. In: Proceedings di Insurance: Mathematics and Economics, Atene2007 Pag.1-1 | |
| Insurance: Mathematics and Economics Atene - Pireo luglio 2007 | |
| Sibillo, Marilena; R., Cocozza; E., DI LORENZO; A., Orlando | |
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| 2007 | |
| Abstract in Atti di convegno | |
| Life office management perspectives by actuarial risk indexes. In: IV International Conference on Computational Management Science GINEVRA Department of Econometrics - University of Geneva (Switzerland) Pag.5-5 | |
| 4th International Conference on Computational Management Science Ginevra (ch) | |
| Sibillo, Marilena; D'Amato, Valeria; Coppola, M; DI LORENZO, E. | |
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| 2006 | |
| Abstract in Atti di convegno | |
| A liability adequacy test for mathematical provision (extended abstract)-. In: Books of Abstracts di MAF2006, Metodi Matematici e Statistici per le Assicurazioni e la Finanza Pag.1-4 | |
| Sibillo, Marilena; Rosa, Cocozza; Emilia Di, Lorenzo; Albina, Orlando | |
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| 2006 | |
| Abstract in Atti di convegno | |
| The fair value of the insured loan portfolio scheduled at variable interest rates. In: Books of Abstracts di MAF2006, Metodi Matematici e Statistici per le Assicurazioni e la Finanza Pag.1-4 | |
| Metodi Matematici e Statistici per le Assicurazioni e la Finanza Maf2006 Salerno Ottobre 2006 | |
| Sibillo, Marilena; Mariarosaria, Coppola; D'Amato, Valeria | |
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| 2006 | |
| Abstract in Atti di convegno | |
| The VaR of the mathematical provision: critical issue. In: 28th International Congress of Actuaries, ICA2006 PARIS http://www.ica2006.com/Papiers/2002/2002.pdf Pag.1-9 | |
| 28th International congress of Actuaries ICA Parigi (Francia) | |
| Sibillo, Marilena; Cocozza, R; E., DI LORENZO E; Orlando, A. | |
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| 2006 | |
| Abstract in Atti di convegno | |
| Risk measurement and fair valuation assessment in the insurance field. In: Ecople - Economics: from tradition to complexity Dipartimento di Scienze ERconomiche e Statistiche - Università di Salerno Pag.12-13 | |
| Ecople - Economics: from tradition to complexity Capri Luglio 2006 | |
| Sibillo, Marilena; Mariarosaria, Coppola; D'Amato, Valeria; Emilia Di, Lorenzo | |
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| 2004 | |
| Abstract in Atti di convegno | |
| Life Insurance Risk Indicators: a Balance Sheet Approach. In: Book of Abstracts of 8th International Conference on Insurance: Mathematics and Economics Pag.1-1 ISBN:2004311312 | |
| (th International Conference on Insurance: Mathematics and Economics Roma maggio 2004 | |
| Sibillo, Marilena; Rosa, Cocozza; Emilia Di, Lorenzo | |
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| 2003 | |
| Abstract in Atti di convegno | |
| Methodological problems in solvency assessment of an insurance company. In: Atti di “IMPS 2003” Pag.20-21 | |
| IMPS Cagliari | |
| Sibillo, Marilena; E., DI LORENZO; R., Cocozza | |
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| 2003 | |
| Abstract in Atti di convegno | |
| The longevity risk for a life insurance portfolio: an integrated analysis. In: First Joint Conference SMAI, EMS, SMS Pag.1-1 | |
| Applied mathematics & application of mathematics - amam 2003 - first joint conference smai, ems, sms Nizza (Francia) | |
| Sibillo, Marilena; E., DI LORENZO | |
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| 2002 | |
| Abstract in Atti di convegno | |
| Longevity Risk: Measurement and Application Perspectives. In: Book of Abstracts of 2nd Conference in Actuarial Science and Finance on Samos Pag.39-39 | |
| 2nd Conference in Actuarial Science and Finance on Samos Samos (Grecia) settembre 2002 | |
| Sibillo, Marilena; Emilia Di, Lorenzo | |
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| 2002 | |
| Abstract in Atti di convegno | |
| The longevity phenomenon: risk profiles in the actuarial valuations. In: Atti di “XXVI Convegno nazionale AMASES” VERONA Pag.37-39 | |
| XXVI convegno nazionale amases Verona | |
| Sibillo, Marilena; E., DI LORENZO | |
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| 2000 | |
| Abstract in Atti di convegno | |
| Some Aspects of Riskiness for a Life Annuities Portfolio. In: Sommari - Abstracts del Congresso Nazionale SIMAI Pag.239-240 | |
| Congresso Nazionale SIMAI | |
| Sibillo, Marilena; Mariarosaria, Coppola; Emilia Di, Lorenzo | |
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