出版社：LLC “Consulting Publishing Company “Business Perspectives”
摘要：The problem of evaluating the solvency of insurance companies is tackled by means 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.In the last part a probabilistic model is proposed focused on classical Risk-Theory and implemented using simulation techniques.
