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:||2012|
|Date of revision:|
|Publication status:||Published - Presented, Actuarial and Financial Mathematics, 2012, Bruxelles, Belgium|
|Note:||View the original document on HAL open archive server: http://hal.archives-ouvertes.fr/hal-00746231|
|Contact details of provider:|| Web page: http://hal.archives-ouvertes.fr/|
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- 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.
- 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.
- Hansjoerg Albrecher & Corina Constantinescu & Stéphane Loisel, 2011.
"Explicit ruin formulas for models with dependence among risks,"
- 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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