SIBILLO, Marilena
SIBILLO, Marilena
Dipartimento di Scienze Economiche e Statistiche/DISES
"Money Purchase" Pensions: Contract proposals and risk analysis
2018 Sibillo, M.; D'Amato, V.; Di Lorenzo, E.; Tizzano, R.
1. Life annuity portfolios: risk-adjusted valuations and suggestions on the product attractiveness
2018 D'Amato, Valeria; Di, Lorenzo Emilia; Sibillo, Marilena; Orlando, Albina
A financial analysis of surplus dynamics for deferred life schemes
2009 Sibillo, Marilena; R., Cocozza; E., Di Lorenzo; A., Orlando
A financial analysis of surplus dynamics for deferred life schemes
2008 Sibillo, Marilena; Rosa, Cocozza; Emilia Di, Lorenzo; Albina, Orlando
A liability adequacy test for mathematical provision
2007 Sibillo, Marilena; DI LORENZO, E; Orlando, A; Cocozza, R.
A liability adequacy test for mathematical provision (extended abstract)-
2006 Sibillo, Marilena; Rosa, Cocozza; Emilia Di, Lorenzo; Albina, Orlando
A stochastic model for financial evaluation: applications to actuarial contracts
1999 Sibillo, Marilena; E., DI LORENZO; G., Tessitore
A stochastic model for loan interest rates
2013 Sibillo, Marilena; A., Orlando; E., Di Lorenzo
A stochastic model for the force of interest
1995 Sibillo, Marilena; Emilia Di, Lorenzo
A Stochastic Proportional Hazard Model for the Force of Mortality
2006 Sibillo, Marilena; E., DI LORENZO; G., Tessitore
Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages
2023 Di Lorenzo, E.; Piscopo, G.; Sibillo, M.
Alcune osservazioni sulla stima dei parametri in processi per il tasso d'interesse
2000 Sibillo, Marilena; A., Trudda
An international comparison of the impact of COVID-19 on mortality rates using graduation techniques
2023 Apicella, Giovanna; Navarro, Eliseo; Raquena, Pilar; Sibillo, Marilena
Automatic Long-Term Forecasting of Mortality Rates with Generalized Regression Neural Networks
2025 Apicella, Giovanna; La Rocca, Michele; Perna, Cira; Sibillo, Marilena
Componenti di rischio per grandi portafogli di annualità vitalizie
2000 Sibillo, Marilena; E., DI LORENZO; M., Coppola
Computational Issues in Insurance and Finance
2023 Perna, Cira; Sibillo, Marilena; Bimonte, Giovanna; Naimoli, Antonio
Computational Issues in Insurance and Finance
2023 Perna, Cira; Sibillo, Marilena
Corrective factors for longevity projections in a dynamic context
2018 Apicella, Giovanna; Sibillo, Marilena
De-risking strategy: Longevity spread buy-in
2018 D'Amato, Valeria; Di Lorenzo, Emilia; Haberman, Steven; Sagoo, Pretty; Sibillo, Marilena
De-risking Strategy: Modeling Buy-in
2013 D'Amato, Valeria; DI LORENZO, Emilia; 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 | |
| Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages | 1-gen-2023 | Di Lorenzo, E.; Piscopo, G.; Sibillo, M. | |
| Alcune osservazioni sulla stima dei parametri in processi per il tasso d'interesse | 1-gen-2000 | Sibillo, Marilena; A., Trudda | |
| An international comparison of the impact of COVID-19 on mortality rates using graduation techniques | 1-gen-2023 | Apicella, Giovanna; Navarro, Eliseo; Raquena, Pilar; Sibillo, Marilena | |
| Automatic Long-Term Forecasting of Mortality Rates with Generalized Regression Neural Networks | 1-gen-2025 | Apicella, Giovanna; La Rocca, Michele; Perna, Cira; Sibillo, Marilena | |
| Componenti di rischio per grandi portafogli di annualità vitalizie | 1-gen-2000 | Sibillo, Marilena; E., DI LORENZO; M., Coppola | |
| Computational Issues in Insurance and Finance | 1-gen-2023 | Perna, Cira; Sibillo, Marilena; Bimonte, Giovanna; Naimoli, Antonio | |
| Computational Issues in Insurance and Finance | 1-gen-2023 | Perna, Cira; Sibillo, Marilena | |
| 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 |