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A non-parametric statistical model for the control of Italian insurance companies

  • Paolo De Angelis
  • Fulvio Gismondi
  • Riccardo Ottaviani
Article
  • 39 Downloads

Abstract

The problem of evaluating the solvency of insurance companies is tackled through the use of a non-parametric statistical model, constructed using decision-tree techniques. The model is tested on a sample of Italian non-life insurance companies and its performance over the test period compared with those of linear and quadratic parametric models.

Keywords

Statistical Model Economic Theory Public Finance Test Period Italian Insurance Company 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Riassunto

Il problema della valutazione della solvibilità delle imprese di assicurazione è affrontato con l'impiego di un modello statistico non parametrico, costruito con le tecniche degli alberi delle decisioni. Viene proposta una sperimentazione del modello su un campione di imprese assicuratrici italiane operanti nei rami nonvita ed effettuata una analisi comparata intertemporale con gli standards di efficienza registrati su modelli parametrici lineare e quadratico.

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Copyright information

© Springer-Verlag 1994

Authors and Affiliations

  • Paolo De Angelis
    • 1
  • Fulvio Gismondi
    • 2
  • Riccardo Ottaviani
    • 3
  1. 1.Dipartimento Scienze Attuariali e FinanziarieUniversità “La Sapienza” di RomaRomaItalia
  2. 2.Dipartimento Scienze Attuariali e FinanziarieUniversità “La Sapienza” di RomaRomaItalia
  3. 3.Dipartimento Scienze Attuariali e FinanziarieUniversità “La Sapienza” di RomaRomaItalia

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