Why ruin theory should be of interest for insurance practitioners and risk managers nowadaysReport as inadecuate




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* Corresponding author 1 SAF - Laboratoire de Sciences Actuarielle et Financière 2 Département de Sciences Actuarielles, Université de Lausanne UNIL - Université de Lausanne

Abstract : 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.





Author: Stéphane Loisel - Hans-U. Gerber -

Source: https://hal.archives-ouvertes.fr/



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