Measuring uncertainty of solvency coverage ratio in ORSA for non-life insurance

DOI10.1007/s13385-012-0051-7zbMath1256.91033OpenAlexW2152043816MaRDI QIDQ1936466

Quentin Guibert, Frédéric Planchet, Marc Juillard

Publication date: 5 February 2013

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-012-0051-7

zbMATH Keywords

non-life insurancerisk appetiteORSAsemi-analytical formulasolvency capital requirement projection

Mathematics Subject Classification ID

Related Items (3)

Best estimate calculations of savings contracts by closed formulas: application to the ORSA ⋮ Solvency need resulting from reserving risk in a ORSA context ⋮ Multi-year analysis of solvency capital in life insurance

Uses Software

• R

Cites Work

• Unnamed Item
• On the Distribution Function and Moments of Power Sums With Log-Normal Components
• The log-normal approximation in financial and other computations
• A Test of Goodness of Fit

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