Why ruin theory should be of interest for insurance practitioners and risk managers nowadays
AbstractWe present applications of risk theory to contemporary problems related to the implemented of Solvency II related concepts, like the Own Risk and Solvency Assessment.
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Bibliographic InfoPaper provided by HAL in its series Post-Print with number hal-00746231.
Date of creation: 2012
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Publication status: Published - Presented, Actuarial and Financial Mathematics, 2012, Bruxelles, Belgium
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-11-11 (All new papers)
- NEP-IAS-2012-11-11 (Insurance Economics)
- NEP-RMG-2012-11-11 (Risk Management)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Albrecher, Hansjörg & Constantinescu, Corina & Loisel, Stephane, 2011.
"Explicit ruin formulas for models with dependence among risks,"
Insurance: Mathematics and Economics,
Elsevier, vol. 48(2), pages 265-270, March.
- Hansjoerg Albrecher & Corina Constantinescu & Stéphane Loisel, 2011. "Explicit ruin formulas for models with dependence among risks," Post-Print hal-00540621, HAL.
- Christophe Dutang & Claude Lefèvre & Stéphane Loisel, 2013. "On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing," Working Papers hal-00746251, HAL.
- Rulliere, Didier & Loisel, Stephane, 2004. "Another look at the Picard-Lefevre formula for finite-time ruin probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 187-203, October.
- Ignatov, Zvetan G. & Kaishev, Vladimir K. & Krachunov, Rossen S., 2001. "An improved finite-time ruin probability formula and its Mathematica implementation," Insurance: Mathematics and Economics, Elsevier, vol. 29(3), pages 375-386, December.
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