Original Article
The Geneva Papers (2007) 32, 382–392. doi:10.1057/palgrave.gpp.2510131
Group Diversification
Philipp Kellera
aFederal Office of Private Insurance, Schwanengasse 2, Bern CH-3003, Switzerland. E-mail: Philipp.Keller@bpv.admin.ch
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.
Keywords:
diversification, insurance groups, economic capital requirements
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