Investment Portfolio Allocation and Insurance Solvency: New Evidence from Insurance Groups in the Era of Solvency II
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DOI: 10.3390/risks12120191
Abstract: This study examines the effect of the investment portfolio structure on insurers’ solvency, as measured by the Solvency Capital Requirement ratio. An empirical sample of 88 EU-based insurance groups was analyzed to provide robust evidence… read more here.
Keywords: insurance groups; solvency ratios; investment portfolio; solvency ... See more keywords