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Mathematical Reserves



Home >Integrated-Prudential-Sourcebook > Twin-Peaks-Approach > Regulatory-Peak > Mathematical-Reserves >



Background

The regulatory peak requirements consist of the following components, 

 

·         Mathematical Reserves

·         LTICR – Long Term Insurance Capital Requirement

·         Resilience Capital Component

·         WPICC – With Profit Insurance Capital Component

 

The valuation method of the method of the Mathematical Reserves has to be chosen. PS04/16 states that the prospective valuation method is preferred, however, the retrospective method can be used under certain circumstances. (as shown in the following diagram)

 

Valuation method reference: PRU 7.3.8R to PRU 7.3.10R



Please use the sub sections links on the left or the content links to find out more about Mathematical Reserves.

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