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Regulation and Ruin Theory: Controlling the Probability of Failure

Abstract : The standard theoretical approach underlying insurance regulation originates in actuarial methods and, more specifically, in ruin theory. It’s important to outline this theory, and then to discuss its limits, because it’s the one that most insurance practitioners or regulators have in mind when thinking about insurance regulation, partly, of course, because a number of them have been trained as actuaries.
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https://hal-sciencespo.archives-ouvertes.fr/hal-03461958
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Submitted on : Wednesday, December 1, 2021 - 3:38:30 PM
Last modification on : Friday, March 25, 2022 - 3:30:53 AM

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Guillaume Plantin, Jean-Charles Rochet. Regulation and Ruin Theory: Controlling the Probability of Failure. Contingencies, 2007, pp.38 - 40. ⟨hal-03461958⟩

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