Marilena SIBILLO | Publications
Marilena SIBILLO Publications
| 2018 | |
| Articolo in rivista | |
| De-risking strategy: Longevity spread buy-in INSURANCE MATHEMATICS & ECONOMICS. Vol. 79. Pag.124-136 ISSN:0167-6687. | |
| D'Amato, Valeria; Di Lorenzo, Emilia; Haberman, Steven; Sagoo, Pretty; Sibillo, Marilena | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1016/j.insmatheco.2018.01.004 Codice identificativo ISI: WOS:000429186800012 Codice identificativo SCOPUS: 2-s2.0-85044957209 | |
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| 2018 | |
| Articolo in rivista | |
| Social uncertainty evaluation in Social Impact Bonds: review and framework RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE. Pag.40-56 ISSN:0275-5319. | |
| Sibillo, M.; Scognamiglio, E.; Di Lorenzo, E.; Trotta, A. | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1016/j.ribaf.2018.05.001 Codice identificativo ISI: WOS:000454868900005 Codice identificativo SCOPUS: 2-s2.0-85050357431 | |
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| 2018 | |
| Articolo in rivista | |
| Corrective factors for longevity projections in a dynamic context EUROPEAN ACTUARIAL JOURNAL. Vol. 8, ISSUE 1. Pag.53-68 ISSN:2190-9733. | |
| Apicella, Giovanna; Sibillo, Marilena | |
| Digital Object Identifier (DOI): 10.1007/s13385-018-0166-6 Codice identificativo ISI: WOS:000445384100004 Codice identificativo SCOPUS: 2-s2.0-85048715010 | |
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| 2018 | |
| Articolo in rivista | |
| Dread Disease and Cause-Specific Mortality: Exploring New Forms of Insured Loans RISKS. Vol. 6. Pag.1-21 ISSN:2227-9091. | |
| Sibillo, Marilena; DI LORENZO, Emilia; D'Amato, Valeria | |
| Versione online | |
| Digital Object Identifier (DOI): 10.3390/risks6010013 Codice identificativo ISI: WOS:000428564700012 Codice identificativo SCOPUS: 2-s2.0-85056775453 | |
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1039541.Life annuity portfolios: risk-adjusted valuations and suggestions on the product attractiveness
| 2018 | |
| Contributo in Atti di convegno | |
| 1.Life annuity portfolios: risk-adjusted valuations and suggestions on the product attractiveness. In: 4 th Stochastic Modeling Techniques and Data Analysis International Conference with Demographics Workshop - SMTDA2016 ISAST: International Society for the Advancement of Science and Technology. Pag.113-121 | |
| SMTDA La Valletta (Malta) 1-4 Giugno 2016 | |
| D'Amato, Valeria; Di, Lorenzo Emilia; Sibillo, Marilena; Orlando, Albina | |
| Versione online | |
| Codice identificativo ISI: WOS:000442070700027 | |
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| 2018 | |
| Contributo in volume (Capitolo o Saggio) | |
| 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 | |
| Contributo in volume (Capitolo o Saggio) | |
| "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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| 2018 | |
| Contributo in volume (Capitolo o Saggio) | |
| 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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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 | |
| Curatela | |
| Curatore/i di Mathematical and Statistical Methods for Actuarial Sciences and Finance. Di Sibillo, Marilena; Perna, Cira; Corazza, Marco; Grane, Aurea; Durban, Maria ISBN:978-3-319-89823-0 | |
| Sibillo, Marilena; Perna, Cira; Corazza, Marco; Grane, Aurea; Durban, Maria | |
| Versione online | |
| Digital Object Identifier (DOI): 10.1007/978-3-319-89824-7 | |
| Show it in Product Database (IRIS) |
