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This paper analyzes how Value at Risk (VaR), a risk measure, can be used to calculate contributions to a life insurance guaranty fund. The paper shows that this measure can be a first step towards taking risk and solidity into account when determining how much each insurer should contribute to the guaranty fund. VaR focuses on the tail of the distribution and is therefore particularly well suited to take the shortfall risk of the guaranty fund into account.

Risk-Based Pre-Funding of Guaranty Funds in Life Insurance