1. Bring 3 quarts of water to a boil in a large pot, and add the coarsely chopped onion, carrot, and bay leaf. Prepare an ice bath. Plunge the lobsters into the boiling water and cook for 2 minutes. Remove and submerge in the ice bath for 1 minute, then drain and set aside. Keep the lobster cooking liquid warm over low heat.
2. In a deep 10- to 12-inch skillet, combine the olive oil, finely chopped onion, and tomato paste and cook over medium heat until the onion is softened but not browned, 8 to 10 minutes. Add the rice and stir with a wooden spoon until toasted and opaque, 3 to 4 minutes. Add the wine, then add a 4- to 6-ounce ladleful of the lobster cooking liquid and cook, stirring constantly, until the liquid is absorbed. Continue stirring and adding the liquid a ladleful at a time, waiting until the liquid is absorbed each time before adding more, for 15 minutes.
3. Meanwhile, remove the lobster meat from the shell, leaving the claws whole, and chop the tail into 1-inch pieces. Toss the lobster into the rice and continue cooking until the rice is tender and creamy but still al dente, about 2 minutes. Season with salt and pepper.
4. Remove from the heat, add the butter and parsley, and stir vigorously. Divide the risotto among four warmed plates and serve immediately.