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Commission Delegated Regulation (EU) 2015/35 of 10 October 2014 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) (Text with EEA relevance)
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Commission Delegated Regulation (EU) 2015/35,
Correlation coefficients for windstorm risk in the Kingdom of Denmark
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j i | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 |
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1 | 1,00 | 1,00 | 0,75 | 0,50 | 0,50 | 0,50 | 0,50 | 0,25 | 0,50 | 0,50 | 0,25 |
2 | 1,00 | 1,00 | 1,00 | 0,75 | 0,75 | 0,75 | 0,75 | 0,50 | 0,75 | 0,50 | 0,25 |
3 | 0,75 | 1,00 | 1,00 | 1,00 | 1,00 | 0,75 | 0,75 | 0,75 | 1,00 | 0,75 | 0,50 |
4 | 0,50 | 0,75 | 1,00 | 1,00 | 1,00 | 1,00 | 0,75 | 0,75 | 0,75 | 0,75 | 0,50 |
5 | 0,50 | 0,75 | 1,00 | 1,00 | 1,00 | 1,00 | 1,00 | 0,75 | 0,75 | 0,75 | 0,50 |
6 | 0,50 | 0,75 | 0,75 | 1,00 | 1,00 | 1,00 | 1,00 | 1,00 | 1,00 | 1,00 | 0,75 |
7 | 0,50 | 0,75 | 0,75 | 0,75 | 1,00 | 1,00 | 1,00 | 1,00 | 1,00 | 1,00 | 0,75 |
8 | 0,25 | 0,50 | 0,75 | 0,75 | 0,75 | 1,00 | 1,00 | 1,00 | 0,75 | 1,00 | 0,75 |
9 | 0,50 | 0,75 | 1,00 | 0,75 | 0,75 | 1,00 | 1,00 | 0,75 | 1,00 | 1,00 | 0,75 |
10 | 0,50 | 0,50 | 0,75 | 0,75 | 0,75 | 1,00 | 1,00 | 1,00 | 1,00 | 1,00 | 0,75 |
11 | 0,25 | 0,25 | 0,50 | 0,50 | 0,50 | 0,75 | 0,75 | 0,75 | 0,75 | 0,75 | 1,00 |
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