This thesis gives a short overview of the new regulatory regime Solvency II and the ORSA (Own Risk and Solvency Assessment) process. A simple model is used to calculate the Solvency Capital Requirement of an insurance company for several years in advance. This model is applied for a numerical example using the ORSA process. The main parts describe a simple model to project the Solvency Capital Requirement over several years in advance and apply it for a numerical example. Considering the main risks such as insurance reserves, premiums and financial risks, the distribution of the solvency ratio is shown. By modeling the distribution of the solvency ratio, limit requirements for the duration of the strategic plan were set. This model implemented in ORSA allows the management to makes decisions concerning the premiums and asset allocations.