Creating Windows application installer in Mac OS with embedded JRE

I have an executable Jar file which is runnable on both Mac and Windows. I want to create an Installer with embedded JRE for windows. I mean the installer application should be either one '.exe' or '.msi' file. Since our development environment is on Mac OS, I want to find a Windows installer maker which works inside Mac. Then, I am able to integrate it to our scripts.

What I have done so far:

I've used 'launch4j'. I managed to create a '.exe' installer of our application with nice integration with our 'ant' scripts. But, the problem is that the embedded JRE is not located inside '.exe' file. It's beside the file. I want to have only one installer file.

What I have thought so far:

There are 2 options if I am right:

Find another solution instead of 'launch4j' with nicer installer making with real embedded JRE.
Try to find an Windows installer maker for Mac OS to combine the output of the 'lanuch4j' with the neighboring JRE and build one exe/msi file.

Actually, I couldn't find any solution to make all this happen in Mac OS.

Solution

I am not aware of any other installer maker for Windows that can run on Mac OS. What you could do is to setup a VM for Windows that runs on your Mac OS, and in that VM use a tool like Advanced Installer. It has a tutorial that shows you how to build such an installer: http://www.advancedinstaller.com/user-guide/tutorial-java.html