The authors discuss the problems of ensuring solvency of insurance companies under conditions of ambiguity of the environmental factors. An approach to the assessment of the required capital (minimum solvency margin) has been proposed in order to determine whether or not an insurance company is solvent. It has been shown that the general capital demand of an insurance company is to be defined as a sum of ratios of all insurance types, much similar to standard Solvency II where the calculation of the capital demand is performed through diversification of risks and calculation of coverages for each of them. The insolvency risk management process has been considerably optimized. The stated problems and research results may be of interest for the researchers whose area of expertise includes ensuring of solvency of insurance companies and the financial stability thereof.
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