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Please use this identifier to cite or link to this item: http://hdl.handle.net/10805/932

Title: Solvency II premium risk modeling under the direct compensation CARD scheme
Authors: SPEDICATO, GIORGIO ALFREDO
Tutor: Savelli, Nino
Keywords: Solvency II
CARD
MTPL
Direct compensation
GAMLSS
Issue Date: 9-May-2011
Abstract: This dissertation will discuss most relevant issues and challenges for Italian TPML practice derived from the introduction of CARD direct reimbursement scheme regulation. A special attention will be devoted to the development of an internal model for the non-life underwriting premium risk capital charge coherent with the new business practices that the CARD system has introduced.
URI: http://hdl.handle.net/10805/932
Research interests: P&C non - life insurance geostatistics data mining
Personal skills keywords: actuary
statistician
Appears in PhD:SCIENZE ATTUARIALI

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