Insurer Optimal Asset Allocation in a Small and Closed Economy: The Case of Iran’s Social Security Organization

Elaheh Esfandi, Mir Hossein Mousavi, Rassam Moshrefi and Babak Farhang-Moghaddam
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Elaheh Esfandi: Department of Economics, Alzahra University
Mir Hossein Mousavi: Department of Economics, Alzahra University
Rassam Moshrefi: Department of Economics, Faculty of Economics and Political Science, Shahid Beheshti University
Babak Farhang-Moghaddam: Economics and Systems Department, Institute for Management and Planning Studies

Journal of Money and Economy, 2020, vol. 15, issue 4, 445-461

Abstract: We seek to determine the optimal amount of the insurer’s investment in all types of assets for a small and closed economy. The goal is to detect the implications and contributions the risk seeker and risk aversion insurer commonly make and the effectiveness in the investment decision. Also, finding the optimum

Keywords: ALM; Portfolio; Optimization; Insurer; Decision-Making; Financial Market (search for similar items in EconPapers)
Date: 2020
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