Why ruin theory should be of interest for insurance practitioners and risk managers nowadays
We present applications of risk theory to contemporary problems related to the implemented of Solvency II related concepts, like the Own Risk and Solvency Assessment.
|Date of creation:||09 Feb 2012|
|Publication status:||Published in Actuarial and Financial Mathematics, Feb 2012, Bruxelles, Belgium. pp.17-21, 2012|
|Note:||View the original document on HAL open archive server: https://hal.archives-ouvertes.fr/hal-00746231|
|Contact details of provider:|| Web page: https://hal.archives-ouvertes.fr/|
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- 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.
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- 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.
- Didier Rullière & Stéphane Loisel, 2004. "Another look at the Picard-Lefèvre formula for finite-time ruin probabilities," Post-Print hal-00379412, HAL.
- Gerber, Hans U., 1974. "On Additive Premium Calculation Principles," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 7(03), pages 215-222, March.
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