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 |