The father of missing Swiss six-year-old twins wrote to their mother to say he had "killed" the girls, shortly before he committed suicide in southeastern Italy, Swiss police revealed today.

Police, who have described Matthias Schepp as a "desperate person" during his three-country dash, said that the letter was post-marked February 3, the day he threw himself under a train.

"The last envelope dated February 3 contained a letter in which the father said he killed the two girls, saying he was in Cerignola (southern Italy) where he was about to kill himself," Vaud regional police spokesman Jean-Christophe Sauterel told journalists.

"I can confirm that in his letter he also said that they did not suffer and were resting in peace," he added, as the 12-day search for the children homed in on one of Schepp's last stops on the French Mediterranean island of Corsica on February 1.

"In all likelihood they are in Corsica," said Sauterel, as dozens of French police combed various parts of the island but focusing on the northwest, where Schepp had visited on holidays and for his work in recent years.

Police in Switzerland, France and Italy have been engaged in an increasingly gloomy hunt for clues about the fate and whereabouts of the fair-haired girls after Schepp failed to return them to his estranged wife in Switzerland on January 30.

Schepp killed himself in Cerignola four days later, in apparent desperation at his separation from his wife Irina Lucidi and a custody dispute over the daughters.

Investigators revealed late Thursday after examining his computer that Schepp had consulted websites on suicide, poisoning and firearms as well as travel to Corsica before his turn for custody of the girls.

However, no guns have been found.

"We are dealing with someone who was extremely meticulous and who planned a certain number of things, including his trip to Corsica," Sauterel told journalists late Thursday.

The last letter was among eight envelopes from southeastern Italy that Swiss police learned about three days ago but kept under wraps with the family's agreement.

The rest contained 4,400 euros (4,000 dollars) in cash, while another 1,500 euros was found by Italian police in a disused letter box, said Sauterel.

Lucidi's family have said 43-year-old Schepp suffered from a split personality.

Swiss newspaper 24 Heures reported that he had been receiving psychiatric counselling, although there were no signs he presented a danger for his daughters and by all accounts Schepp was regarded as a loving and doting father.

Shortly before the contents of the last letter were revealed, Schepp's parents and siblings spoke for the first time of their "great distress and worry" at his "terrible" actions.

"We all agree and are persuaded that our brother could have committed in recent times acts that are so terrible due only to a serious mental disorder and the loss of his normal personality," they said in a statement e-mailed to the Swiss news agency ATS.

"We have all suffered because of his death and the terrible and uncertain fate of our two nieces and granddaughters."

Witnesses reported seeing the twins on board a ferry between the southern French port of Marseille and Corsica with their father, while Schepp later returned to the French mainland apparently alone.

Sauterel said the father appeared to have travelled to places where he holidayed with his wife and children, including Corsica and southern Italy.

The distraught mother, Irina Lucidi, left her home in the western Swiss lakeside village of St-Sulpice on Thursday, as both sides of the family asked not to be disturbed.

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