Poufinas, Thomas; Siopi, Evangelia - In: Risks : open access journal 12 (2024) 12, pp. 1-33
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 of the portfolio's impact on the Solvency Capital...