Marilena Sibillo : Citation Profile


Are you Marilena Sibillo?

Università degli Studi di Salerno

2

H index

1

i10 index

62

Citations

RESEARCH PRODUCTION:

8

Articles

3

Papers

RESEARCH ACTIVITY:

   19 years (1999 - 2018). See details.
   Cites by year: 3
   Journals where Marilena Sibillo has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 3 (4.62 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psi523
   Updated: 2019-10-15    RAS profile: 2019-05-21    
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Relations with other researchers


Works with:

Di Lorenzo, Emilia (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marilena Sibillo.

Is cited by:

Rulliere, Didier (6)

Fabozzi, Frank (4)

Nardon, Martina (3)

Misiorek, Adam (2)

Blake, David (2)

Di Lorenzo, Emilia (2)

Otranto, Edoardo (2)

Funari, Stefania (2)

Guillen, Montserrat (2)

Cocozza, Rosa (2)

Basso, Antonella (2)

Cites to:

Di Lorenzo, Emilia (3)

Blake, David (3)

Babbel, David (1)

Hyndman, Rob (1)

Iacus, Stefano (1)

Gutiérrez-Nieto, Begoña (1)

Lee, Ronald (1)

VIVIANI, Jean-Laurent (1)

Serrano-Cinca, Carlos (1)

Main data


Where Marilena Sibillo has published?


Journals with more than one article published# docs
Applied Stochastic Models in Business and Industry2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Marilena Sibillo (2019 and 2018)


YearTitle of citing document
2018In search of a new economic model determined by logistic growth. (2018). Smirnov, Roman G ; Wang, Kunpeng. In: Papers. RePEc:arx:papers:1711.02625.

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2019The Hamiltonian approach to the problem of derivation of production functions in economic growth theory. (2019). Wang, Kunpeng ; Smirnov, Roman G. In: Papers. RePEc:arx:papers:1906.11224.

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2019Geographical spillovers on the relation between risk-taking and market power in the US banking sector. (2019). Pino Saldías, Gabriel ; Rodriguez, Alejandro ; Herrera, Rodrigo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:351-364.

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2018Estimating stable latent factor models by indirect inference. (2018). Halbleib, Roxana ; Calzolari, Giorgio. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:280-301.

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2018Longevity risk and capital markets: The 2015–16 update. (2018). Blake, David ; MacMinn, Richard ; Loisel, Stephane ; el Karoui, Nicole. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:157-173.

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2019Forecasting cryptocurrencies under model and parameter instability. (2019). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:485-501.

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2018Economic agglomerations and spatio-temporal cycles in a spatial growth model with capital transport cost. (2018). Juchem Neto, Joao Plinio ; Porto, S S ; Claeyssen, J. C. R., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:494:y:2018:i:c:p:76-86.

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2019Pricing of Longevity Derivatives and Cost of Capital. (2019). Zeddouk, Fadoua ; Devolder, Pierre. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:41-:d:222838.

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2018Risk parity for Mixed Tempered Stable distributed sources of risk. (2018). Mercuri, Lorenzo ; Rroji, Edit. In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-016-2394-y.

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2019Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment. (2019). Perna, Cira ; la Rocca, Michele ; Albano, Giuseppina . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00237-y.

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2018Well-Being and Relational Goods: A Model-Based Approach to Detect Significant Relationships. (2018). Capecchi, Stefania ; Simone, Rosaria ; Iannario, Maria . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:135:y:2018:i:2:d:10.1007_s11205-016-1519-7.

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Works by Marilena Sibillo:


YearTitleTypeCited
2018De-risking strategy: Longevity spread buy-in In: Insurance: Mathematics and Economics.
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article1
2019Social uncertainty evaluation in Social Impact Bonds: Review and framework In: Research in International Business and Finance.
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article0
2011Solvency analysis and demographic risk measures In: Journal of Risk Finance.
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article1
2018Dread Disease and Cause-Specific Mortality: Exploring New Forms of Insured Loans In: Risks.
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article1
2017Mathematical and Statistical Methods for Actuarial Sciences and Finance In: Post-Print.
[Citation analysis]
paper54
2006A stochastic proportional hazard model for the force of mortality In: Journal of Forecasting.
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article1
2004Methodological problems in solvency assessment of an insurance company In: MPRA Paper.
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paper0
2007The current value of the mathematical provision: a financial risk prospect In: MPRA Paper.
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paper0
2011The Poisson Log-Bilinear Lee-Carter Model In: North American Actuarial Journal.
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article2
1999A stochastic model for financial evaluation: applications to actuarial contracts In: Applied Stochastic Models in Business and Industry.
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article1
2003Stochastic analysis in life office management: applications to large annuity portfolios In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team