Solvency capital requirement for insurance companies in Solvency 2 framework: evidence from an empirical analysis
Conti, Maria Grazia (A.A. 2020/2021) Solvency capital requirement for insurance companies in Solvency 2 framework: evidence from an empirical analysis. Tesi di Laurea in Quantitative methods for management, Luiss Guido Carli, relatore Salvatore Forte, pp. 78. [Master's Degree Thesis]
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Abstract/Index
The Solvency 2 directive and its regulatory framework. From Solvency 1 to the Solvency 2 framework. The Solvency 2 pillars. Capital requirements for each risk type coverage. The empirical case of an insurance start-up. Determination of the assets and liabilities of the insurance start-up. Solvency capital requirements calculations. Discussion of the results and limits of the analysis.
References
Bibliografia: pp. 71-72.
Thesis Type: | Master's Degree Thesis |
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Institution: | Luiss Guido Carli |
Degree Program: | Master's Degree Programs > Master's Degree Program in Management, English language (LM-77) |
Chair: | Quantitative methods for management |
Thesis Supervisor: | Forte, Salvatore |
Thesis Co-Supervisor: | Pirra, Marco |
Academic Year: | 2020/2021 |
Session: | Autumn |
Deposited by: | Alessandro Perfetti |
Date Deposited: | 20 May 2022 12:49 |
Last Modified: | 20 May 2022 12:49 |
URI: | https://tesi.luiss.it/id/eprint/32421 |
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