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For health rules, please check the documentation here: https://docs.appdynamics.com/display/PRO41/Import+and+Export+Health+Rule+Configurations -- I don't see any docs on alerts or policies. @Erin do you?
Yes you can via the config exporter; HOWEVER, if your health rule references a specific BT that is not in the application you desire to copy them to, you'll first need to copy the BT's and ensure they are present or your health rules will error. If they do error, simply hover on 'ERROR' and you'll see exactly why.
Best of Luck,