Catullo, Alessandro (A.A. 2020/2021) Price forecasting in the insurance market through linear and polynomial regressions with Monte Carlo experimental approach: estimation of the RCA branch breakeven point and speculation about future pricing decisions. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 125. [Master's Degree Thesis]

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Abstract/Index

The insurance market. General mechanics. Information asymmetry in the insurance market. Premiums and refunds. Insurance commissions. Life insurance. Market analysis. RCA & non-RCA market analysis. RCA focus on the top companies. The RCA in the Italian market. Price forecasting. Forecasts based on the linear regression. Forecasts based on the polynomial refression. Aggregate analysis. RCA average price forecast. Multi variable analysis and breakeven point. RCA price forecast based on Monte Carlo simulation. Regulation and risk management. Solvency II. The black swan. Solvency II implementation and pillar I. Pillar II-qualitative factors. Pillar III-reporting.

References

Bibliografia e sitografia: pp. 121-122.

Thesis Type:	Master's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair:	Risk management
Thesis Supervisor:	Penza, Daniele
Thesis Co-Supervisor:	Cerri, Francesco
Academic Year:	2020/2021
Session:	Autumn
Deposited by:	Alessandro Perfetti
Date Deposited:	12 May 2022 09:00
Last Modified:	12 May 2022 09:00
URI:	https://tesi.luiss.it/id/eprint/32260

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