The Geneva Papers on Risk and Insurance Issues and Practice

TABLE 1

FROM:

Risk Models for Capital Adequacy: Applications in the Context of Solvency II and Beyond

Peter Liebwein

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Table 1. Asset allocation of the insurance company

Asset classes Split (%)
Real estate6.0
Stocks (Europe)4.0
Stocks (insurance)4.0
Bonds (government)50.4
Bonds (corporates)33.6
Money market2.0
Cash0.0
  
Total100.0
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