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Diversification and Solvency II: the capital effect of portfolio swaps on non-life insurers

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Author
Dr. Barry Sheehan
Authors
Sheehan B.;Humberg C.;Shannon D.;Fortmann M.;Materne S.
Year of Publication
2022
Journal
Geneva Papers On Risk And Insurance-Issues And Practice
DOI
10.1057/s41288-022-00269-3
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