Solvency II internal model development
Software implementation of internal models based on simulation techniques for evaluating the risk capital for underwriting risks, reserving risk, catastrophe and financial risks for non – life companies of a major Italian insurance group.

Study and development of a tariff for natural disaster risks in agriculture
Implementation under the fair value theoretical framework of an actuarial premium model for insurance risks from natural disasters in agriculture, based on the use of methods of the multivariate statistical analysis and the quantile approach in favor of a public entity.

Opinions on tax litigation for insurance companies Stochastic actuarial analysis on claims reserves in reference to Motor Liability, for the issue of a conformity opinion about the technical provisions tax allowance within the dispute between an Insurance Company and the Tax Government Agency.

Securitization instruments pricing
Validation of pricing models for instruments for securitization of debt owed by the regional public health institutions.

Fairness Opinion for exchange transactions between financial products
Quantitative analysis under a theoretical risk neutral context to evaluate exchange rates of financial instruments and insurance products in default; issuance of a fairness report for financial entities involved in the exchange.

Reinsurance strategies analysis and assessment for non-life insurance companies.
Solvency Capital Requirements analysis and quantitative tools implementation under Risk Based framework ,to measure the order of a set of reinsurance strategies by means of risk adjusted performance indices.

Financial guarantees evaluation for pension schemes
Study and IT implementation of an Actuarial – Financial model to assess the fair value of financial guarantees issued by pension funds in case of death, disability and retirement age.