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2021
1 Aase, Knut Kristian; Bjerksund, Petter.
The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund. Journal of Risk and Financial Management 2021
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2019
2 Aase, Knut Kristian.
On a Theory that Supports Stable Pensions. I: Risk and Stochastics - Ragnar Norberg. World Scientific 2019 ISBN 978-1-78634-194-5. s. 69-97
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2017
3 Aase, Knut Kristian.
Economics of Uncertainty and Time: Optimal Consumption and Portfolio Choice with Recursive Utility. I: Finance in Society: An Anthology in Honour of Thore Johnsen. Cappelen Damm Akademisk 2017 ISBN 978-82-02-51610-9. s. 212-251
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4 Aase, Knut Kristian.
Optimal Insurance Policies in the Presence of Costs. Risks 2017 ;Volum 5.(3) s. -
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5 Aase, Knut Kristian.
Risikopremier, realrenten og optimal konsum og porteføljeteori: Hva er problemet?. Magma - Tidsskrift for økonomi og ledelse 2017 ;Volum 20.(3) s. 86-96
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6 Aase, Knut Kristian.
The investment horizon problem: a possible resolution. Stochastics: An International Journal of Probability and Stochastic Processes 2017 ;Volum 89.(1) Suppl. festschrift s. 115-141
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2016
7 Aase, Knut Kristian.
Recursive utility using the stochastic maximum principle. Quantitative Economics 2016 ;Volum 7.(3) s. 859-887
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2015
8 Aase, Knut Kristian.
Elements of Economics of Uncertainty and Time with Recursive Utility. I: Wiley StatsRef: Statistics Reference Online. John Wiley & Sons 2015 ISBN 9781118445112. s. -
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9 Aase, Knut Kristian.
Life insurance and pension contracts II: the life cycle model with recursive utility. ASTIN Bulletin: The Journal of the International Actuarial Association 2015 ;Volum 46.(1) s. 71-102
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10 Aase, Knut Kristian.
Pooling in Insurance. I: Wiley StatsRef: Statistics Reference Online. John Wiley & Sons 2015 ISBN 9781118445112. s. 1-8
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2014
11 Aase, Knut Kristian.
Life insurance and pension contracts I: The time additive life cycle model. ASTIN Bulletin: The Journal of the International Actuarial Association 2014 ;Volum 45.(1) s. 1-47
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2012
12 Aase, Knut; Bjuland, Terje; Øksendal, Bernt.
Partially informed noise traders. Mathematics and Financial Economics 2012 ;Volum 6.(2) s. 93-104
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13 Aase, Knut; Bjuland, Terje; Øksendal, Bernt.
Strategic insider trading equilibrium: A filter theory approach. Afrika Matematika 2012 ;Volum 23.(2) s. 145-162
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2011
14 Aase, Knut Kristian; Bjuland, Terje; Øksendal, Bernt.
An anticipative linear filtering equation. Systems & control letters (Print) 2011 ;Volum 60.(7) s. 468-471
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15 Aase, Knut Kristian; Bjuland, Terje; Øksendal, Bernt.
Insider trading with partially informed traders. Preprint series (Universitetet i Oslo. Matematisk institutt) 2011 (16) s. -
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16 Øksendal, Bernt; Aase, Knut; Bjuland, Terje.
Strategic insider trading equilibrium: A filter theory approach. Afrika Matematika 2011 ;Volum 23.(2) s. 145-162
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2010
17 Aase, Knut.
Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate. ASTIN Bulletin: The Journal of the International Actuarial Association 2010 ;Volum 40.(2) s. 491-517
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18 Aase, Knut.
The Perpetual American Put Option for Jump-Diffusions. Energy Systems 2010 s. 493-507
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19 Aase, Knut.
The perpetual American put option for jump-diffusions. I: Energy, natural resources and environmental economics. Springer 2010 ISBN 978-3-642-12066-4. s. 493-507
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2009
20 Aase, Knut.
The Nash bargaining solution vs. equilibrium in a reinsurance syndicate. Scandinavian Actuarial Journal 2009 ;Volum 2009.(3) s. 219-238
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2008
21 Aase, Knut K..
On the consistency of the lucas pricing formula. Mathematical Finance 2008 ;Volum 18.(2) s. 293-303
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2007
22 Aase, Knut K..
Catastrophe and Financial Economics (Interviewed by Espen Gaarder Haug on this topic). I: Derivatives Models on Models (Espen Gaarder Haug). IEEE Press 2007 s. 238-239
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23 Aase, Knut K..
Negative Volatility and the Survival of the Western Financial Markets. I: Derivatives Models on Models (Espen Gaarder Haug). IEEE Press 2007 s. 239-244
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24 Aase, Knut.
Equilibrium in marine mutual insurance markets with convex operating costs. Journal of Risk and Insurance 2007 ;Volum 74.(1) s. 239-268
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2004
25 Aase, Knut K..
A pricing model for quantity contracts. Journal of Risk and Insurance 2004 ;Volum 71.(4) s. 617-642
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26 Aase, Knut K..
Financial Economics. I: Encyclopedia of Actuarial Science. John Wiley & Sons 2004 s. 676-685
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27 Aase, Knut K..
Negative Volatility and the Survival of the Western Financial Markets. Wilmott Magazine 2004 (July) s. 64-67
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28 Aase, Knut K..
Optimal Risk Sharing. I: Encyclopedia of Actuarial Science. John Wiley & Sons 2004 s. 1212-1215
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29 Aase, Knut K..
Pooling in Insurance. I: Encyclopedia of Actuarial Science. John Wiley & Sons 2004 s. 1308-1311
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30 Aase, Knut K..
The Life and Career of Karl H. Borch. I: Encyclopedia of Actuarial Science. John Wiley & Sons 2004 s. 191-195
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2003
31 Persson, Svein-Arne; Aase, Knut K..
New Econ for Life Actuaries. ASTIN Bulletin: The Journal of the International Actuarial Association 2003 ;Volum 33.(2) s. 117-122
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2002
32 Aase, Knut K..
Equilibrium pricing in the presence of cumulative dividends following a diffusion. Mathematical Finance 2002 ;Volum 12.(3) s. 173-198
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33 Aase, Knut K..
Perspectives of risk sharing. Scandinavian Actuarial Journal 2002 ;Volum 2002.(2) s. 73-128
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34 Aase, Knut K..
Representative Agent Pricing of Financial Assets Based on Lévy Processes with Normal Inverse Gaussian Marginals. Annals of Operations Research 2002 ;Volum 114.(1) s. 15-31
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2001
35 Aase, Knut K.; Øksendal, Bernt; Ubøe, Jan.
Using the Donsker Delta Function to Compute Hedging Strategies. Potential Analysis 2001 ;Volum 14.(4) s. 351-374
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36 Aase, Knut Kristian.
A Markov Model for the Pricing of Catastrophe Insurance Futures and Spreads. Journal of Risk and Insurance 2001 ;Volum 68.(1) s. 25-49
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37 Aase, Knut Kristian.
On the St. Petersburg Paradox. Scandinavian Actuarial Journal 2001 ;Volum 2001.(1) s. 69-78
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2000
38 Aase, Knut K..
An Equilibrium asset pricing model based on Lévy processes: Relations to stochastic volatility, and the survival hypothesis. Insurance, Mathematics & Economics 2000 ;Volum 27.(3) s. 345-363
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39 Aase, Knut K.; Dahiya, Shri Bhagwan.
American Derivatives: A Continuous-Time Model. I: The Current State of Business Disciplines. Volume 3: Finance. Rothak, India: Spellbound Publications Pvt.Ltd. 2000 s. 1019-1038
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40 Aase, Knut Kristian; Øksendal, Bernt; Privault, Nicolas; Ubøe, Jan.
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance. Finance and Stochastics 2000 ;Volum 4.(4) s. 465-498
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1999
41 Aase, Knut K..
An Equilibrium Model of Catastrophe Insurance Futures and Spreads. The Geneva Papers on Risk and Insurance Theory 1999 ;Volum 24.(1) s. 69-96
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1997
42 Aase, Knut K.; Persson, Svein-Arne.
Valuation of the minimum guaranteed return embedded in life insurance products. Journal of Risk and Insurance 1997 ;Volum 64.(4) s. 599-617
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1994
43 Aase, Knut Kristian; Persson, Svein Arne.
Pricing of Unit-linked Life Insurance Policies. Scandinavian Actuarial Journal 1994 ;Volum 1994.(1) s. 26-52
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1993
44 Aase, Knut Kristian.
A Jump/Diffusion Consumption-Based Capital Asset Pricing Model and the Equity Premium Puzzle. Mathematical Finance 1993 ;Volum 3.(2) s. 65-84
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45 Aase, Knut Kristian.
Continuous trading in an exchange economy under discontinuous dynamics: A resolution of the equity premium puzzle. Scandinavian Journal of Management 1993 ;Volum 9.(1) s. S23-S28
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46 Aase, Knut Kristian.
Equilibrium in a Reinsurance Syndicate; Existence, Uniqueness and Characterization. ASTIN Bulletin: The Journal of the International Actuarial Association 1993 ;Volum 23.(2) s. 185-211
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47 Aase, Knut Kristian.
Premiums in a dynamic model of a reinsurance market. Scandinavian Actuarial Journal 1993 ;Volum 1993.(2) s. 134-160
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1992
48 Aase, Knut Kristian.
Dynamic Equilibrium and the Structure of Premiums in a Reinsurance Market. The Geneva Papers on Risk and Insurance Theory 1992 ;Volum 17.(2) s. 93-136
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1990
49 Aase, Knut Kristian.
Unemployment Insurance and Incentives. The Geneva Papers on Risk and Insurance Theory 1990 ;Volum 15.(2) s. 141-157
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1987
50 Aase, Knut Kristian.
Stochastic Control of Geometric Processes. Journal of Applied Probability 1987 ;Volum 24.(1) s. 97-104
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