Longevity risk and determination of capital requirements: work in progress.

Summary The present work is a follow-up to the doctoral thesis prepared in the Actuarial and Financial Sciences laboratory (SAF) of the University of Lyon 1 and defended on November 20, 2006 on the theme of the technical management of a life annuity plan: identification and measurement of risks, asset allocation, actuarial monitoring. He presents work on longevity risk and the determination of capital requirements in the context of Solvency 2.