Marilena Sibillo

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Affiliations

• Università degli Studi di Salerno / Dipartimento di Scienze Economiche e Statistiche (DISES)
  • EDIRC entry
  • location:

Research profile

author of:

• The value at risk of the mathematical provision: Critical issues (repec:aza:rmfi00:y:2008:v:1:i:3:p:311-319)
  by Cocozza, Rosa & Di Lorenzo, Emilia & Orlando, Albina & Sibillo, Marilena
• Gender-inclusive financial and demographic literacy: lessons from the empirical evidence (repec:chf:rpseri:rp2302)
  by Giovanna Apicella & Enrico G. De Giorgi & Emilia Di Lorenzo & Marilena Sibillo
• Life care reverse mortgages: Monitoring the net cashflows of a new hybrid insurance product (repec:eee:insuma:v:125:y:2025:i:c:s0167668725001179)
  by Apicella, Giovanna & Lorenzo, Emilia Di & Magni, Giulia & Sibillo, Marilena
• De-risking strategy: Longevity spread buy-in (repec:eee:insuma:v:79:y:2018:i:c:p:124-136)
  by D’Amato, Valeria & Di Lorenzo, Emilia & Haberman, Steven & Sagoo, Pretty & Sibillo, Marilena
• Social uncertainty evaluation in Social Impact Bonds: Review and framework (repec:eee:riibaf:v:47:y:2019:i:c:p:40-56)
  by Scognamiglio, Elisabetta & Di Lorenzo, Emilia & Sibillo, Marilena & Trotta, Annarita
• Securitization for common health (repec:eee:soceps:v:93:y:2024:i:c:s0038012124000788)
  by Ciardiello, Francesco & Di Lorenzo, Emilia & Menzietti, Massimiliano & Sibillo, Marilena
• Insurance business and social sustainability: A proposal (repec:eee:soceps:v:93:y:2024:i:c:s003801212400079x)
  by D'Amato, Valeria & Di Lorenzo, Emilia & Piscopo, Gabriella & Sibillo, Marilena & Trotta, Annarita
• Solvency analysis and demographic risk measures (repec:eme:jrfpps:15265941111158451)
  by Mariarosaria Coppola & Emilia Di Lorenzo & Albina Orlando & Marilena Sibillo
• Unknown
• Dread Disease and Cause-Specific Mortality: Exploring New Forms of Insured Loans (repec:gam:jrisks:v:6:y:2018:i:1:p:13-:d:133289)
  by Valeria D’Amato & Emilia Di Lorenzo & Marilena Sibillo
• Economic Paradigms and Corporate Culture after the Great COVID-19 Pandemic: Towards a New Role of Welfare Organisations and Insurers (repec:gam:jsusta:v:12:y:2020:i:19:p:8163-:d:423194)
  by Emilia Di Lorenzo & Marilena Sibillo
• Mathematical and Statistical Methods for Actuarial Sciences and Finance (repec:hal:journl:hal-01776135)
  by Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo
• A stochastic proportional hazard model for the force of mortality (repec:jof:jforec:v:25:y:2006:i:7:p:529-536)
  by Marilena Sibillo & Emilia Di Lorenzo & Gerarda Tessitore
• Methodological problems in solvency assessment of an insurance company (repec:pra:mprapa:27980)
  by Cocozza, R & Di Lorenzo, E & Sibillo, M
• The current value of the mathematical provision: a financial risk prospect (repec:pra:mprapa:27986)
  by Cocozza, Rosa & Di Lorenzo, Emilia & Sibillo, Marilena
• Pension schemes versus real estate (repec:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03241-y)
  by V. D’Amato & E. Lorenzo & S. Haberman & M. Sibillo & R. Tizzano
• Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages (repec:spr:comgts:v:21:y:2024:i:1:d:10.1007_s10287-023-00491-x)
  by E. Lorenzo & G. Piscopo & M. Sibillo
• Foreword special issue Deaf 2019–Maf 2018 (repec:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00257-8)
  by Aurea Grane & Marilena Sibillo
• Correction to: Foreword special issue Deaf 2019–Maf 2018 (repec:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00260-z)
  by Aurea Grane & Marilena Sibillo
• Reverse mortgages through artificial intelligence: new opportunities for the actuaries (repec:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00274-y)
  by Emilia Lorenzo & Gabriella Piscopo & Marilena Sibillo & Roberto Tizzano
• Lee–Carter model: assessing the potential to capture gender-related mortality dynamics (repec:spr:decfin:v:48:y:2025:i:2:d:10.1007_s10203-023-00417-x)
  by Giovanna Apicella & Emilia Di Lorenzo & Gabriella Piscopo & Marilena Sibillo
• Mathematical and Statistical Methods for Actuarial Sciences and Finance (repec:spr:sprbok:978-3-030-78965-7)
  by Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.)
• Mathematical and Statistical Methods for Actuarial Sciences and Finance (repec:spr:sprbok:978-3-030-99638-3)
  by Marco Corazza & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.)
• New Perspectives in Mathematical and Statistical Methods for Actuarial Sciences and Finance (repec:spr:sprbok:978-3-032-05551-4)
  by Michele La Rocca & Massimiliano Menzietti & Cira Perna & Marilena Sibillo (ed.)
• Mathematical and Statistical Methods for Actuarial Sciences and Finance (repec:spr:sprbok:978-3-319-05014-0)
  by Cira Perna & Marilena Sibillo (ed.)
• Mathematical and Statistical Methods for Actuarial Sciences and Finance (repec:spr:sprbok:978-3-319-50234-2)
  by Marco Corazza & Florence Legros & Cira Perna & Marilena Sibillo (ed.)
• Mathematical and Statistical Methods for Actuarial Sciences and Finance (repec:spr:sprbok:978-3-319-89824-7)
  by Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo (ed.)
• Mathematical and Statistical Methods in Insurance and Finance (repec:spr:sprbok:978-88-470-0704-8)
  by Cira Perna & Marilena Sibillo (ed.)
• Mathematical and Statistical Methods for Actuarial Sciences and Finance (repec:spr:sprbok:978-88-470-2342-0)
  by Cira Perna & Marilena Sibillo (ed.)
• Risk Assessment in the Reverse Mortgage Contract (repec:spr:sprchp:978-3-030-78965-7_28)
  by Emilia Lorenzo & Gabriella Piscopo & Marilena Sibillo & Roberto Tizzano
• Socio-Economic Challenges at the Time of COVID-19: The Proactive Role of the Insurance Industry (repec:spr:sprchp:978-3-030-99638-3_32)
  by Emilia Di Lorenzo & Elisabetta Scognamiglio & Marilena Sibillo & Roberto Tizzano
• The Cost of Retirement Income Provision: Some Quantitative Insights in Life Insurance (repec:spr:sprchp:978-3-031-64273-9_1)
  by Giovanna Apicella & Emilia Di Lorenzo & Giulia Magni & Marilena Sibillo
• Meeting the Challenges of Longevity: Lifetime Income from Real Estate (repec:spr:sprchp:978-3-031-64273-9_21)
  by Emilia Di Lorenzo & Francesco Rania & Marilena Sibillo & Annarita Trotta
• Evaluating Forecast Distributions in Neural Network Lee-Carter Type Model for Mortality Rate (repec:spr:sprchp:978-3-031-64273-9_36)
  by Michele La Rocca & Cira Perna & Marilena Sibillo
• Reverse Mortgages: Exploring the Impact of Risk Factors by Source (repec:spr:sprchp:978-3-032-05551-4_13)
  by Emilia Di Lorenzo & Giulia Magni & Marilena Sibillo
• A Neural Network Model Approach to Longevity Risk Management (repec:spr:sprchp:978-3-032-05551-4_3)
  by Giovanna Apicella & Michele La Rocca & Cira Perna & Marilena Sibillo
• Stochastic Actuarial Valuations in Double-Indexed Pension Annuity Assessment (repec:spr:sprchp:978-3-319-02499-8_14)
  by Emilia Di Lorenzo & Albina Orlando & Marilena Sibillo
• Empirical Evidences on Predictive Accuracy of Survival Models (repec:spr:sprchp:978-3-319-05014-0_20)
  by Emilia Di Lorenzo & Michele La Rocca & Albina Orlando & Cira Perna & Marilena Sibillo
• Profitability vs. Attractiveness Within a Performance Analysis of a Life Annuity Business (repec:spr:sprchp:978-3-319-50234-2_9)
  by Emilia Di Lorenzo & Albina Orlando & Marilena Sibillo
• Improving Lee-Carter Forecasting: Methodology and Some Results (repec:spr:sprchp:978-3-319-89824-7_10)
  by Giovanna Apicella & Michel M. Dacorogna & Emilia Di Lorenzo & Marilena Sibillo
• “Money Purchase” Pensions: Contract Proposals and Risk Analysis (repec:spr:sprchp:978-3-319-89824-7_51)
  by Valeria D’Amato & Emilia Di Lorenzo & Marilena Sibillo & Roberto Tizzano
• What If Two Different Interest Rates Datasets Allow for Describing the Same Financial Product? (repec:spr:sprchp:978-3-319-89824-7_52)
  by Valeria D’Amato & Antonio Díaz & Emilia Di Lorenzo & Eliseo Navarro & Marilena Sibillo
• A Liability Adequacy Test for Mathematical Provision (repec:spr:sprchp:978-88-470-0704-8_10)
  by Rosa Cocozza & Emilia Lorenzo & Abina Orlando & Marilena Sibillo
• Remarks on Insured Loan Valuations (repec:spr:sprchp:978-88-470-0704-8_12)
  by Mariarosaria Coppola & Valeria D’Amato & Marilena Sibillo
• A financial analysis of surplus dynamics for deferred life schemes (repec:spr:sprchp:978-88-470-1481-7_9)
  by Rosa Cocozza & Emilia Di Lorenzo & Albina Orlando & Marilena Sibillo
• Internal risk control by solvency measures (repec:spr:sprchp:978-88-470-2342-0_18)
  by Valeria D’Amato & Emilia Di Lorenzo & Maria Russolillo & Marilena Sibillo
• Reverse Mortgages: Risks and Opportunities (repec:spr:ssdmcp:978-3-030-44695-6_29)
  by E. Di Lorenzo & G. Piscopo & M. Sibillo & R. Tizzano
• Real Estate Pension Schemes: Modeling and Perspectives (repec:spr:ssdmcp:978-3-030-93005-9_26)
  by Valeria D’Amato & Emilia Di Lorenzo & Gabriella Piscopo & Marilena Sibillo & Roberto Tizzano
• Insurance Incentives to Pursue Social Well-Being (repec:spr:ssdmcp:978-3-030-93005-9_27)
  by Valeria d’Amato & Emilia di Lorenzo & Gabriella Piscopo & Marilena Sibillo
• Longevity Comparison by Gender: Exploring the Future Through an Evidence-Based Approach (repec:spr:ssdmcp:978-3-031-82275-9_12)
  by Giovanna Apicella & Emilia Di Lorenzo & Giulia Magni & Marilena Sibillo
• The Functional Clustering of the Mortality Gender Gap: A Multi-Country Analysis (repec:spr:ssdmcp:978-3-031-82275-9_9)
  by Giovanna Apicella & Emilia Di Lorenzo & Gabriella Piscopo & Marilena Sibillo
• Life Annuity Portfolios: Risk-Adjusted Valuations and Suggestions on the Product Attractiveness (repec:spr:ssdmcp:978-3-319-76002-5_26)
  by Valeria D’Amato & Emilia Di Lorenzo & Albina Orlando & Marilena Sibillo
• Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment (repec:taf:sactxx:v:2025:y:2025:i:6:p:549-573)
  by Giovanna Apicella & Michele La Rocca & Cira Perna & Marilena Sibillo
• The Poisson Log-Bilinear Lee-Carter Model (repec:taf:uaajxx:v:15:y:2011:i:2:p:315-333)
  by Valeria D’Amato & Emilia Di Lorenzo & Steven Haberman & Maria Russolillo & Marilena Sibillo
• Improving the Forecast of Longevity by Combining Models (repec:taf:uaajxx:v:23:y:2019:i:2:p:298-319)
  by Giovanna Apicella & Michel Dacorogna & Emilia Di Lorenzo & Marilena Sibillo
• A stochastic model for financial evaluation: applications to actuarial contracts (repec:wly:apsmbi:v:15:y:1999:i:4:p:269-275)
  by Emilia Di Lorenzo & Marilena Sibillo & Gerarda Tessitore
• Stochastic analysis in life office management: applications to large annuity portfolios (repec:wly:apsmbi:v:19:y:2003:i:1:p:31-42)
  by Mariarosaria Coppola & Emilia Di Lorenzo & Marilena Sibillo