# Commission Delegated Regulation (EU) 2015/35 of 10 October 2014 supplementing Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (Text with EEA relevance) (revoked), Division (6): The parameters, μ 2, ω 1 and ω 2 shall be equal to the following:

Extent: E+W+S+N.I.
Status: repealed

μ2=μ×Nlnb2−θη−η+b2×N−lnb2−θη
ω1=ω×Nlnb1−θη−2×η+b21×N−lnb1−θη
ω2=ω×Nlnb2−θη−2×η+b22×N−lnb2−θη
where:
(a)N denotes the cumulative probability function of the normal distribution;
(b)ln denotes the natural logarithm;
(c)the parameters θ and η are equal to the following:
θ=2lnμ−12lnω
η=lnω−2lnμ.

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Source: https://www.legislation.gov.uk/eur/2015/35/annex/XVII/division/F1/division/2/division/6 (the official version)
Page: https://openlegislation.uk/eu-regulation-2015-35/annex-XVII/division-F1/division-2/division-6
Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.