文章基本信息

标题：A REVIEW ON STATISTICAL AND PROBABILISTIC MODELS FOR THE CONTROL OF INSURANCE COMPANIES
本地全文：下载
作者：Fabio Baione Paolo De Angelis1 ; Fabio Baione Paolo De Angelis
期刊名称：Investment Management & Financial Innovations
印刷版ISSN：1810-4967
电子版ISSN：1812-9358
出版年度：2006
卷号：3
期号：4
页码：65-78
语种：English
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.
关键词：Decision Tree;Discriminant Analysis;Bayesian Approach;Ruin Probability.