Details about Marilena Sibillo

Access statistics for papers by Marilena Sibillo.

Last updated 2026-07-17. Update your information in the RePEc Author Service.

Short-id: psi523

Working Papers

2023

1. Gender-inclusive financial and demographic literacy: lessons from the empirical evidence
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)

2017

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

2007

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

2004

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

Journal Articles

2025

1. Lee–Carter model: assessing the potential to capture gender-related mortality dynamics
   Decisions in Economics and Finance, 2025, 48, (2), 1065-1092
2. Life care reverse mortgages: Monitoring the net cashflows of a new hybrid insurance product
   Insurance: Mathematics and Economics, 2025, 125, (C)
3. Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment
   Scandinavian Actuarial Journal, 2025, 2025, (6), 549-573

2024

4. Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages
   Computational Management Science, 2024, 21, (1), 1-22 View citations (1)
5. Insurance business and social sustainability: A proposal
   Socio-Economic Planning Sciences, 2024, 93, (C)
6. Securitization for common health
   Socio-Economic Planning Sciences, 2024, 93, (C) View citations (1)

2021

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

2020

9. 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

10. Foreword special issue Deaf 2019–Maf 2018
    Decisions in Economics and Finance, 2019, 42, (1), 1-2
    Also in Decisions in Economics and Finance, 2019, 42, (1), 3-3 (2019)
11. Improving the Forecast of Longevity by Combining Models
    North American Actuarial Journal, 2019, 23, (2), 298-319 View citations (2)
12. Social uncertainty evaluation in Social Impact Bonds: Review and framework
    Research in International Business and Finance, 2019, 47, (C), 40-56 View citations (11)

2018

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

2011

15. Solvency analysis and demographic risk measures
    Journal of Risk Finance, 2011, 12, (4), 252-269
16. The Poisson Log-Bilinear Lee-Carter Model
    North American Actuarial Journal, 2011, 15, (2), 315-333 View citations (2)

2008

17. The value at risk of the mathematical provision: Critical issues
    Journal of Risk Management in Financial Institutions, 2008, 1, (3), 311-319

2006

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

2003

19. 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

20. 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

2025

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

2022

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

2021

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

2018

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

2017

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

2014

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

2012

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

2008

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

Chapters

2025

1. A Neural Network Model Approach to Longevity Risk Management
   Springer
2. Longevity Comparison by Gender: Exploring the Future Through an Evidence-Based Approach
   Springer
3. Reverse Mortgages: Exploring the Impact of Risk Factors by Source
   Springer
4. The Functional Clustering of the Mortality Gender Gap: A Multi-Country Analysis
   Springer

2024

5. Evaluating Forecast Distributions in Neural Network Lee-Carter Type Model for Mortality Rate
   Springer
6. Meeting the Challenges of Longevity: Lifetime Income from Real Estate
   Springer
7. The Cost of Retirement Income Provision: Some Quantitative Insights in Life Insurance
   Springer

2022

8. Insurance Incentives to Pursue Social Well-Being
   Springer
9. Real Estate Pension Schemes: Modeling and Perspectives
   Springer
10. Socio-Economic Challenges at the Time of COVID-19: The Proactive Role of the Insurance Industry
    Springer

2021

11. Risk Assessment in the Reverse Mortgage Contract
    Springer

2020

12. Reverse Mortgages: Risks and Opportunities
    Springer

2018

13. Improving Lee-Carter Forecasting: Methodology and Some Results
    Springer
14. Life Annuity Portfolios: Risk-Adjusted Valuations and Suggestions on the Product Attractiveness
    Springer
15. What If Two Different Interest Rates Datasets Allow for Describing the Same Financial Product?
    Springer
16. “Money Purchase” Pensions: Contract Proposals and Risk Analysis
    Springer

2017

17. Profitability vs. Attractiveness Within a Performance Analysis of a Life Annuity Business
    Springer

2014

18. Empirical Evidences on Predictive Accuracy of Survival Models
    Springer
19. Stochastic Actuarial Valuations in Double-Indexed Pension Annuity Assessment
    Springer

2012

20. Internal risk control by solvency measures
    Springer

2010

21. A financial analysis of surplus dynamics for deferred life schemes
    Springer

2008

22. A Liability Adequacy Test for Mathematical Provision
    Springer
23. Remarks on Insured Loan Valuations
    Springer