Six-year old twin girls Alessia (left) and Livia Schepp are shown in this undated photo released by the forestry police of Cerignola, southern Italy. ((Forestry police/Associated Press))

The father of the missing Swiss twins wrote a letter to his estranged wife saying he had killed them and intended to kill himself, Swiss police said Friday. 

Canadian-born Matthias Kaspar Schepp wrote in a Feb. 3 letter from Italy that six-year-olds Alessia and Livia were dead and he would now kill himself, and his body was found later that day, police from the Swiss canton (state) of Vaud said.

Police say Schepp threw himself under a train in the southern Italian city of Cerignola. His letter did not say when or where he killed his children.

"The father declared he had killed his two daughters and he was in Cerignola where he was going to kill himself," police spokesman Jean-Christophe Sauterel said.

Investigators in Switzerland, France and Italy on Friday continued their search for the girls, focusing on the French island of Corsica, where Schepp took the girls by overnight ferry from Marseille, France, arriving Feb. 1.


Canadian-born Swiss resident Matthias Kasper Schepp, 43, wrote to his estranged wife that he had killed their daughters, but did not say where or when. ((Italian police/Associated Press))

French police have now established that Schepp left Corsica — alone — by taking a ferry from Bastia back to Toulon on the French mainland later Feb. 1, Swiss police said.

Schepp, 43, had used his work computer to trawl the internet for information on firearms, poisons and suicide.  

The girls were reported missing by their mother Jan. 30, when her husband didn't return them.

Roberto Mestichelli, a cousin of Irina Lucidi, the twins' mother, said the family was devastated.

"There was never a thread of hope. There is no hope," he said of finding the girls alive, speaking to The Associated Press from his home in Ascoli Piceno, near Italy's central Adriatic coast.

Swiss police said Friday that Schepp sent eight letters postmarked from Bari, Italy to his wife. Seven contained 4,400 euros ($6,000) in 50-euro notes. In the eighth letter, he said he killed the girls and would kill himself.

Italian police also found two more envelopes containing 1,500 euros ($2,000) that Schepp tried to send his wife but deposited in unused mailboxes.

French newspaper Le Parisien said Schepp's deadly plan was also contained in a will he left in his home in Saint-Sulpice, an affluent lakefront community within Lausanne, Switzerland. Swiss police said he wrote the will on Jan. 27. 

Swiss news agency SDA carried a statement Friday from Schepp's family saying he must have suffered a breakdown. The family in Ettingen, Switzerland, near Basel, described Schepp as a loving and caring father whose family meant everything to him. 

"We are united in the certainty that our son and brother could only have committed such terrible acts if he suffered a serious emotional breakdown," the family said.