Marilena Sibillo : Citation Profile


Università degli Studi di Salerno

4

H index

2

i10 index

131

Citations

RESEARCH PRODUCTION:

22

Articles

4

Papers

17

Chapters

EDITOR:

8

Books edited

RESEARCH ACTIVITY:

   26 years (1999 - 2025). See details.
   Cites by year: 5
   Journals where Marilena Sibillo has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 4 (2.96 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psi523
   Updated: 2026-07-18    RAS profile: 2026-07-17    
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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:

Blake, David (6)

Rulliere, Didier (6)

Di Lorenzo, Emilia (5)

Fabozzi, Frank (5)

Carè, Rosella (3)

Nardon, Martina (3)

Basso, Antonella (3)

Funari, Stefania (3)

Otranto, Edoardo (2)

Patacca, Marco (2)

Cocozza, Rosa (2)

Cites to:

Blake, David (13)

Di Lorenzo, Emilia (10)

Hanewald, Katja (8)

Mitchell, Olivia (6)

Lagoarde-Ségot, Thomas (5)

Lee, Ronald (5)

Wagner, Alexander (4)

Lusardi, Annamaria (4)

Fornero, Elsa (3)

Piggott, John (3)

Shiller, Robert (3)

Main data


Where Marilena Sibillo has published?


Journals with more than one article published# docs
Decisions in Economics and Finance4
Applied Stochastic Models in Business and Industry2
North American Actuarial Journal2
Socio-Economic Planning Sciences2
Journal of Risk Finance2
Insurance: Mathematics and Economics2

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

Recent works citing Marilena Sibillo (2025 and 2024)


YearTitle of citing document
2024Enhancing Risk Assessment in Transformers with Loss-at-Risk Functions. (2024). Liu, Kunpeng ; Zhang, Jinghan ; Xie, Henry. In: Papers. RePEc:arx:papers:2411.02558.

Full description at Econpapers || Download paper

2025Life care reverse mortgages: Monitoring the net cashflows of a new hybrid insurance product. (2025). Sibillo, Marilena ; Magni, Giulia ; Apicella, Giovanna ; di Lorenzo, Emilia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725001179.

Full description at Econpapers || Download paper

2025Investor networks and social innovation: A stakeholder network analysis of Social Impact Bonds. (2025). Gianfrancesco, Igor ; Foglia, Matteo ; del Giudice, Alfonso. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001625.

Full description at Econpapers || Download paper

2025Social bonds: Proceeds’ investment and social premium. (2025). Ferri, Giovanni ; Baldi, Francesco. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001655.

Full description at Econpapers || Download paper

2024Securitization for common health. (2024). Di Lorenzo, Emilia ; Menzietti, Massimiliano ; Sibillo, Marilena ; Ciardiello, Francesco. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:93:y:2024:i:c:s0038012124000788.

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2024Insurance business and social sustainability: A proposal. (2024). Di Lorenzo, Emilia ; D'Amato, Valeria ; Sibillo, Marilena ; Piscopo, Gabriella ; Trotta, Annarita. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:93:y:2024:i:c:s003801212400079x.

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2024Foreword for the special issue: “Decision-Making Models for Common Goods in Environmental, Health, and Logistics Contexts”. (2024). Martinez, Ricardo ; Chessa, Michela ; Saulle, Riccardo D ; Ciardiello, Francesco ; Meca, Ana. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:93:y:2024:i:c:s0038012124001149.

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2025Lee–Carter model: assessing the potential to capture gender-related mortality dynamics. (2025). Sibillo, Marilena ; Apicella, Giovanna ; Piscopo, Gabriella ; di Lorenzo, Emilia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:2:d:10.1007_s10203-023-00417-x.

Full description at Econpapers || Download paper

Marilena Sibillo has edited the books:


YearTitleTypeCited

Works by Marilena Sibillo:


YearTitleTypeCited
2008The value at risk of the mathematical provision: Critical issues In: Journal of Risk Management in Financial Institutions.
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article0
2023Gender-inclusive financial and demographic literacy: lessons from the empirical evidence In: Swiss Finance Institute Research Paper Series.
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paper1
2025Life care reverse mortgages: Monitoring the net cashflows of a new hybrid insurance product In: Insurance: Mathematics and Economics.
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article0
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]
article11
2024Securitization for common health In: Socio-Economic Planning Sciences.
[Full Text][Citation analysis]
article1
2024Insurance business and social sustainability: A proposal In: Socio-Economic Planning Sciences.
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article0
2011Solvency analysis and demographic risk measures In: Journal of Risk 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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article2
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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article5
2017Mathematical and Statistical Methods for Actuarial Sciences and Finance In: Post-Print.
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paper80
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
2021Pension schemes versus real estate In: Annals of Operations Research.
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article4
2024Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages In: Computational Management Science.
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article1
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.(2019) In: Decisions in Economics and Finance.
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This paper has nother version. Agregated cites: 0
article
2021Reverse mortgages through artificial intelligence: new opportunities for the actuaries In: Decisions in Economics and Finance.
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article4
2025Lee–Carter model: assessing the potential to capture gender-related mortality dynamics In: Decisions in Economics and Finance.
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article0
2021Risk Assessment in the Reverse Mortgage Contract In: Springer Books.
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chapter0
2022Socio-Economic Challenges at the Time of COVID-19: The Proactive Role of the Insurance Industry In: Springer Books.
[Citation analysis]
chapter0
2024The Cost of Retirement Income Provision: Some Quantitative Insights in Life Insurance In: Springer Books.
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chapter0
2024Meeting the Challenges of Longevity: Lifetime Income from Real Estate In: Springer Books.
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chapter0
2024Evaluating Forecast Distributions in Neural Network Lee-Carter Type Model for Mortality Rate In: Springer Books.
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chapter0
2025Reverse Mortgages: Exploring the Impact of Risk Factors by Source In: Springer Books.
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chapter0
2025A Neural Network Model Approach to Longevity Risk Management In: Springer Books.
[Citation analysis]
chapter0
2014Stochastic Actuarial Valuations in Double-Indexed Pension Annuity Assessment In: Springer Books.
[Citation analysis]
chapter0
2014Empirical Evidences on Predictive Accuracy of Survival Models In: Springer Books.
[Citation analysis]
chapter0
2017Profitability vs. Attractiveness Within a Performance Analysis of a Life Annuity Business In: Springer Books.
[Citation analysis]
chapter0
2018Improving Lee-Carter Forecasting: Methodology and Some Results In: Springer Books.
[Citation analysis]
chapter0
2018“Money Purchase” Pensions: Contract Proposals and Risk Analysis In: Springer Books.
[Citation analysis]
chapter0
2018What If Two Different Interest Rates Datasets Allow for Describing the Same Financial Product? In: Springer Books.
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chapter0
2008A Liability Adequacy Test for Mathematical Provision In: Springer Books.
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chapter0
2008Remarks on Insured Loan Valuations In: Springer Books.
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chapter0
2010A financial analysis of surplus dynamics for deferred life schemes In: Springer Books.
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chapter0
2012Internal risk control by solvency measures In: Springer Books.
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chapter0
2025Neural network Lee–Carter model and the actuarial relevance of longevity risk assessment In: Scandinavian Actuarial Journal.
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article0
2011The Poisson Log-Bilinear Lee-Carter Model In: North American Actuarial Journal.
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article3
2019Improving the Forecast of Longevity by Combining Models 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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article2
2003Stochastic analysis in life office management: applications to large annuity portfolios In: Applied Stochastic Models in Business and Industry.
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article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated July, 10 2026. Contact: CitEc Team