Canadian solvency capital requirement standards have been updated and reviewed. Adapted modeling techniques and dependence measures are suggested, in order to fill the gap between European and Canadian standards. In this talk, the focus will be on catastrophic risks. Spatio-temporal models and adapted Minimum Capital Test measures will be presented.

Bio: Melina Mailhot is a Professor in the Department of Mathematics and Statistics of Concordia University. Her research is focused on the development and analysis of multivariate dependence structures and measures. Risks considered are related to insurable property and casualty perils.