Why using shared_ptr in this boost SSL server example

I'm checking this SSL server example and wondering why using shared_ptr. It start with the following method (do_accept()) and continuously using auto self(shared_from_this()) in the session class to extend its lifespan between handlers.

Q: Is it possible to use a tcp::socket member inside session class and avoid shared_ptr? What modification must be applied?

void do_accept()
{
    acceptor_.async_accept(
        [this](const boost::system::error_code& error, tcp::socket socket)
        {
            if (!error)
            {
                std::make_shared<session>(std::move(socket), context_)->start();
            }

            do_accept();
        }
    );
}       

Inside session class:

void do_handshake()
{
    auto self(shared_from_this());
    socket_.async_handshake(boost::asio::ssl::stream_base::server, 
        [this, self](const boost::system::error_code& error)
        {
            if (!error)
            {
                do_read();
            }
        }
    );
}