Details about Marilena Sibillo

Access statistics for papers by Marilena Sibillo.

Last updated 2021-12-20. Update your information in the RePEc Author Service.

Short-id: psi523

Working Papers

2017

1. Mathematical and Statistical Methods for Actuarial Sciences and Finance
   Post-Print, HAL View citations (72)

2007

2. The current value of the mathematical provision: a financial risk prospect
   MPRA Paper, University Library of Munich, Germany

2004

3. Methodological problems in solvency assessment of an insurance company
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2021

1. Pension schemes versus real estate
   Annals of Operations Research, 2021, 299, (1), 797-809 View citations (3)
2. Reverse mortgages through artificial intelligence: new opportunities for the actuaries
   Decisions in Economics and Finance, 2021, 44, (1), 23-35 View citations (4)

2020

3. Economic Paradigms and Corporate Culture after the Great COVID-19 Pandemic: Towards a New Role of Welfare Organisations and Insurers
   Sustainability, 2020, 12, (19), 1-14 View citations (5)

2019

4. Correction to: Foreword special issue Deaf 2019–Maf 2018
   Decisions in Economics and Finance, 2019, 42, (1), 3-3
5. Foreword special issue Deaf 2019–Maf 2018
   Decisions in Economics and Finance, 2019, 42, (1), 1-2
6. Improving the Forecast of Longevity by Combining Models
   North American Actuarial Journal, 2019, 23, (2), 298-319 View citations (1)
7. Social uncertainty evaluation in Social Impact Bonds: Review and framework
   Research in International Business and Finance, 2019, 47, (C), 40-56 View citations (9)

2018

8. De-risking strategy: Longevity spread buy-in
   Insurance: Mathematics and Economics, 2018, 79, (C), 124-136 View citations (4)
9. Dread Disease and Cause-Specific Mortality: Exploring New Forms of Insured Loans
   Risks, 2018, 6, (1), 1-21 View citations (2)

2011

10. The Poisson Log-Bilinear Lee-Carter Model
    North American Actuarial Journal, 2011, 15, (2), 315-333 View citations (2)

2006

11. A stochastic proportional hazard model for the force of mortality
    Journal of Forecasting, 2006, 25, (7), 529-536 View citations (3)

2003

12. Stochastic analysis in life office management: applications to large annuity portfolios
    Applied Stochastic Models in Business and Industry, 2003, 19, (1), 31-42 View citations (4)

1999

13. A stochastic model for financial evaluation: applications to actuarial contracts
    Applied Stochastic Models in Business and Industry, 1999, 15, (4), 269-275 View citations (2)

Edited books

2021

1. Mathematical and Statistical Methods for Actuarial Sciences and Finance
   Springer Books, Springer

2008

2. Mathematical and Statistical Methods in Insurance and Finance
   Springer Books, Springer View citations (4)

Chapters

2021

1. Risk Assessment in the Reverse Mortgage Contract
   Springer

2008

2. A Liability Adequacy Test for Mathematical Provision
   Springer
3. Remarks on Insured Loan Valuations
   Springer