Marilena Sibillo

Università degli Studi di Salerno

Professor

Campus Universitario, 84084 Fisciano

Salerno, 80131

Italy

http://www.unisa.it//Facolta/Economia/docenti/Sibillo_/home.php?cms=yes

SCHOLARLY PAPERS

6

DOWNLOADS

497

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

On the Financial Risk Factor in Fair Valuation of the Mathematical Provision

Number of pages: 16 Posted: 29 Jun 2007
University of Naples Federico II - Faculty of Economics, affiliation not provided to SSRN, University of Naples Federico II - Faculty of Economics and Università degli Studi di Salerno
Downloads 155 (230,276)
Citation 1

Abstract:

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Life insurance, financial risk, insolvency risk, mathematical provisions

2.

The Current Value of the Mathematical Provision: A Financial Risk Prospect

Problems and Perspectives in Management, Vol. 5, No. 2, 2007
Number of pages: 14 Posted: 28 Jun 2007
Rosa Cocozza, Emilia Di Lorenzo and Marilena Sibillo
University of Naples Federico II - Faculty of Economics, University of Naples Federico II - Faculty of Economics and Università degli Studi di Salerno
Downloads 144 (244,699)

Abstract:

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Risk indicators, life insurance, solvency, financial risk, demographic risk

3.

Methodological Problems in Solvency Assessment of an Insurance Company

Investment Management and Financial Innovations, Vol. 2, pp. 95-102, 2004
Number of pages: 8 Posted: 09 Jan 2011
Rosa Cocozza, Emilia Di Lorenzo and Marilena Sibillo
University of Naples Federico II - Faculty of Economics, University of Naples Federico II - Faculty of Economics and Università degli Studi di Salerno
Downloads 103 (312,670)

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Life insurance, financial risk, demographic risk, capital adequacy, reserves, conditional random processes

4.

Using Interest Rate Models to Improve Mortality Forecast

Number of pages: 34 Posted: 16 Nov 2017
University of St. Gallen, DEAR-Consulting, University of Naples Federico II - Faculty of Economics and Università degli Studi di Salerno
Downloads 95 (329,496)
Citation 2

Abstract:

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CBD Model, Cox-Ingersoll-Ross Process, Ex-Post Forecasting Performance, Stochastic Mortality Models

5.

Participating Policies: Risk and Value Drivers in a Financial Management Perspective

Posted: 09 Jan 2011 Last Revised: 06 Feb 2011
University of Naples Federico II - Faculty of Economics, University of Naples Federico II - Faculty of Economics, University of Naples Federico II - Faculty of Economics and Università degli Studi di Salerno

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Participating Policies, Pension Annuities, Stochastic Interest Rates, Operating Income

6.

The Value at Risk of the Mathematical Provision: Critical Issues

Journal of Risk Management in Financial Institutions, Vol. 1, No. 3, pp. 311-319, 2008
Posted: 09 Jan 2011
University of Naples Federico II - Faculty of Economics, University of Naples Federico II - Faculty of Economics, Italian National Research Council (CNR) and Università degli Studi di Salerno

Abstract:

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Value at risk, life insurance, reserve, solvency, fair value