Aase, Knut K., 1948-
Aase, Knut Kristian
Aase, Knut K.
Knut Aase Norwegian economist
Aase, Knut Kristian 1948-....
VIAF ID: 50376008 ( Personal )
Permalink: http://viaf.org/viaf/50376008
Preferred Forms
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- 100 1 _ ‡a Aase, Knut K.
- 100 1 _ ‡a Aase, Knut K.
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- 100 1 _ ‡a Aase, Knut Kristian (sparse)
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- 100 1 0 ‡a Aase, Knut Kristian
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- 100 1 _ ‡a Aase, Knut Kristian
- 100 0 _ ‡a Knut Aase ‡c Norwegian economist
4xx's: Alternate Name Forms (18)
Works
Title | Sources |
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Accumulated claims and collective risk in insurance : higher order asymptotic approximations | |
Admissible investment strategies in continuous trading | |
American derivatives - a review | |
An anticipative linear filtering equation | |
Anvendt sannsynlighetsteori : forsikringsmatematikk | |
Area yield futures and options : risk management, and a pricing model for yield contracts | |
Best equivariant estimators in two-sample scale problems / by Knut Kristian Aase | |
Beyond the local mean-variance analysis in continuous time. The problem of non-normality | |
Captives : bruk av captives i petroleumsvirksomheten | |
Catastrophe insurance futures contracts | |
Contingent claims valuation when the security price is a combination of an Ito process and a random point process | |
Continuous trading in an exchange economy under discontinuous dynamics | |
Economics of insurance | |
An equilibrium approach to derivate securities : stochastic volatility and survival | |
Equilibrium in marine mutual insurance markets with convex operating costs | |
The equity premium in a production economy : a new perspective involving recursive utility | |
Estimation of models for security prices | |
Heterogeniety and limited stock market participation | |
Insider trading with partially informed traders | |
The investment horizon problem : a resolution | |
A jump/diffusion consumption-based capital asset pricing model and the equity premium puzzle | |
Jump dynamics : the equity premium and the risk-free rate puzzles | |
The life and career of Karl H. Borch | |
Life insurance and pension contracts I: the time addictive life cycle model | |
The long term equilibrium interest rate and risk premiums under uncertainty | |
A model for loss of profits insurance | |
Model reference adaptive systems with decreasing adaptation gain : continuous model / by Knut Kristian Aase | |
The Nash bargaining solution vs. equilibrium in a reinsurance syndicate | |
Negative volatility and the survival of the western financial markets | |
New econ for life actuaries | |
A new equilibrium asset pricing model based on Lévy processes | |
A new method for valuing underwriting agreements for rights issues | |
On the consistency of the Lucas pricing formula | |
Optimum portfolio diversification in a general continuous-time model | |
Pareto optimal insurance policies in the presence of administrative costs | |
The perpetual American put option for jump-diffusions with applications | |
Perspectives of risk sharing | |
Pooling in insurance | |
Premiums in a dynamic model of a reinsurance market | |
Pricing of risks in a pure exchange economy | |
Probabilistic solutions of option pricing and corporate security valuation | |
R&D projects analyzed by semimartingale methods | |
Recursive estimation in time series models, 1979 | |
Recursive utility and jump-diffusions | |
Recursive utility with dependence on past consumption; the continuous-time model | |
Representation of preferences á la Savage with a general probability measure | |
Ruin problems and myopic portfolio optimization in continuous trading | |
The St. Petersburg paradox | |
Stochastic control of geometric processes | |
Strategic insider trading equilibrium : a forward integration approach | |
Using option pricing theory to infer about equity premiums | |
Valuation of the minimum guaranteed return embedded in life insurance products | |
The values of insurance companies under different uncertain portfolios | |
Wealth effects on demand for insurance | |
What puzzles? : new insights in asset pricing |