Μέθοδοι αποθεματοποίησης στις γενικές ασφάλειες και φερεγγυότητα II
Reserving methods in general insurance and Solvency II
In this thesis we attempt to answer the question of how to ensure the solvency of an insurance company. The purpose of this paper is twofold : to model the reserve risk of a part of non-life portfolio and to evaluate the necessary capital to cover it (SCR) under Solvency II project. In order to do so, we apply various methodologies using real insurance data and we compare their results.