Paper: Applying Credibility Theory to Solvency

by: Maria de Lourdes Centeno and João Andrade e Silva

Journal: Buletin de l'Association Royale des Actuaires Belges, nº 88.

date: 1995/6

Abstract: The solvency margin for most of the Portuguese non-life insurance companies is calculated using an approach based on the framework of the Buhlmann and Straub model. The results are compared with those obtained by applying the model suggested by Ramlau-Hansen (1982).