Knut Kristian Aase
Knut Kristian Aase
Professor, NHH Norwegian School of Economics
Verified email at nhh.no
Title
Cited by
Cited by
Year
Economics of insurance
KH Borch, A Sandmo, KK Aase
Elsevier, 2014
4882014
Pricing of unit-linked life insurance policies
KK Aase, SA Persson
Scandinavian Actuarial Journal 1994 (1), 26-52, 1994
2051994
Contingent claims valuation when the security price is a combination of an Ito process and a random point process
KK Aase
Stochastic processes and their Applications 28 (2), 185-220, 1988
1911988
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
K Aase, B Øksendal, N Privault, J Ubøe
Finance and Stochastics 4 (4), 465-496, 2000
1812000
Optimum portfolio diversification in a general continuous-time model
KK Aase
Stochastic processes and their applications 18 (1), 81-98, 1984
1491984
Perspectives of risk sharing
KK Aase
Scandinavian Actuarial Journal 2002 (2), 73-128, 2002
1162002
An equilibrium model of catastrophe insurance futures and spreads
K Aase
The geneva papers on risk and insurance theory 24 (1), 69-96, 1999
1101999
Valuation of the minimum guaranteed return embedded in life insurance products
SA Persson, KK Aase
Journal of Risk and Insurance, 599-617, 1997
931997
Equilibrium in a reinsurance syndicate; existence, uniqueness and characterization
KK Aase
ASTIN Bulletin: The Journal of the IAA 23 (2), 185-211, 1993
741993
A Markov model for the pricing of catastrophe insurance futures and spreads
KK Aase
Journal of Risk and Insurance, 25-49, 2001
602001
Using the Donsker delta function to compute hedging strategies
K Aase, B Øksendal, J Ubøe
Potential Analysis 14 (4), 351-374, 2001
452001
Estimation in models for security prices
KK Aase, P Guttorp
Scandinavian Actuarial Journal 1987 (3-4), 211-224, 1987
451987
A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle
KK Aase
Mathematical Finance 3 (2), 65-84, 1993
371993
Dynamic equilibrium and the structure of premiums in a reinsurance market
KK Aase
The Geneva Papers on Risk and Insurance Theory 17 (2), 93-136, 1992
371992
Recursive estimation in non‐linear time series models of autoregressive type
KK Aase
Journal of the Royal Statistical Society: Series B (Methodological) 45 (2 …, 1983
341983
Premiums in a dynamic model of a reinsurance market
KK Aase
Scandinavian Actuarial Journal 1993 (2), 134-160, 1993
291993
Admissible investment strategies in continuous trading
KK Aase, B Øksendal
Stochastic Processes and their Applications 30 (2), 291-301, 1988
291988
On the St. Petersburg paradox
KK Aase
Scandinavian Actuarial Journal 2001 (1), 69-78, 2001
252001
Equilibrium pricing in the presence of cumulative dividends following a diffusion
KK Aase
Mathematical Finance 12 (3), 173-198, 2002
222002
The Nash bargaining solution vs. equilibrium in a reinsurance syndicate
KK Aase
Scandinavian Actuarial Journal 2009 (3), 219-238, 2009
212009
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