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A Theoretical Assessment on Optimal Asset Allocations in Insurance Industry

International Journal of Finance & Banking Studies

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Field Value
 
Title A Theoretical Assessment on Optimal Asset Allocations in Insurance Industry
 
Creator Jarraya, Bilel
Abdelfettah, Bouri
 
Subject Finance; Insurance industry
Portfolio investment; Optimal asset allocation; Solvency; Expected return; Expected utility; Assets modeling; Risky assets; Risk free asset; Insurance companies.
 
Description In recent years the financial markets known a rapid development and become more and more complex. So, many regulatory requirements, focused on banks as well as insurance sector, have been developed. These regulatory are concentrated essentially on business risk control and required capital to cover risks. These requirements have influenced the asset allocation issue in insurance industry. These requirements have influenced the asset allocation issue in insurance industry. This section is interested by this issue. In first time it highlights some research works in this issue. Then we will investigate the relation between Solvency and optimal asset allocation. Finally we will explore the principal used methods in modeling asset and in choosing the optimal portfolio composition.
 
Publisher SSBFNET
 
Contributor —
 
Date 2013-10-22
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://www.ssbfnet.com/ojs/index.php/ijfbs/article/view/150
 
Source International Journal of Finance & Banking Studies (ISSN: 2147- 4486); Vol 2, No 4 (2013): October; 30-44
2147-4486
 
Language eng
 
Relation http://www.ssbfnet.com/ojs/index.php/ijfbs/article/view/150/359