Index
Constraints
DPM Maps2md_tS.26.07.01.04 - Life underwriting risk
| S.26.07.01.04 | ||||||||||||
| Capital at risk | Capital at risk t+1 | Surrender strain | Best Estimate | Average rate t+1 | Average rate t+2 | Modified duration | Average run off period | Termination rate | Payments | Average inflation rate | ||
| C0120 | C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | C0190 | C0200 | C0210 | C0220 | ||
| Mortality risk | R0100 | |||||||||||
| Longevity risk | R0110 | |||||||||||
| Disability-morbidity risk | R0120 | |||||||||||
| Lapse risk | ||||||||||||
| Lapse risk (up) | R0130 | |||||||||||
| Lapse risk (down) | R0140 | |||||||||||
| Life expense risk | R0150 | |||||||||||
| Life catastrophe risk | R0160 | |||||||||||
| Health underwriting risk | ||||||||||||
| Health mortality risk | R0200 | |||||||||||
| Health longevity risk | R0210 | |||||||||||
| Health disability-morbidity risk (medical expense) | R0220 | |||||||||||
| Health disability-morbidity risk (income protection) | R0230 | |||||||||||
| Health SLT lapse risk | ||||||||||||
| Lapse risk (up) | R0240 | |||||||||||
| Lapse risk (down) | R0250 | |||||||||||
| Health expense risk | R0260 | |||||||||||