TABLE 1
FROM:
Risk Models for Capital Adequacy: Applications in the Context of Solvency II and Beyond
Peter Liebwein
BACK TO ARTICLETable 1. Asset allocation of the insurance company
| Asset classes | Split (%) |
|---|---|
| Real estate | 6.0 |
| Stocks (Europe) | 4.0 |
| Stocks (insurance) | 4.0 |
| Bonds (government) | 50.4 |
| Bonds (corporates) | 33.6 |
| Money market | 2.0 |
| Cash | 0.0 |
| Total | 100.0 |


