Optimal portfolios with sustainable assets: aspects for life insurers (Q6173884)

In the context of sustainable investment, the authors consider optimal portfolio decisions of a life insurer and suggest modeling approaches for the evolution of the demand and the sustainability ratings for sustainable assets. Various portfolio problems are solved under sustainability constraints explicitly and further research topics are suggested. As a special feature for a life insurer, the authors look at the role of the actuarial reserve fund and the annual declaration of its return.