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New version applies from 18/01/2015. 360 provisions change. Later versions: 02/04/2016, 15/09/2017, 01/01/2019, 08/07/2019, 01/01/2020, 30/07/2020, 15/04/2021, 02/08/2022, 14/11/2024, 30/01/2027. Annex XV changes in this version: compare with the current text.

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

Official text · consolidated version 17/01/2015 (no longer in force) Open full page ↗
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