Abstract
The aim of this article is to assess a solvency capital for insurance, considering the dependence between insured risks. For that we propose a model taking into account the structure of dependence between lines of business. We used two stochastic models and a simulation technique to determine the distribution of reserves. Then we modeled the dependence using several copulas and the better one was selected using a goodness of fit test. Finally we evaluated the solvency capital in the dependent and independent case. By comparing the results, we highlighted the effect of dependence on solvency capital of the insurance company.