Group Diversification
We present an approach to capture group-level diversification using legally binding capital and risk transfer instruments. The approach is used by the Swiss Solvency Test to quantify both group-level capital requirements and capital requirements for subsidiaries of insurance groups. The Geneva Papers (2007) 32, 382–392. doi:10.1057/palgrave.gpp.2510131
Year of publication: |
2007
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Authors: | Keller, Philipp |
Published in: |
The Geneva Papers on Risk and Insurance - Issues and Practice. - Palgrave Macmillan, ISSN 1018-5895. - Vol. 32.2007, 3, p. 382-392
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Publisher: |
Palgrave Macmillan |
Saved in:
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