A Theoretical Assessment on Optimal Asset Allocations in Insurance Industry

Bilel Jarraya () and Abdelfettah Bouri
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Abdelfettah Bouri: Professor, Roud Aeroport FSEG, Sfax3048, Tunisia

International Journal of Finance & Banking Studies, 2013, vol. 2, issue 4, 30-44

Abstract: 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 methodsin modeling asset and in choosing the optimal portfolio composition.

Keywords: Portfolio investment; Optimal asset allocation; Solvency; Expected return; Expected utility; Assets modeling; Risky assets; Risk free asset; Insurance companies (search for similar items in EconPapers)
Date: 2013
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Working Paper: A Theoretical Assessment on Optimal Asset Allocations in Insurance Industry (2013)
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