Your current class does not have a property for holding parent id. You have to modify your class to have ParentId property in it. Your new class should look like,
public class Parent
{
private int Id;
private int? ParentId;
private String Title;
}
You can see that I used nullable int for ParentId property, as it can be null for parents like in your case Europe.
When you insert the value to DB, check whether ParentId is null and insert value based on that.