How different economic scenarios impact on life business insurance: Cornish Fisher approach
Panetta, Mario (A.A. 2019/2020) How different economic scenarios impact on life business insurance: Cornish Fisher approach. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 103. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
The exposure of life insurance to financial market scenarios. Interest rate risk. Asset allocation. Stylized facts. Life insurance’s world: a mutating environment. Life insurance. The Italian insurance market. Regulatory framework. A mutating market. Different economic scenarios’ impact by Cornish-Fisher approach. Methodology. Expansion of Cornish-Fisher.
References
Bibliografia: pp. 82-84.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Reichlin, Pietro |
| Academic Year: | 2019/2020 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 14 May 2021 10:17 |
| Last Modified: | 14 May 2021 10:17 |
| URI: | https://tesi.luiss.it/id/eprint/29479 |
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