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After several years of development, the Solvency II-project has finally beenset to work in the European Union with the beginning of the year 2016. This hascaused massive changes in the regional legislative supervisory acts. One newaspect of regulation is the requirement of an analysis and judgement concerningpossible deviations of the company's risk profile from the assumptionsunderlying the standard formula in Solvency II. In particular, for the reserveand premium risk and the corresponding combined ratios, resp. a lognormaldistribution is implicitly assumed. In this paper, we present a simple, butnevertheless mathematically accurate method on the basis ofquantile-quantile-plots which is suitable to perform suvh kind of analyses.

Modellvalidierung mit Hilfe von Quantil-Quantil-Plots unter Solvency II (Model validation on the basis of quantile-quantile-plots under Solvency II)