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s2md_tS.26.14.01.01 - Life and Health underwriting risk - Life SCR and percentiles

S.26.14.01.01
Net Best Estimate liability + Technical provisions calculated as a wholeAnnuities Paid OutAnnuities Not Paid OutNet Written PremiumsSum insuredSolvency Capital RequirementsProbability distribution
MeanStandard deviation0,0010,0050,010,050,10,20,250,30,40,50,60,70,750,80,90,9750,980,9850,990,9950,9970,999
C0010C0030C0040C0050C0060C0070C0080C0090C0100C0110C0120C0130C0140C0150C0160C0170C0180C0190C0200C0210C0220C0230C0240C0250C0260C0270C0280C0290C0300C0310
Mortality risk aggregateR0010
trendR0020
levelR0030
volatilityR0040
catastropheR0050
Longevity risk aggregateR0060
trendR0070
levelR0080
volatilityR0090
catastropheR0100
Disability-morbidity risk aggregateR0110
trendR0120
levelR0130
volatilityR0140
catastropheR0150
Lapse risk aggregateR0160
risk of increase in lapse ratesR0170
risk of decrease in lapse ratesR0180
mass lapse riskR0190
Lapse type split (other than mass lapse)R0200
full surrenderR0210
partial surrenderR0220
otherR0230
Life expense riskR0240
Life catastrophe riskR0250
Life revision riskR0260
Mortality & Longevity risk combined aggregateR0270

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