V. Sibillo: search on Z-Library

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1

Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018) || Real-World Versus Risk-Neutral Measures in the Estimation of an Interest Rate Model with Stochastic Volatility

Corazza, Marco, Durbán, María, Grané, Aurea, Perna, Cira, Sibillo, Marilena

Year:

2018

Language:

english

File:

PDF, 128 KB

english, 2018

2

Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018) || Probability of Default Modeling: A Machine Learning Approach

Corazza, Marco, Durbán, María, Grané, Aurea, Perna, Cira, Sibillo, Marilena

Year:

2018

Language:

english

File:

PDF, 115 KB

english, 2018

3

Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018) || A Continuous Time Model for Bitcoin Price Dynamics

Corazza, Marco, Durbán, María, Grané, Aurea, Perna, Cira, Sibillo, Marilena

Year:

2018

Language:

english

File:

PDF, 134 KB

english, 2018

4

Mathematical and Statistical Methods for Actuarial Sciences and Finance ||

Perna, Cira, Sibillo, Marilena

Year:

2012

Language:

english

File:

PDF, 6.93 MB

english, 2012

5

Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018) || Predicting the Volatility of Cryptocurrency Time-Series

Corazza, Marco, Durbán, María, Grané, Aurea, Perna, Cira, Sibillo, Marilena

Year:

2018

Language:

english

File:

PDF, 132 KB

english, 2018

6

Economic Paradigms and Corporate Culture after the Great COVID-19 Pandemic: Towards a New Role of Welfare Organisations and Insurers

Di Lorenzo, Emilia, Sibillo, Marilena

Journal:

Year:

2020

File:

PDF, 2.32 MB

2020

7

Reverse mortgages through artificial intelligence: new opportunities for the actuaries

di Lorenzo, Emilia, Piscopo, Gabriella, Sibillo, Marilena, Tizzano, Roberto

Journal:

Decisions in Economics and Finance

Year:

2020

Language:

english

File:

PDF, 697 KB

english, 2020

8

Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018) || Disagreement in Signed Financial Networks

Corazza, Marco, Durbán, María, Grané, Aurea, Perna, Cira, Sibillo, Marilena

Year:

2018

Language:

english

File:

PDF, 132 KB

english, 2018

9

Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018) || Cyber Risk Management: A New Challenge for Actuarial Mathematics

Corazza, Marco, Durbán, María, Grané, Aurea, Perna, Cira, Sibillo, Marilena

Year:

2018

Language:

english

File:

PDF, 80 KB

english, 2018

10

De-risking strategy: Longevity spread buy-in

D’Amato, Valeria, Di Lorenzo, Emilia, Haberman, Steven, Sagoo, Pretty, Sibillo, Marilena

Journal:

Insurance: Mathematics and Economics

Year:

2018

Language:

english

File:

PDF, 2.13 MB

english, 2018

11

Mathematical and Statistical Methods for Actuarial Sciences and Finance || Combinatorial Nonlinear Goal Programming for ESG Portfolio Optimization and Dynamic Hedge Management

Perna, Cira, Sibillo, Marilena

Year:

2014

Language:

english

File:

PDF, 155 KB

english, 2014

12

Break-up of a Newtonian drop in a viscoelastic matrix under simple shear flow

Vincenzo Sibillo, Marino Simeone, Stefano Guido

Journal:

Rheologica Acta

Year:

2004

Language:

english

File:

PDF, 461 KB

english, 2004

13

A stochastic proportional hazard model for the force of mortality

Emilia Di Lorenzo, Marilena Sibillo, Gerarda Tessitore

Journal:

Journal of Forecasting

Year:

2006

Language:

english

File:

PDF, 166 KB

english, 2006

14

Solvency analysis and demographic risk measures

Coppola, Mariarosaria, Di Lorenzo, Emilia, Orlando, Albina, Sibillo, Marilena

Journal:

The Journal of Risk Finance

Year:

2011

Language:

english

File:

PDF, 218 KB

english, 2011

15

Mathematical and Statistical Methods in Insurance and Finance || A Liability Adequacy Test for Mathematical Provision

Perna, Cira, Sibillo, Marilena

Year:

2008

Language:

english

File:

PDF, 139 KB

english, 2008

16

Mathematical and Statistical Methods in Insurance and Finance ||

Perna, Cira, Sibillo, Marilena

Year:

2008

Language:

english

File:

PDF, 2.48 MB

english, 2008

17

Mathematical and Statistical Methods for Actuarial Sciences and Finance || Probability of Default: A Modern Calibration Approach

Perna, Cira, Sibillo, Marilena

Year:

2014

Language:

english

File:

PDF, 155 KB

english, 2014

18

Mathematical and Statistical Methods for Actuarial Sciences and Finance || The Effect of Credit Rating Events on the Emerging CDS Market

Corazza, Marco, Legros, Florence, Perna, Cira, Sibillo, Marilena

Year:

2017

Language:

english

File:

PDF, 290 KB

english, 2017

19

Mathematical and Statistical Methods for Actuarial Sciences and Finance || An Evolutionary Approach to Improve a Simple Trading System

Corazza, Marco, Legros, Florence, Perna, Cira, Sibillo, Marilena

Year:

2017

Language:

english

File:

PDF, 364 KB

english, 2017

20

Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018) ||

Corazza, Marco, Durbán, María, Grané, Aurea, Perna, Cira, Sibillo, Marilena

Year:

2018

Language:

english

File:

PDF, 8.13 MB

english, 2018

21

Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018) || Combining Multivariate Volatility Models

Corazza, Marco, Durbán, María, Grané, Aurea, Perna, Cira, Sibillo, Marilena

Year:

2018

Language:

english

File:

PDF, 129 KB

english, 2018

22

Start-up and retraction dynamics of a Newtonian drop in a viscoelastic matrix under simple shear flow

Vincenzo Sibillo, Marino Simeone, Stefano Guido, Francesco Greco, Pier Luca Maffettone

Journal:

Journal of Non-Newtonian Fluid Mechanics

Year:

2006

Language:

english

File:

PDF, 355 KB

english, 2006

23

Mathematical and Statistical Methods for Actuarial Sciences and Finance Volume 25 || On the damped geometric telegrapher’s process

Perna, Cira, Sibillo, Marilena

Year:

2012

Language:

english

File:

PDF, 196 KB

english, 2012

24

Dread Disease and Cause-Specific Mortality: Exploring New Forms of Insured Loans

D’Amato, Valeria, Di Lorenzo, Emilia, Sibillo, Marilena

Journal:

Year:

2018

Language:

english

File:

PDF, 1.54 MB

english, 2018

25

Mathematical and Statistical Methods for Actuarial Sciences and Finance || Measuring mortality heterogeneity in pension annuities

Perna, Cira, Sibillo, Marilena

Year:

2012

Language:

english

File:

PDF, 185 KB

english, 2012

26

Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018) || A Copula-Based Quantile Model

Corazza, Marco, Durbán, María, Grané, Aurea, Perna, Cira, Sibillo, Marilena

Year:

2018

Language:

english

File:

PDF, 147 KB

english, 2018

27

Foreword special issue Deaf 2019–Maf 2018

Grane, Aurea, Sibillo, Marilena

Journal:

Decisions in Economics and Finance

Year:

2019

Language:

english

File:

PDF, 313 KB

english, 2019

28

Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018) || The Value of Information for Optimal Portfolio Management

Corazza, Marco, Durbán, María, Grané, Aurea, Perna, Cira, Sibillo, Marilena

Year:

2018

Language:

english

File:

PDF, 126 KB

english, 2018

29

Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018) || Do Google Trends Help to Forecast Sovereign Risk in Europe?

Corazza, Marco, Durbán, María, Grané, Aurea, Perna, Cira, Sibillo, Marilena

Year:

2018

Language:

english

File:

PDF, 121 KB

english, 2018

30

Severe liver impairment in a cystic fibrosis-affected child homozygous for the G542X mutation

Castaldo, Giuseppe, Rippa, Emilia, Salvatore, Donatello, Sibillo, Raffaella, Raia, Valeria, de Ritis, Giorgio, Salvatore, Francesco

Journal:

American Journal of Medical Genetics

Year:

1997

Language:

english

File:

PDF, 143 KB

english, 1997

31

Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018) || Modeling High-Frequency Price Data with Bounded-Delay Hawkes Processes

Corazza, Marco, Durbán, María, Grané, Aurea, Perna, Cira, Sibillo, Marilena

Year:

2018

Language:

english

File:

PDF, 197 KB

english, 2018

32

Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018) || Bayesian Tensor Regression Models

Corazza, Marco, Durbán, María, Grané, Aurea, Perna, Cira, Sibillo, Marilena

Year:

2018

Language:

english

File:

PDF, 460 KB

english, 2018

33

Social uncertainty evaluation in Social Impact Bonds: Review and framework

Scognamiglio, Elisabetta, Di Lorenzo, Emilia, Sibillo, Marilena, Trotta, Annarita

Journal:

Research in International Business and Finance

Year:

2018

Language:

english

File:

PDF, 3.17 MB

english, 2018

34

Correction to: Foreword special issue Deaf 2019–Maf 2018

Grane, Aurea, Sibillo, Marilena

Journal:

Decisions in Economics and Finance

Year:

2019

File:

PDF, 313 KB

2019

35

Pension schemes versus real estate

D’Amato, V., Di Lorenzo, E., Haberman, S., Sibillo, M., Tizzano, R.

Journal:

Annals of Operations Research

Year:

2019

Language:

english

File:

PDF, 371 KB

english, 2019

36

Mathematical and Statistical Methods for Actuarial Sciences and Finance || Stochastic Mortality Models. Application to CR Mortality Data

Perna, Cira, Sibillo, Marilena

Year:

2014

Language:

english

File:

PDF, 179 KB

english, 2014

37

Drop Deformation in Microconfined Shear Flow

Sibillo, Vincenzo, Pasquariello, Gilberto, Simeone, Marino, Cristini, Vittorio, Guido, Stefano

Journal:

Physical Review Letters

Year:

2006

Language:

english

File:

PDF, 388 KB

english, 2006

38

Mathematical and Statistical Methods for Actuarial Sciences and Finance || Financial and demographic risks impact on a pay-as-you-go pension fund

Perna, Cira, Sibillo, Marilena

Year:

2012

Language:

english

File:

PDF, 117 KB

english, 2012

39

Quantitative Analysis of Aldolase A mRNA in Liver Discriminates between Hepatocellular Carcinoma and Cirrhosis

Castaldo, Giuseppe, Calcagno, Giuseppe, Sibillo, Raffaella, Cuomo, Rosario, Nardone, Gerardo, Castellano, Luigi, Del Vecchio Blanco, Camillo, Budillon, Gabriele, Salvatore, Francesco

Journal:

Clinical Chemistry

Year:

2000

File:

PDF, 226 KB

2000

40

Mathematical and Statistical Methods in Insurance and Finance || Characterization of Convex Premium Principles

Perna, Cira, Sibillo, Marilena

Year:

2008

Language:

english

File:

PDF, 109 KB

english, 2008

41

Single Drop Dynamics under Shearing Flow in Systems with a Viscoelastic Phase

Sibillo, Vincenzo, Guido, Stefano, Greco, Francesco, Maffettone, Pier Luca

Journal:

Macromolecular Symposia

Year:

2005

File:

PDF, 349 KB

2005

42

Mathematical and Statistical Methods for Actuarial Sciences and Finance || Some inequalities between measures of multivariate kurtosis, with application to financial returns

Perna, Cira, Sibillo, Marilena

Year:

2012

Language:

english

File:

PDF, 103 KB

english, 2012

43

Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018) || Forecasting the Equity Risk Premium in the European Monetary Union

Corazza, Marco, Durbán, María, Grané, Aurea, Perna, Cira, Sibillo, Marilena

Year:

2018

Language:

english

File:

PDF, 123 KB

english, 2018

44

Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018) || Statistical Learning Algorithms to Forecast the Equity Risk Premium in the European Union

Corazza, Marco, Durbán, María, Grané, Aurea, Perna, Cira, Sibillo, Marilena

Year:

2018

Language:

english

File:

PDF, 125 KB

english, 2018

45

Mathematical and Statistical Methods for Actuarial Sciences and Finance || A Portfolio Model for the Risk Management in Public Pension

Perna, Cira, Sibillo, Marilena

Year:

2014

Language:

english

File:

PDF, 173 KB

english, 2014

46

The Poisson Log-Bilinear Lee-Carter Model

D’Amato, Valeria, Di Lorenzo, Emilia, Haberman, Steven, Russolillo, Maria, Sibillo, Marilena

Journal:

North American Actuarial Journal

Year:

2011

Language:

english

File:

PDF, 346 KB

english, 2011

47

Mathematical and Statistical Methods for Actuarial Sciences and Finance || Uncertainty in Historical Value-at-Risk: An Alternative Quantile-Based Risk Measure

Corazza, Marco, Legros, Florence, Perna, Cira, Sibillo, Marilena

Year:

2017

Language:

english

File:

PDF, 334 KB

english, 2017

48

Mathematical and Statistical Methods for Actuarial Sciences and Finance || Markov Switching GARCH Models: Filtering, Approximations and Duality

Corazza, Marco, Legros, Florence, Perna, Cira, Sibillo, Marilena

Year:

2017

Language:

english

File:

PDF, 249 KB

english, 2017

49

Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2018) || Bayesian Factorization Machines for Risk Management and Robust Decision Making

Corazza, Marco, Durbán, María, Grané, Aurea, Perna, Cira, Sibillo, Marilena

Year:

2018

Language:

english

File:

PDF, 129 KB

english, 2018

50

Mathematical and Statistical Methods for Actuarial Sciences and Finance || Variable selection in forecasting models for default risk

Perna, Cira, Sibillo, Marilena

Year:

2012

Language:

english

File:

PDF, 103 KB

english, 2012

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