A Theoretical Assessment on Optimal Asset Allocations in Insurance Industry
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- Jarraya, Bilel & Bouri, Abdelfettah, 2013. "A Theoretical Assessment on Optimal Asset Allocations in Insurance Industry," MPRA Paper 53534, University Library of Munich, Germany, revised 2013.
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More about this item
Keywords
Portfolio investment; Optimal asset allocation; Solvency; Expected return; Expected utility; Assets modeling; Risky assets; Risk free asset; Insurance companies;All these keywords.
JEL classification:
- G2 - Financial Economics - - Financial Institutions and Services
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- G29 - Financial Economics - - Financial Institutions and Services - - - Other
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