Optimal Asset Allocation in Life Insurance: The Impact of Regulation

Keyphrases

• Insurance Companies 100%
• Policyholders 100%
• Life Insurance 100%
• Optimal Asset Allocation 100%
• Regulation Impacts 100%
• Two-party 50%
• Regulatory Policy 50%
• Utility-based 50%
• Traffic Light System 50%
• Asset Allocation 50%
• Probability of Default 50%
• Insurance Contract 50%
• Riskiness 50%
• Contract Terms 50%
• Equity-linked Life Insurance Contracts 50%
• Solvency Capital Requirement 50%
• Optimal Insurance 50%

Economics, Econometrics and Finance

• Portfolio Selection 100%
• Life Insurance 100%
• Insurance Company 100%
• Capital Requirements 50%