Updated!
Thanks to Felix for pointing out a flaw in my existing solution (3 years after I originally posted it, hehe). After looking at it again, I think this might be correct. Here I'm getting (1) the customers and limits with matching categories, plus the number of matching categories, (2) the number of categories per customer, (3) the number of categories per limit, (4) I then ensure the number of categories for customer and limits is the same as the number of the matches between the customers and limits:
UNTESTED!
select
matches.name,
matches.limit
from (
select
c.name,
c.customerId,
l.limit,
l.limitId,
count(*) over(partition by cc.customerId, lc.limitId) as matchCount
from tblCustomer c
join tblCustomerCategory cc on c.customerId = cc.customerId
join tblLimitCategory lc on cc.categoryId = lc.categoryId
join tblLimit l on lc.limitId = l.limitId
) as matches
join (
select
cc.customerId,
count(*) as categoryCount
from tblCustomerCategory cc
group by cc.customerId
) as customerCategories
on matches.customerId = customerCategories.customerId
join (
select
lc.limitId,
count(*) as categoryCount
from tblLimitCategory lc
group by lc.limitId
) as limitCategories
on matches.limitId = limitCategories.limitId
where matches.matchCount = customerCategories.categoryCount
and matches.matchCount = limitCategories.categoryCount