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Private Equity Investments under Solvency II and the Swiss Solvency Test

abstract 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 (SST).
   
keywords Capital Requirements, Life Insurance, Portfolio Choice, Private Equity Investments, Regulation, Solvency II, Swiss Solvency Test
   
partner Swiss Re
type industry project
status completed
start of project 2011
end of project 2011
additional informations
topics Private Equity, Solvency II, Swiss Solvency Test
methods Solvency Measurement Models, Empirical Analysis
contact Alexander Braun