A Theoretical Assessment on Optimal Asset Allocations in Insurance Industry

Download or read book A Theoretical Assessment on Optimal Asset Allocations in Insurance Industry written by Bilel Jarraya and published by . This book was released on 2019 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.