I have this in an ActiveMQ config:
Just make a PKCS12 keystore, Java can use it directly now. In fact, if you list a Java-style keystore, keytool itself alerts you to the fact that PKCS12 is now the preferred format.
openssl pkcs12 -export -in server.crt -inkey server.key \
-out server.p12 -name [some-alias] \
-CAfile ca.crt -caname root -chain
You should have received all three files (server.crt, server.key, ca.crt) from your certificate provider. I am not sure what "-caname root" actually means, but it seems to have to be specified that way.
In the Java code, make sure to specify the right keystore type.
KeyStore.getInstance("PKCS12")
I got my comodo.com-issued SSL certificate working fine in NanoHTTPD this way.