Einde inhoudsopgave
Delegated Regulation (EU) 2015/35 supplementing Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II)
Article 151 SLT health underwriting risk sub-module
Geldend
Geldend vanaf 18-01-2015
- Bronpublicatie:
10-10-2014, PbEU 2015, L 12 (uitgifte: 17-01-2015, regelingnummer: 2015/35)
- Inwerkingtreding
18-01-2015
- Bronpublicatie inwerkingtreding:
10-10-2014, PbEU 2015, L 12 (uitgifte: 17-01-2015, regelingnummer: 2015/35)
- Vakgebied(en)
Financieel recht / Europees financieel recht
Financieel recht / Financieel toezicht (juridisch)
Verzekeringsrecht / Europees verzekeringsrecht
Verzekeringsrecht / Bijzondere onderwerpen
1.
The SLT health underwriting risk module shall consist of all of the following sub-modules:
- (a)
the health mortality risk sub-module;
- (b)
the health longevity risk sub-module;
- (c)
the health disability-morbidity risk sub-module;
- (d)
the health expense risk sub-module;
- (e)
the health revision risk sub-module;
- (f)
the SLT health lapse risk sub-module.
2.
The capital requirement for SLT health underwriting risk shall be equal to the following:
where:
- (a)
the sum denotes all possible combinations (i,j) of the sub-modules set out in paragraph 1;
- (b)
CorrSLTH(i,j) denotes the correlation parameter for SLT health underwriting risk for sub-modules i and j;
- (c)
SCRi and SCRj denote the capital requirements for risk sub-module i and j respectively.
3.
The correlation coefficient CorrSLTH(i,j) referred to in paragraph 2 shall be equal to the item set out in row i and in column j of the following correlation matrix: