Index IndexConstraints ConstraintsDPM Map DPM Map

s2md_tS.26.03.04.01 - Life underwriting risk

S.26.03.04.01
Initial absolute values before shockAbsolute values after shock
AssetsLiabilitiesAssetsLiabilities (after the loss absorbing capacity of technical provisions)Net solvency capital requirementLiabilities (before the loss-absorbing capacity of technical provisions)Gross solvency capital requirement
C0020C0030C0040C0050C0060C0070C0080
Mortality riskR0100
Longevity riskR0200
Disability-morbidity riskR0300
Lapse riskR0400
risk of increase in lapse ratesR0410
risk of decrease in lapse ratesR0420
mass lapse riskR0430
Life expense riskR0500
Revision riskR0600
Life catastrophe riskR0700
Diversification within life underwriting risk moduleR0800
Total life underwriting riskR0900

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