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
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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