Maria Margherita Lovera
Reinsurance pricing model with Python application on client data.
Rel. Patrizia Semeraro. Politecnico di Torino, Corso di laurea magistrale in Ingegneria Matematica, 2022
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Abstract
In July 2021 I started a 6 months internship at Sompo International, a leading global specialty provider of property and casualty insurance and reinsurance with headquarter in Bermuda. Sompo International Reinsurance operates with experienced underwriting teams worldwide providing a broad range of reinsurance products. I worked within the Reinsurance Actuarial Team in its Zurich Branch and this thesis is a summary of the things I learned along the months I had the opportunity to work within the company. The main purpose of this essay is to analyze the structure and methods that characterize a reinsurance pricing process, to present a client case to have a deeper look into the company’s methodologies and to introduce an alternative method to the company’s standard approach.
The above mentioned description and analysis are done in line with the Actuarial Team’s work here in the Zurich office
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