Diversification and Solvency II: the capital effect of portfolio swaps on non-life insurers
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Title | Diversification and Solvency II: the capital effect of portfolio swaps on non-life insurers |
Publication Type | Journal Article |
Year of Publication | 2022 |
Authors | Sheehan B, Humberg C, Shannon D, Fortmann M, Materne S |
Journal | The Geneva Papers on Risk and Insurance-Issues and Practice, |
Pagination | 1-34 |
Date Published | 03 |
URL | https://www.researchgate.net/publication/359536659_Diversification_and_Solvency_II_the_capital_effect_of_portfolio_swaps_on_non-life_insurers |
DOI | 10.1057/s41288-022-00269-3 |