Discrete time risk model ruin probability and "solvency ii"

One of the methods to approximate the ruin probability of a (insurance and reinsurance) company is to use discrete time risk model recursive formulas. The model is based on a presumption that the company with the certain amount of initial surplus earns one monetary unit in one period of time and has multiple claims (risks), distributions of which are known. If at some point of time the capital of the company falls below zero or reaches zero, it is considered as a ruin. After the introduction of "Solvency II" some of the requirements for an insurance company capital have been changed thus it is reasonable to modify the discrete time risk model. In this work we changed up the model according to the requirements of "Solvency II" and calculated the ruin probabilities with modified formulas