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 92 Simplified calculation of the capital requirement for life longevity risk
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
Where Article 88 is complied with, insurance and reinsurance undertakings may calculate the capital requirement for life longevity risk calculated as follows:
SCRlongevity = 0,2 · q · 1,1(n − 1)/2 · BElong
where, with respect to the policies referred to in Article 138(2):
- (a)
q denotes the expected average mortality rate of the insured persons during the following 12 months weighted by the sum insured;
- (b)
n denotes the modified duration in years of the payments to beneficiaries included in the best estimate;
- (c)
BElong denotes the best estimate of the obligations subject to longevity risk.