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- TITLE I > CHAPTER V > SECTION 4
Article number: 145
1. The NSLT health underwriting risk sub-module shall consist of the following sub-modules:
(a) the NSLT health premium and reserve risk sub-module;
(b) the NSLT health lapse risk sub-module.
2. The capital requirement for NSLT health underwriting risk shall be equal to the following:
SCR NSLT h = sqrt( SCR^2 (NSLTh, pr) + SCR^2 (NSLTh, lapse)
where:
(a) SCR (NSLTh, pr) denotes the capital requirement for NSLT health premium and reserve risk;
(b) SCR (NSLTh, lapse) denotes the capital requirement for NSLT health lapse risk.
Metadata
RULEBOOK TOPIC: SECTION 4 - Health underwriting risk module
RULEBOOK CATEGORY: DELEGATED REGULATION (EU) 2015/35
Last update on: 26 Mar 2024