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Author ID: sibillo.marilena Recent zbMATH articles by "Sibillo, Marilena"
Published as: Sibillo, Marilena; Sibillo, M.

Publications by Year

Citations contained in zbMATH Open

8 Publications have been cited 21 times in 18 Documents Cited by Year
Risk sources in a life annuity portfolio: decomposition and measurement tools. Zbl 1066.91564
Coppola, Mariarosaria; Di Lorenzo, Emilia; Sibillo, Marilena
6
2000
De-risking strategy: longevity spread buy-in. Zbl 1401.91125
D’Amato, Valeria; Di Lorenzo, Emilia; Haberman, Steven; Sagoo, Pretty; Sibillo, Marilena
3
2018
Stochastic analysis in life office management: applications to large annuity portfolios. Zbl 1039.91036
Coppola, Mariarosaria; Di Lorenzo, Emilia; Sibillo, Marilena
3
2003
Improving the forecast of longevity by combining models. Zbl 1410.91253
Apicella, Giovanna; Dacorogna, Michel; Di Lorenzo, Emilia; Sibillo, Marilena
3
2019
Further remarks on risk sources measuring: the case of a life annuity portfolio. Zbl 1062.91045
Coppola, Mariarosaria; Di Lorenzo, Emilia; Sibillo, Marilena
2
2002
Mathematical and statistical methods for actuarial sciences and finance. Zbl 1328.91006
2
2014
Some results on a model in risk theory with constant dividend barrier. Zbl 0855.62093
Di Lorenzo, Emilia; Sibillo, Marilena
1
1994
Foreword special issue Deaf 2019 – MAF 2018. Zbl 1481.00042
1
2019
Improving the forecast of longevity by combining models. Zbl 1410.91253
Apicella, 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 1401.91125
D’Amato, Valeria; Di Lorenzo, Emilia; Haberman, Steven; Sagoo, Pretty; Sibillo, Marilena
3
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 1039.91036
Coppola, Mariarosaria; Di Lorenzo, Emilia; Sibillo, Marilena
3
2003
Further remarks on risk sources measuring: the case of a life annuity portfolio. Zbl 1062.91045
Coppola, Mariarosaria; Di Lorenzo, Emilia; Sibillo, Marilena
2
2002
Risk sources in a life annuity portfolio: decomposition and measurement tools. Zbl 1066.91564
Coppola, Mariarosaria; Di Lorenzo, Emilia; Sibillo, Marilena
6
2000
Some results on a model in risk theory with constant dividend barrier. Zbl 0855.62093
Di Lorenzo, Emilia; Sibillo, Marilena
1
1994

Citations by Year