Marilena Sibillo : Citation Profile


Are you Marilena Sibillo?

Università degli Studi di Salerno

3

H index

1

i10 index

109

Citations

RESEARCH PRODUCTION:

14

Articles

3

Papers

3

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   22 years (1999 - 2021). See details.
   Cites by year: 4
   Journals where Marilena Sibillo has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 4 (3.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psi523
   Updated: 2022-09-24    RAS profile: 2021-12-20    
   Missing citations? Add them    Incorrect content? Let us know

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)

Blake, David (6)

Fabozzi, Frank (5)

Di Lorenzo, Emilia (3)

Basso, Antonella (3)

Funari, Stefania (3)

Nardon, Martina (3)

Figà-Talamanca, Gianna (2)

Weron, Rafał (2)

Perna, Cira (2)

Guillen, Montserrat (2)

Cites to:

Blake, David (8)

Hanewald, Katja (6)

Di Lorenzo, Emilia (4)

Lee, Ronald (3)

Fornero, Elsa (3)

Urzì Brancati, Maria Cesira (2)

rossi, mariacristina (2)

Butrica, Barbara (2)

Post, Thomas (2)

Ballotta, Laura (2)

Nakajima, Makoto (2)

Main data


Where Marilena Sibillo has published?


Journals with more than one article published# docs
Decisions in Economics and Finance3
North American Actuarial Journal2
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 (2022 and 2021)


YearTitle of citing document
2022Prediction of UK research excellence framework assessment by the departmental h-index. (2022). Basso, Antonella ; di Tollo, Giacomo. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:3:p:1036-1049.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439.

Full description at Econpapers || Download paper

2021Non-capital calibration of bureau scorecards. (2021). van Vuuren, Gary Wayne ; Kritzinger, Nico. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:260-271.

Full description at Econpapers || Download paper

2021Challenging Times for Insurance, Banking and Financial Supervision in Saudi Arabia (KSA). (2021). Orlando, Giuseppe ; Bace, Edward . In: Administrative Sciences. RePEc:gam:jadmsc:v:11:y:2021:i:3:p:62-:d:581161.

Full description at Econpapers || Download paper

2021Multivariate Analysis of Cryptocurrencies. (2021). Candila, Vincenzo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:28-:d:586873.

Full description at Econpapers || Download paper

2021Modelling tail risk with tempered stable distributions: an overview. (2021). Loeper, Gregoire ; Fallahgoul, Hasan. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03204-3.

Full description at Econpapers || Download paper

2021Fused Lasso approach in portfolio selection. (2021). Marino, Zelda ; de Simone, Valentina ; Corsaro, Stefania. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03289-w.

Full description at Econpapers || Download paper

2021An application of Sigmoid and Double-Sigmoid functions for dynamic policyholder behaviour. (2021). Angelis, Paolo ; Biancalana, Davide ; Baione, Fabio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00279-7.

Full description at Econpapers || Download paper

2021Discrete-Time Model of Company Capital Dynamics with Investment of a Certain Part of Surplus in a Non-Risky Asset for a Fixed Period. (2021). Shigida, Boris ; Bulinskaya, Ekaterina. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:1:d:10.1007_s11009-020-09843-5.

Full description at Econpapers || Download paper

2021Ornstein-Uhlenbeck Processes of Bounded Variation. (2021). Ratanov, Nikita. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:23:y:2021:i:3:d:10.1007_s11009-020-09794-x.

Full description at Econpapers || Download paper

2021COVID-19 Crisis and Resilience: Challenges for the Insurance Sector. (2021). Piscopo, Gabriella ; Levantesi, Susanna. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:11:y:2021:i:3:f:11_3_1.

Full description at Econpapers || Download paper

2021COVID-19 Crisis and Resilience: Challenges for the Insurance Sector. (2021). Piscopo, Gabriella ; Levantesi, Susanna. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v::y:2021:i::f:11_7_1.

Full description at Econpapers || Download paper

Marilena Sibillo has edited the books:


YearTitleTypeCited

Works by Marilena Sibillo:


YearTitleTypeCited
2018De-risking strategy: Longevity spread buy-in In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article3
2019Social uncertainty evaluation in Social Impact Bonds: Review and framework In: Research in International Business and Finance.
[Full Text][Citation analysis]
article6
2011Solvency analysis and demographic risk measures In: Journal of Risk Finance.
[Full Text][Citation analysis]
article1
2018Dread Disease and Cause-Specific Mortality: Exploring New Forms of Insured Loans In: Risks.
[Full Text][Citation analysis]
article2
2020Economic Paradigms and Corporate Culture after the Great COVID-19 Pandemic: Towards a New Role of Welfare Organisations and Insurers In: Sustainability.
[Full Text][Citation analysis]
article3
2017Mathematical and Statistical Methods for Actuarial Sciences and Finance In: Post-Print.
[Citation analysis]
paper80
2006A stochastic proportional hazard model for the force of mortality In: Journal of Forecasting.
[Full Text][Citation analysis]
article3
2004Methodological problems in solvency assessment of an insurance company In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2007The current value of the mathematical provision: a financial risk prospect In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2021Pension schemes versus real estate In: Annals of Operations Research.
[Full Text][Citation analysis]
article0
2019Foreword special issue Deaf 2019–Maf 2018 In: Decisions in Economics and Finance.
[Full Text][Citation analysis]
article0
2019Correction to: Foreword special issue Deaf 2019–Maf 2018 In: Decisions in Economics and Finance.
[Full Text][Citation analysis]
article0
2021Reverse mortgages through artificial intelligence: new opportunities for the actuaries In: Decisions in Economics and Finance.
[Full Text][Citation analysis]
article1
2021Risk Assessment in the Reverse Mortgage Contract In: Springer Books.
[Citation analysis]
chapter0
2008A Liability Adequacy Test for Mathematical Provision In: Springer Books.
[Citation analysis]
chapter0
2008Remarks on Insured Loan Valuations In: Springer Books.
[Citation analysis]
chapter0
2011The Poisson Log-Bilinear Lee-Carter Model In: North American Actuarial Journal.
[Full Text][Citation analysis]
article3
2019Improving the Forecast of Longevity by Combining Models In: North American Actuarial Journal.
[Full Text][Citation analysis]
article1
1999A stochastic model for financial evaluation: applications to actuarial contracts In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team