Edit Profile (opens in new tab) Sibillo, Marilena Compute Distance To: Compute Author ID: sibillo.marilena Published as: Sibillo, Marilena; Sibillo, M. Documents Indexed: 16 Publications since 1994 7 Contributions as Editor Co-Authors: 19 Co-Authors with 23 Joint Publications 192 Co-Co-Authors all top 5 Co-Authors 0 single-authored 14 Di Lorenzo, Emilia 6 Perna, Cira 4 Coppola, Mariarosaria 3 Corazza, Marco 3 D’Amato, Valeria 2 Apicella, Giovanna 2 Grane, Aurea 2 Haberman, Steven 2 Orlando, Albina 2 Tizzano, Roberto 1 Cocozza, Rosa 1 Dacorogna, Michel M. 1 Durban, Maria 1 Legros, Florence 1 Orlando, Abina 1 Piscopo, Gabriella 1 Pizzi, Claudio Ercole Antonio 1 Sagoo, Pretty 1 Tessitore, Gerarda all top 5 Serials 2 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 2 Applied Stochastic Models in Business and Industry 2 Decisions in Economics and Finance 2 Journal of Actuarial Practice 1 Insurance Mathematics & Economics 1 Mitteilungen. Schweizerische Vereinigung der Versicherungsmathematiker (SVVM) 1 Annals of Operations Research 1 North American Actuarial Journal 1 European Actuarial Journal all top 5 Fields 23 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Statistics (62-XX) 6 General and overarching topics; collections (00-XX) 4 Probability theory and stochastic processes (60-XX) 1 Computer science (68-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 8 Publications have been cited 23 times in 20 Documents Cited by ▼ Year ▼ Risk sources in a life annuity portfolio: decomposition and measurement tools. Zbl 1066.91564Coppola, Mariarosaria; Di Lorenzo, Emilia; Sibillo, Marilena 7 2000 De-risking strategy: longevity spread buy-in. Zbl 1401.91125D’Amato, Valeria; Di Lorenzo, Emilia; Haberman, Steven; Sagoo, Pretty; Sibillo, Marilena 4 2018 Stochastic analysis in life office management: applications to large annuity portfolios. Zbl 1039.91036Coppola, Mariarosaria; Di Lorenzo, Emilia; Sibillo, Marilena 3 2003 Improving the forecast of longevity by combining models. Zbl 1410.91253Apicella, Giovanna; Dacorogna, Michel; Di Lorenzo, Emilia; Sibillo, Marilena 3 2019 Further remarks on risk sources measuring: the case of a life annuity portfolio. Zbl 1062.91045Coppola, Mariarosaria; Di Lorenzo, Emilia; Sibillo, Marilena 2 2002 Mathematical and statistical methods for actuarial sciences and finance. Zbl 1328.91006 2 2014 Foreword special issue Deaf 2019 – MAF 2018. Zbl 1481.00042 1 2019 Some results on a model in risk theory with constant dividend barrier. Zbl 0855.62093Di Lorenzo, Emilia; Sibillo, Marilena 1 1994 Improving the forecast of longevity by combining models. Zbl 1410.91253Apicella, Giovanna; Dacorogna, Michel; Di Lorenzo, Emilia; Sibillo, Marilena 3 2019 Foreword special issue Deaf 2019 – MAF 2018. Zbl 1481.00042 1 2019 De-risking strategy: longevity spread buy-in. Zbl 1401.91125D’Amato, Valeria; Di Lorenzo, Emilia; Haberman, Steven; Sagoo, Pretty; Sibillo, Marilena 4 2018 Mathematical and statistical methods for actuarial sciences and finance. Zbl 1328.91006 2 2014 Stochastic analysis in life office management: applications to large annuity portfolios. Zbl 1039.91036Coppola, Mariarosaria; Di Lorenzo, Emilia; Sibillo, Marilena 3 2003 Further remarks on risk sources measuring: the case of a life annuity portfolio. Zbl 1062.91045Coppola, Mariarosaria; Di Lorenzo, Emilia; Sibillo, Marilena 2 2002 Risk sources in a life annuity portfolio: decomposition and measurement tools. Zbl 1066.91564Coppola, Mariarosaria; Di Lorenzo, Emilia; Sibillo, Marilena 7 2000 Some results on a model in risk theory with constant dividend barrier. Zbl 0855.62093Di Lorenzo, Emilia; Sibillo, Marilena 1 1994 all cited Publications top 5 cited Publications all top 5 Cited by 48 Authors 2 Blake, David 2 Parker, Gary B. 1 Aro, Helena 1 Atance, David 1 Balbás, Alejandro 1 Blanco, Víctor 1 Borgonovo, Emanuele 1 Bozikas, Apostolos 1 Bravo, Jorge Miguel 1 Brouhns, Natacha 1 Cairns, Andrew J. G. 1 Chen, Li 1 Colivicchi, Ilaria 1 D’Amato, Valeria 1 De Waegenaere, Anja 1 De, Shyamal Krishna 1 Denuit, Michel M. 1 Devolder, Pierre 1 Di Lorenzo, Emilia 1 Hári, Norbert 1 Levantesi, Susanna 1 Lin, Luyao 1 Lu, Yi 1 MacMinn, Richard D. 1 Melenberg, Bertrand 1 Menzietti, Massimiliano 1 Navarro, Eliseo 1 Nijman, Theo E. 1 Nolde, Natalia 1 Nunes, João Pedro Vidal 1 Ogutu, Carolyne Adhiambo 1 Onchere, Walter Omonywa 1 Ottieno, Joseph Makoteku 1 Pérez Sánchez, José María 1 Piscopo, Gabriella 1 Pitacco, Ermanno 1 Pitselis, Georgios 1 Rabitti, Giovanni 1 Tsai, Jason Chenghsien 1 Vannucci, Emanuele 1 Vermunt, Jeroen K. 1 Wang, Jennifer L. 1 Weke, Patrick Guge 1 Wetzel, Carmen 1 Xu, Yifan 1 Zacks, Shelemyahu 1 Zeddouk, Fadoua 1 Zwiesler, Hans-Joachim all top 5 Cited in 10 Serials 8 Insurance Mathematics & Economics 2 North American Actuarial Journal 2 European Actuarial Journal 1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 1 Soft Computing 1 Probability in the Engineering and Informational Sciences 1 Decisions in Economics and Finance 1 ASTIN Bulletin 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 Afrika Statistika Cited in 5 Fields 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Statistics (62-XX) 2 General and overarching topics; collections (00-XX) 2 Probability theory and stochastic processes (60-XX) 1 Biology and other natural sciences (92-XX) Citations by Year