SIBILLO, Marilena
SIBILLO, Marilena
Dipartimento di Scienze Economiche e Statistiche/DISES
"Money Purchase" Pensions: Contract proposals and risk analysis
2018-01-01 Sibillo, M.; D'Amato, V.; Di Lorenzo, E.; Tizzano, R.
1. Life annuity portfolios: risk-adjusted valuations and suggestions on the product attractiveness
2018-01-01 D'Amato, Valeria; Di, Lorenzo Emilia; Sibillo, Marilena; Orlando, Albina
A financial analysis of surplus dynamics for deferred life schemes
2009-01-01 Sibillo, Marilena; R., Cocozza; E., Di Lorenzo; A., Orlando
A financial analysis of surplus dynamics for deferred life schemes
2008-01-01 Sibillo, Marilena; Rosa, Cocozza; Emilia Di, Lorenzo; Albina, Orlando
A liability adequacy test for mathematical provision
2007-01-01 Sibillo, Marilena; DI LORENZO, E; Orlando, A; Cocozza, R.
A liability adequacy test for mathematical provision (extended abstract)-
2006-01-01 Sibillo, Marilena; Rosa, Cocozza; Emilia Di, Lorenzo; Albina, Orlando
A stochastic model for financial evaluation: applications to actuarial contracts
1999-01-01 Sibillo, Marilena; E., DI LORENZO; G., Tessitore
A stochastic model for loan interest rates
2013-01-01 Sibillo, Marilena; A., Orlando; E., Di Lorenzo
A stochastic model for the force of interest
1995-01-01 Sibillo, Marilena; Emilia Di, Lorenzo
A Stochastic Proportional Hazard Model for the Force of Mortality
2006-01-01 Sibillo, Marilena; E., DI LORENZO; G., Tessitore
Alcune osservazioni sulla stima dei parametri in processi per il tasso d'interesse
2000-01-01 Sibillo, Marilena; A., Trudda
Componenti di rischio per grandi portafogli di annualità vitalizie
2000-01-01 Sibillo, Marilena; E., DI LORENZO; M., Coppola
Corrective factors for longevity projections in a dynamic context
2018-01-01 Apicella, Giovanna; Sibillo, Marilena
De-risking strategy: Longevity spread buy-in
2018-01-01 D'Amato, Valeria; Di Lorenzo, Emilia; Haberman, Steven; Sagoo, Pretty; Sibillo, Marilena
De-risking Strategy: Modeling Buy-in
2013-01-01 D'Amato, Valeria; DI LORENZO, Emilia; Sibillo, Marilena
Decisions in Economics and Finance, Volume 42, Issue 1, June 2019
2019-01-01 Albarran, Irene; Grane, Aurea; Perna, Cira; Sibillo, Marilena
Dread Disease and Cause-Specific Mortality: Exploring New Forms of Insured Loans
2018-01-01 Sibillo, Marilena; DI LORENZO, Emilia; D'Amato, Valeria
Economic Paradigms and Corporate Culture after the Great COVID-19 Pandemic: Towards a New Role of Welfare Organisations and Insurers
2020-01-01 Sibillo, Marilena; DI LORENZO, Emilia
Empirical evidences on predictive accuracy of survival models
2014-01-01 Sibillo, Marilena; Emilia Di, Lorenzo; LA ROCCA, Michele; Orlando, Albina; Perna, Cira
Empirical Scenario Forecasting for financial risk measurement in pension annuity systems
2013-01-01 D'Amato, Valeria; Di Lorenzo, E.; Russolillo, Maria; Sibillo, Marilena
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| "Money Purchase" Pensions: Contract proposals and risk analysis | 1-gen-2018 | Sibillo, M.; D'Amato, V.; Di Lorenzo, E.; Tizzano, R. | |
| 1. Life annuity portfolios: risk-adjusted valuations and suggestions on the product attractiveness | 1-gen-2018 | D'Amato, Valeria; Di, Lorenzo Emilia; Sibillo, Marilena; Orlando, Albina | |
| A financial analysis of surplus dynamics for deferred life schemes | 1-gen-2009 | Sibillo, Marilena; R., Cocozza; E., Di Lorenzo; A., Orlando | |
| A financial analysis of surplus dynamics for deferred life schemes | 1-gen-2008 | Sibillo, Marilena; Rosa, Cocozza; Emilia Di, Lorenzo; Albina, Orlando | |
| A liability adequacy test for mathematical provision | 1-gen-2007 | Sibillo, Marilena; DI LORENZO, E; Orlando, A; Cocozza, R. | |
| A liability adequacy test for mathematical provision (extended abstract)- | 1-gen-2006 | Sibillo, Marilena; Rosa, Cocozza; Emilia Di, Lorenzo; Albina, Orlando | |
| A stochastic model for financial evaluation: applications to actuarial contracts | 1-gen-1999 | Sibillo, Marilena; E., DI LORENZO; G., Tessitore | |
| A stochastic model for loan interest rates | 1-gen-2013 | Sibillo, Marilena; A., Orlando; E., Di Lorenzo | |
| A stochastic model for the force of interest | 1-gen-1995 | Sibillo, Marilena; Emilia Di, Lorenzo | |
| A Stochastic Proportional Hazard Model for the Force of Mortality | 1-gen-2006 | Sibillo, Marilena; E., DI LORENZO; G., Tessitore | |
| Alcune osservazioni sulla stima dei parametri in processi per il tasso d'interesse | 1-gen-2000 | Sibillo, Marilena; A., Trudda | |
| Componenti di rischio per grandi portafogli di annualità vitalizie | 1-gen-2000 | Sibillo, Marilena; E., DI LORENZO; M., Coppola | |
| Corrective factors for longevity projections in a dynamic context | 1-gen-2018 | Apicella, Giovanna; Sibillo, Marilena | |
| De-risking strategy: Longevity spread buy-in | 1-gen-2018 | D'Amato, Valeria; Di Lorenzo, Emilia; Haberman, Steven; Sagoo, Pretty; Sibillo, Marilena | |
| De-risking Strategy: Modeling Buy-in | 1-gen-2013 | D'Amato, Valeria; DI LORENZO, Emilia; Sibillo, Marilena | |
| Decisions in Economics and Finance, Volume 42, Issue 1, June 2019 | 1-gen-2019 | Albarran, Irene; Grane, Aurea; Perna, Cira; Sibillo, Marilena | |
| Dread Disease and Cause-Specific Mortality: Exploring New Forms of Insured Loans | 1-gen-2018 | Sibillo, Marilena; DI LORENZO, Emilia; D'Amato, Valeria | |
| Economic Paradigms and Corporate Culture after the Great COVID-19 Pandemic: Towards a New Role of Welfare Organisations and Insurers | 1-gen-2020 | Sibillo, Marilena; DI LORENZO, Emilia | |
| Empirical evidences on predictive accuracy of survival models | 1-gen-2014 | Sibillo, Marilena; Emilia Di, Lorenzo; LA ROCCA, Michele; Orlando, Albina; Perna, Cira | |
| Empirical Scenario Forecasting for financial risk measurement in pension annuity systems | 1-gen-2013 | D'Amato, Valeria; Di Lorenzo, E.; Russolillo, Maria; Sibillo, Marilena |