Marilena Sibillo : Citation Profile


Are you Marilena Sibillo?

Università degli Studi di Salerno

3

H index

1

i10 index

87

Citations

RESEARCH PRODUCTION:

12

Articles

3

Papers

RESEARCH ACTIVITY:

   21 years (1999 - 2020). See details.
   Cites by year: 4
   Journals where Marilena Sibillo has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 2 (2.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psi523
   Updated: 2021-02-20    RAS profile: 2020-10-22    
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Relations with other researchers


Works with:

Di Lorenzo, Emilia (5)

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 (5)

Funari, Stefania (3)

Nardon, Martina (3)

Di Lorenzo, Emilia (3)

Blake, David (2)

Misiorek, Adam (2)

Basso, Antonella (2)

Otranto, Edoardo (2)

Perna, Cira (2)

Guillen, Montserrat (2)

Cites to:

Blake, David (7)

Di Lorenzo, Emilia (3)

Ortu, Fulvio (2)

Ballotta, Laura (2)

luciano, elisa (1)

VIVIANI, Jean-Laurent (1)

Melenberg, Bertrand (1)

Palacios, Robert (1)

Fornero, Elsa (1)

Jarrow, Robert (1)

Denton, Frank (1)

Main data


Where Marilena Sibillo has published?


Journals with more than one article published# docs
Applied Stochastic Models in Business and Industry2
Decisions in Economics and Finance2
North American Actuarial Journal2

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

Recent works citing Marilena Sibillo (2021 and 2020)


YearTitle of citing document
2020Option Pricing with Greed and Fear Factor: The Rational Finance Approach. (2017). Fabozzi, Frank ; Racheva-Iotova, Boryana. In: Papers. RePEc:arx:papers:1709.08134.

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2020Multivariate non-Gaussian models for financial applications. (2020). Tassinari, Gian Luca ; Hitaj, Asmerilda ; Bianchi, Michele Leonardo. In: Papers. RePEc:arx:papers:2005.06390.

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2020The future of mobility and its impact on the automobile insurance industry. (2020). Osterrieder, Katrin ; Gatzert, Nadine. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:23:y:2020:i:1:p:31-51.

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2020Modeling stochastic mortality for joint lives through subordinators. (2020). Brockett, Patrick ; Zhang, Yuxin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:166-172.

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2021Pricing longevity derivatives via Fourier transforms. (2021). Vidal, Joo Pedro ; Bravo, Jorge M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:81-97.

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2020Some remarks on Koziol’s kurtosis. (2020). Loperfido, Nicola. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:175:y:2020:i:c:s0047259x19303604.

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2020Sustainable Financial Partnerships for the SDGs: The Case of Social Impact Bonds. (2020). Kabli, Abdellah ; Rizzello, Alessandro. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:13:p:5362-:d:379546.

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2020Critical Success Factors, Motivations, and Risks in Social Impact Bonds. (2020). de Lisa, Riccardo ; Rania, Francesco ; Care, Rosella. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:18:p:7291-:d:409468.

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2020Social Uncertainty Evaluation of Social Impact Bonds: A Model and Practical Application. (2020). Kabli, Abdellah ; Migliazza, Maria Cristina ; Care, Rosella ; Trotta, Annarita ; Rania, Francesco. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3854-:d:355577.

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2020Edgeworth Expansions for Multivariate Random Sums. (2020). Mazur, Stepan ; Loperfido, Nicola ; Javed, Farrukh. In: Working Papers. RePEc:hhs:oruesi:2020_009.

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2020Detection and estimation of additive outliers in seasonal time series. (2020). Battaglia, Francesco ; Rizzo, Manuel ; Cucina, Domenico. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:3:d:10.1007_s00180-019-00928-5.

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2020Constructing dynamic life tables with a single-factor model. (2020). Balbas, Alejandro ; Atance, David ; Navarro, Eliseo . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00308-5.

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2020Disentangling the relationship between Bitcoin and market attention measures. (2020). Patacca, Marco ; Figa-Talamanca, Gianna. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00133-x.

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2020Social impact bonds: The evolution of research and a review of the academic literature. (2020). Broccardo, Eleonora ; Frigotto, Maria Laura ; Mazzuca, Maria. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:27:y:2020:i:3:p:1316-1332.

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2020Sustainable Banking: New Forms of Investing under the Umbrella of the 2030 Agenda. (2020). Mendez-Suarez, Mariano ; Gallardo, Fernando ; Monfort, Abel. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:2096-:d:330157.

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2020Market attention and Bitcoin price modeling: theory, estimation and option pricing. (2020). Patacca, Marco ; Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00262-x.

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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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article2
2019Social uncertainty evaluation in Social Impact Bonds: Review and framework In: Research in International Business and Finance.
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article5
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.
[Full Text][Citation analysis]
article1
2020Economic Paradigms and Corporate Culture after the Great COVID-19 Pandemic: Towards a New Role of Welfare Organisations and Insurers In: Sustainability.
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article0
2017Mathematical and Statistical Methods for Actuarial Sciences and Finance In: Post-Print.
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paper70
2006A stochastic proportional hazard model for the force of mortality In: Journal of Forecasting.
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article3
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
2019Foreword special issue Deaf 2019–Maf 2018 In: Decisions in Economics and Finance.
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article0
2019Correction to: Foreword special issue Deaf 2019–Maf 2018 In: Decisions in Economics and Finance.
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article0
2011The Poisson Log-Bilinear Lee-Carter Model In: North American Actuarial Journal.
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article2
2019Improving the Forecast of Longevity by Combining Models In: North American Actuarial Journal.
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article0
1999A stochastic model for financial evaluation: applications to actuarial contracts In: Applied Stochastic Models in Business and Industry.
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article2
2003Stochastic analysis in life office management: applications to large annuity portfolios In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]
article1

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