TitleDiversification and Solvency II: the capital effect of portfolio swaps on non-life insurers
Publication TypeJournal Article
Year of Publication2022
AuthorsSheehan B, Humberg C, Shannon D, Fortmann M, Materne S
JournalThe Geneva Papers on Risk and Insurance-Issues and Practice,
Pagination1-34
Date Published03
URLhttps://www.researchgate.net/publication/359536659_Diversification_and_Solvency_II_the_capital_effect_of_portfolio_swaps_on_non-life_insurers
DOI10.1057/s41288-022-00269-3