Updated

GENEVA -- Police say that the father of missing Swiss twins wrote a letter saying he had killed them.

Vaud cantonal (state) police said Friday that Matthias Kaspar Schepp said in the letter that 6-year-olds Alessia and Livia were dead and he would now kill himself.

The letter was sent from Italy on Feb. 3, the same day Schepp was found dead in an apparent suicide.

Despite the revelation, searches continued Friday in France, Switzerland and Italy for the girls, Alessia and Livia, who were reported missing by their mother Jan. 30 when her estranged husband didn't return them to her home

Roberto Mestichelli, a cousin of the mother Irina Lucidi, said Friday that she and other family members in Switzerland were informed about the the father's written plan to kill the girls and himself. Mestichelli said he spoke to Lucidi's brother on Thursday and confirmed the contents of the documentation.

"The concept was that he communicated that he had killed them, that he would be the third one to die," Mestichelli told The Associated Press from his home in Ascoli Piceno, near Italy's central Adriatic coast.

"There was never a thread of hope. There is no hope," he said of finding the girls alive.

Swiss police said Thursday that in the days before he apparently killed himself, Matthias Kaspar Schepp, 43, used his work computer to trawl the Internet for information on firearms, poisons and suicide. He was found dead Feb. 3 in the southern Italian city of Cerignola. Police say he threw himself under a train.

French newspaper Le Parisien said Schepp's written plans were contained in a will he left in his home in Saint-Sulpice, an affluent lakefront community within Lausanne, Switzerland, before leaving with the twins Jan. 30. The will, dated Jan. 27, was found by police who searched the home after the girls were reported missing.

Schepp and Lucidi kept separate homes in Saint-Sulpice, where they both worked for Philip Morris International's Lausanne headquarters.

Police say starting Jan. 30, Schepp traveled from Switzerland to Marseille, France, then on to Corsica and back to mainland France before reaching Italy. It is unclear when and where the girls disappeared.

Previously, authorities had said the girls were last seen aboard an overnight ferry Schepp took Jan. 31 from Marseille to Propriano, Corsica, but that their trail was lost on the boat. They say Schepp returned alone by ferry to Toulon, France. Swiss police say the search for the girls is now focusing on Corsica.

Le Parisien said authorities had been working on a serious hypothesis that the twins could have been killed somewhere in Switzerland, along the highway linking Lausanne and Geneva.

Mestichelli said he didn't know if the document left from the father was part of the will or whether it was contained in one of the letters the mother received, along with some euro4,400 in cash Schepp withdrew from ATMs in France.

Some Italian news reports have quoted the documentation from the father as saying the girls were "resting in peace" and hadn't suffered.

Mestichelli said he didn't recall those words precisely but that the sentiment was the same.

"The concept was that the children were dead," he said.

He said the family was devastated. "The life of the others will continue, but for the mother?"