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Investor Presentaiton

EEV Sensitivity: Dai-ichi Life Group (as of Mar-2016) Dai-ichi Life Holdings (billions of yen) Sensitivities (upper: change in value, lower: percentage) Value of Assumptions Adjusted net worth Value of in-force business New Business 492.3 50bp upward parallel shift in risk-free yield curve 11% (1,384.7) (30%) 1,877.1 40% 55.7 26% (348.5) 817.8 (1,166.3) (39.2) 50bp downward parallel shift in risk-free yield curve (8%) 18% (25%) (18%) (406.9) (400.9) (6.0) (0.6) 10% decline in equity and real estate values (9%) (9%) (0%) (0%) 241.4 0.0 241.3 17.9 10% decline in maintenance expenses 5% 0% 5% 8% 181.4 0.2 181.2 25.6 10% decline in surrender and lapse rate 4% 0% 4% 12% 5% decline in mortality and morbidity rate for life insurance products 202.6 2.1 200.5 10.0 4% 0% 4% 5% (26.9) (0.2) (26.7) (0.2) 5% decline in mortality and morbidity rate for annuities (1%) (0%) (1%) (0%) 80.5 3.4 77.0 4.2 Setting required capital at the statutory minimum level 2% 0% 2% 2% 25% increase in implied volatilities of equity and real estate values (35.2) 2.1 (37.4) (1.0) (1%) 0% (1%) (0%) (21.0) 0.1 (21.2) (0.6) 25% increase in implied volatilities of swaptions (0%) 0% (0%) (0%) Dai-ichi Life Group EEV 4,646.1 Please refer to "Disclosure of European Embedded Value as of March 2016" released on May 19, 2016 for details. 216.1 47
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