Parametric and non-parametric statistical models for the control of insurance companies
نویسندگان
چکیده
The problem of evaluating the solvency of insurance companies is tackled through the use of parametric and non-parametric statistical models, constructed using respectively multivariate methodologies and decision-tree techniques. First we intend to present the theoretical framework of both methodologies describing them within a Bayesian context, then two models are tested on a sample of Italian non-life insurance companies and their performance compared.
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