Considerazioni sulla Misura del Grado di Copertura delle Riserve Tecniche

The aim of this paper is to build up a synthetic index able to summarise the coverage degree (or level) of assets in relation to the future contractual or institutional obligations in a insurance company. From the computational point of view the index must provide a measure of the coverage degree, taking into account both the consistency and the return on investments that cover the technical reserves. Thus the index enables to understand the eventual deficiencies in the productive assets basing on the actual or future hypothetic profitability scenarios. In order to reach this goal the index will provide for any asset typology the relative measure of the contribution to the technical reserves coverage and consequently the complementary relative measure of the eventual “missing” coverage. The calculation of the index is addressed in a stochastic way in order to build up future profitability scenarios and by using APL2 as development tool. The model description will deploy an array based synthetic symbolism.