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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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