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Annex XV - CORRELATION MATRIX FOR NSLT HEALTH PREMIUM AND RESERVE RISK

Annex XV
CORRELATION MATRIX FOR NSLT HEALTH PREMIUM AND RESERVE RISK

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

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