Index IndexConstraints ConstraintsDPM Map DPM Map

boemd_tMO.03.02.02.02 - Reserve Risk Outputs - Solvency II Lines, Ultimate Risk

AggregateS2 LoB 1 Medical expenseS2 LoB 2 Income protectionS2 LoB 3 Workers' compensationS2 LoB 4 Motor vehicle liability insuranceS2 LoB 5 Other motor insuranceS2 LoB 6 Marine, aviation and transport insuranceS2 LoB 7 Fire and other damage to property insuranceS2 LoB 8 General liability insuranceS2 LoB 9 Credit and suretyship insuranceS2 LoB 10 Legal expenses insuranceS2 LoB 11 AssistanceS2 LoB 12 Miscellaneous financial loss insuranceS2 LoB 13 Non-proportional health reinsuranceS2 LoB 14 Non-proportional casualty reinsuranceS2 LoB 15 Non-proportional marine, aviation and transport reinsuranceS2 LoB 16 Non-proportional property reinsuranceS2 LoB 17 (Annex 1 class 33) non-life annuities (health)S2 LoB 18 (Annex 1 class 34) non-life annuities other than health including settled insurance PPO claims S2 LoB 19 (Annex 1 class 35) reinsurance accepted non-life annuities (health) S2 LoB 20 (Annex 1 class 36) reinsurance accepted non-life annuities other than health including settled reinsurance accepted PPO claims
C101C401C402C403C404C405C406C407C408C409C410C411C412C413C414C415C416C417C418C419C420
Gross reserve risk model dataRES199
Reserve duration (years)RES201
Provision for claims outstanding - discountedRES202
Provision for claims outstanding - undiscountedRES203
Premium Provision - discounted (only if premium provision allocated to reserve risk)RES204
Premium Provision - undiscounted (only if premium provision allocated to reserve risk)RES205
Best estimate expenses (allocated)RES206
Best estimate expenses (unallocated)RES207
Simulated (output) mean RES301
Simulated (output) standard deviationRES302
Minimum simulated valueRES303
0.1% percentileRES304
5% percentileRES305
10% percentileRES306
15% percentileRES307
20% percentileRES308
25% percentileRES309
30% percentileRES310
35% percentileRES311
40% percentileRES312
45% percentileRES313
50% percentileRES314
55% percentileRES315
60% percentileRES316
65% percentileRES317
70% percentileRES318
75% percentileRES319
80% percentileRES320
85% percentileRES321
90% percentileRES322
95% percentileRES323
96% percentileRES324
97% percentileRES325
98% percentileRES326
99% percentileRES327
99.5% percentileRES328
99.9% percentileRES329
Maximum simulated valueRES330
Net of reinsurance reserve risk model dataRES398
Reserve duration (years)RES401
Provision for claims outstanding - discountedRES402
Provision for claims outstanding - undiscountedRES403
Premium Provision - discounted (only if premium provision allocated to reserve risk)RES404
Premium Provision - undiscounted (only if premium provision allocated to reserve risk)RES405
Best estimate expenses (allocated)RES406
Best estimate expenses (unallocated)RES407
Simulated (output) meanRES501
Simulated (output) standard deviationRES502
Minimum simulated valueRES503
0.1% percentileRES504
5% percentileRES505
10% percentileRES506
15% percentileRES507
20% percentileRES508
25% percentileRES509
30% percentileRES510
35% percentileRES511
40% percentileRES512
45% percentileRES513
50% percentileRES514
55% percentileRES515
60% percentileRES516
65% percentileRES517
70% percentileRES518
75% percentileRES519
80% percentileRES520
85% percentileRES521
90% percentileRES522
95% percentileRES523
96% percentileRES524
97% percentileRES525
98% percentileRES526
99% percentileRES527
99.5% percentileRES528
99.9% percentileRES529
Maximum simulated valueRES530
Simulated (output) meanRES701
Simulated (output) standard deviationRES702
Minimum simulated valueRES703
0.1% percentileRES704
5% percentileRES705
10% percentileRES706
15% percentileRES707
20% percentileRES708
25% percentileRES709
30% percentileRES710
35% percentileRES711
40% percentileRES712
45% percentileRES713
50% percentileRES714
55% percentileRES715
60% percentileRES716
65% percentileRES717
70% percentileRES718
75% percentileRES719
80% percentileRES720
85% percentileRES721
90% percentileRES722
95% percentileRES723
96% percentileRES724
97% percentileRES725
98% percentileRES726
99% percentileRES727
99.5% percentileRES728
99.9% percentileRES729
Maximum simulated valueRES730

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