Firms, insurance companies, pension funds, and broadly speaking the international community focus already their engagement activities on environmental, social and governance (ESG) issues since it can create long-term shareholder value, by determining the future performance of markets. Indeed ESG...

Longevity risk constitutes an important risk factor for life insurance companies, and it can be managed through longevity-linked securities. The market of longevity-linked securities is at present far from being complete and does not allow finding a unique pricing measure. We propose a method to...

Intra-group transfers are risk management tools that are usually widely used to optimise the risk position of an insurance group. In this paper, it is shown that premium and liability transfers could be optimally made in such a way as to reduce the amount of Technical Provisions and Minimum...