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Solvency II Standard Formula SCR: Life Underwriting Risk Module

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At the time of writing, the Life Underwriting Risk component of the Solvency II standard formula Solvency Capital Requirement involved the application of stresses in the following areas, combined using a correlation-based approach.

 

Links to Nematrian webpages covering these standard formula SCR elements

 

-          Mortality risk

-          Longevity risk

-          Disability-morbidity risk

-          Life expense risk

-          Revision risk

-          Lapse risk

-          Life catastrophe risk

 

-          Correlations

 

Version dated 7 December 2015

 

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