According to Wikipedia:
Erotic horror, alternately noted as Dark Erotica, is a term applied to works of horror fiction in which sensual or sexual imagery (or descriptions of the physical act of sexual intercourse) are blended with horrific overtones or horror story elements.
In other words:
If Erotica is: They have sex and something happens.
Then Erotic Horror is: They know exactly what will happen if they have sex, and do it anyway.
Believe it or not, the basic principal is actually a left-over from the antique Victorian view of “If you have Sex, something bad will happen to you.” Something still promoted in today’s horror flicks, especially those featuring teens.
Erotic Horror takes it one step further with:
Sex = Death, and occasionally, Death = Sex.
Piotr Czerski (via azspot)