# Solvency 2

## Provisionnement et risque de réserve en assurance construction

My actuarial thesis got published online there This work took me a little more than one year to do, an was dealing with non-life reserving in solvency 2 context for the french decenial insurance contracts.

## Log-normal model for solvency 2 USP

Introduction The log-normal model Generating dummy dataset. Checking model hypohtesis. Log-normality of $$y_t$$ Linearity between $$y_t$$ and $$x_t$$ Results from the model References Introduction Under Solvency 2 framework, insurance compagnies can calculate undertaking specific parameters to modify their application of the standard formula, as dictates Commission-Européenne (2014) .