Solvency II Standard Formula SCR: Life
Underwriting Risk Module – Mortality Risk Sub-module
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In Solvency II Delegated
Act this is based on the impact of applying a permanent increase in
mortality rates of 15% for policies where this would increase technical
provisions without the risk margin (grouping together all policies in respect
of the same insured person).
Some of the earliest iterations of the standard formula used
a different factor, e.g. QIS4 used 10%.
Version dated 7 December 2015
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