Skip to content
Actuably

Health SLT Longevity Risk

AdvancedRequires external valuation

Calculate the Stressed Mortality Rate instantly.

%
%

Current Mortality Rate

1.2%

×

Mortality Stress Multiplier

80.0%

=

Stressed Mortality Rate

1.0%

Health SLT Longevity Rate Shock Impact

Shock charge
Retained value
ModuleShockPre-shockPost-shockCharge
Mortality Rate-20%1.2%1.0%0.2%
1Step 1

Stressed Mortality Rate

Stressed Mortality Rate=Current Mortality Rate×(1−Mortality Decrease)\mathrm{Stressed\ Mortality\ Rate}=\mathrm{Current\ Mortality\ Rate}\times(1-\mathrm{Mortality\ Decrease})

Understand the Health SLT Longevity Risk

Overview

Article 153 defines the Health SLT Longevity Risk stress for SLT health obligations where lower mortality worsens basic own funds.[1]

Input Terms

  • Current Mortality Rate: Representative pre-stress mortality rate for SLT health obligations exposed to longevity risk.[1]

Technical Rationale

Article 153 applies longevity risk to SLT health obligations where longer survival increases expected benefit payments.[1] The lower-mortality assumption reflects liability persistence rather than higher claim incidence, which keeps it distinct from mortality risk.

The longevity mortality assumption remains separate from the portfolio-specific valuation loss because Article 153 identifies the adverse biometric direction before technical provisions and own funds are remeasured. Longevity-sensitive SLT health obligations remain separated from mortality-sensitive obligations because the same mortality movement can reduce one risk while increasing the other.

Important Notes

  • This page specifies the stress, not the final standalone Health SLT Longevity Risk SCR.
  • Only SLT health obligations where lower mortality increases technical provisions belong in this stress; this page does not validate that portfolio scope.

Sources

  1. Delegated Regulation (EU) 2015/35 - Art. 153 (Health longevity risk sub-module) - EIOPA

Default values are illustrative sample inputs for navigation, training, and QA. Replace them with controlled data before using the result in capital analysis, governance, or reporting decisions.