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Braun et al., 2014 - Google Patents

The Impact of Private Equity on a Life Insurer's Capital Charges under Solvency II and the Swiss Solvency Test

Braun et al., 2014

Document ID
5607505602193244746
Author
Braun A
Schmeiser H
Siegel C
Publication year
Publication venue
Journal of Risk and Insurance

External Links

Snippet

In this article, we conduct an in‐depth analysis of the impact of private equity investments on the capital requirements faced by a representative life insurance company under Solvency II as well as the Swiss Solvency Test. Our discussion begins with an empirical performance …
Continue reading at onlinelibrary.wiley.com (other versions)

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