ANNEX XV
CORRELATION MATRIX FOR NSLT HEALTH PREMIUM AND RESERVE RISK
The correlation parameter CorrHS(s,t) referred to in Article 148(1) shall be equal to the item set out in row s and in column t of the following correlation matrix. The headings of the rows and columns denote the numbers of the segments set out Annex XIV:
|
t s |
1 |
2 |
3 |
4 |
|
1 |
1 |
0,5 |
0,5 |
0,5 |
|
2 |
0,5 |
1 |
0,5 |
0,5 |
|
3 |
0,5 |
0,5 |
1 |
0,5 |
|
4 |
0,5 |
0,5 |
0,5 |
1 |