Tab Clienti(id, cognome, nome, cf, ...)
Tab Polizze(id, idCliente, compagnia, ...)

$sql = select * from Clienti where ...
$query = mysql_query($sql);

while ($i = mysql_fetch_assoc($query)) {

echo 'Cognome: '.$i['cognome'];
...

$sql = select * from Polizze where idCliente = $i['id'] ...
$query = mysql_query($sql);

while ($j = mysql_fetch_assoc($query)) {

echo 'Compagnia: '.$j['compagnia'];
...

}
}