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Group Diversification

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Author Info
Philipp Keller () (Federal Office of Private Insurance, Schwanengasse 2, Bern CH-3003, Switzerland.)
Abstract

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

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Article provided by Palgrave Macmillan Journals in its journal The Geneva Papers on Risk and Insurance Issues and Practice.

Volume (Year): 32 (2007)
Issue (Month): 3 (July)
Pages: 382-392
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Handle: RePEc:pal:gpprii:v:32:y:2007:i:3:p:382-392

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This page was last updated on 2008-9-6.

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