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RSSWhere Article 88 is complied with, insurance and reinsurance undertakings may calculate the capital requirement for life longevity risk calculated as follows:
Where 88 is complied with, insurance and reinsurance undertakings may calculate the capital requirement for life disability-morbidity risk as follows: SCR disability-morbidity = system of ( 0,35 · CAR 1 · d 1; + 0,35 * 1,1 ^ ((n-3)/2) * (n-1) * CAR2* d2; + 0,2 * 1,1 ^ ((n-1)/2) *t *n* BEdis )where...
1. Where Articles 88 and 89 are complied with, captive insurance and captive reinsurance undertakings may calculate the capital requirement for non-life premium and reserve risk as follows: SCR nl prem res = sqrt(0.65 * sum_s NL_(pr,s)^2 + 0.35 * (sum_s NL_(pr,s))^2)where the s covers all segments...
Methods used need to be proportionate and ways to determine it
For each currency and each country the spread referred to in Article 77d(2) and (4) of Directive 2009/138/EC shall be equal to the following:S=w_gov * max(S_gov,0) + w_corp * max (S_corp, 0)where:(a) w_govgov denotes the ratio of the value of government bonds included in the reference portfolio of...
Standard deviation for NSLT health premium and reserve risk
capital requirement for NSLT health premium and reserve risk
NSLT health underwriting risk sub-module
Health underwriting risk module
capital requirement for life-catastrophe risk