Why ruin theory should be of interest for insurance practitioners and risk managers nowadays

Stéphane Loisel (1) , Hans-U. Gerber (2)

1 SAF - Laboratoire de Sciences Actuarielle et Financière
2 UNIL - Université de Lausanne = University of Lausanne

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.

Domaines: Economies et finances; Probabilités [math.PR]

Stéphane Loisel, Hans-U. Gerber. Why ruin theory should be of interest for insurance practitioners and risk managers nowadays. Actuarial and Financial Mathematics, Feb 2012, Bruxelles, Belgium. pp.17-21. ⟨hal-00746231⟩