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

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.
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Submitted on : Sunday, October 28, 2012 - 10:59:01 AM
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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⟩

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