Group Diversification

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

The Geneva Papers on Risk and Insurance - Issues and Practice, 2007, vol. 32, issue 3, 382-392

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

Date: 2007
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