ANNEX XVU.K. CORRELATION MATRIX FOR NSLT HEALTH PREMIUM AND RESERVE RISK
Modifications etc. (not altering text)
C1 Annex 15: power to amend and revoke conferred (31.12.2020) by The Solvency 2 and Insurance (Amendment, etc.) (EU Exit) Regulations 2019 (S.I. 2019/407), regs. 1(2), 4, Sch. 3 (as amended by S.I. 2020/1301, regs. 1, 3, Sch. para. 27(a) and S.I. 2020/1385, regs. 1(2), 54(2))
The correlation parameter CorrHS(s,t) referred to in Article 148(1) shall be equal to the item set out in row s and in column t of the following correlation matrix. The headings of the rows and columns denote the numbers of the segments set out Annex XIV:
t s | 1 | 2 | 3 | 4 |
---|---|---|---|---|
1 | 1 | 0,5 | 0,5 | 0,5 |
2 | 0,5 | 1 | 0,5 | 0,5 |
3 | 0,5 | 0,5 | 1 | 0,5 |
4 | 0,5 | 0,5 | 0,5 | 1 |