  After several years of development, the Solvency II-project has finally been
set to work in the European Union with the beginning of the year 2016. This has
caused massive changes in the regional legislative supervisory acts. One new
aspect of regulation is the requirement of an analysis and judgement concerning
possible deviations of the company's risk profile from the assumptions
underlying the standard formula in Solvency II. In particular, for the reserve
and premium risk and the corresponding combined ratios, resp. a lognormal
distribution is implicitly assumed. In this paper, we present a simple, but
nevertheless mathematically accurate method on the basis of
quantile-quantile-plots which is suitable to perform suvh kind of analyses.
