Knut Kristian Aase
Names
| first: |
Knut |
| middle: |
Kristian |
| last: |
Aase |
Identifer
Contact
Affiliations
-
Norges Handelshøyskole (NHH)
/ Institutt for foretaksøkonomi
Research profile
author of:
- Strategic Insider Trading Equilibrium with a Non-fiduciary Market Maker (RePEc:arx:papers:1908.08777)
by Knut Aase & Bernt {O}ksendal - A Pricing Model for Quantity Contracts (RePEc:bla:jrinsu:v:71:y:2004:i:4:p:617-642)
by Knut K. Aase - Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs (RePEc:bla:jrinsu:v:74:y:2007:i:1:p:239-268)
by Knut K. Aase - Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion (RePEc:bla:mathfi:v:12:y:2002:i:3:p:173-198)
by Knut K. Aase - On The Consistency Of The Lucas Pricing Formula (RePEc:bla:mathfi:v:18:y:2008:i:2:p:293-303)
by Knut K. Aase - A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle (RePEc:bla:mathfi:v:3:y:1993:i:2:p:65-84)
by Knut K. Aase - Model reference adaptive systems applied to regression analyses (RePEc:bla:stanee:v:35:y:1981:i:3:p:129-155)
by Knut Kristian Aase - The perpetual American put option for jump-diffusions with applications (RePEc:cdl:anderf:qt31g898nz)
by Aase, Knut K - Using Option Pricing Theory to Infer About Historical Equity Premiums (RePEc:cdl:anderf:qt3dd602j5)
by Aase, Knut K - Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs (RePEc:cdl:anderf:qt4699p9q5)
by Aase, Knut K - On the Consistency of the Lucas Pricing Formula (RePEc:cdl:anderf:qt6gk6b0xw)
by Aase, Knut K - Equilibrium in a Reinsurance Syndicate; Existence, Uniqueness and Characterization (RePEc:cup:astinb:v:23:y:1993:i:02:p:185-211_01)
by Aase, Knut K. - New Econ for Life Actuaries (RePEc:cup:astinb:v:33:y:2003:i:02:p:117-122_01)
by Aase, Knut K. & Persson, Svein-Arne - Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate (RePEc:cup:astinb:v:40:y:2010:i:02:p:491-517_00)
by Aase, Knut K. - Life Insurance And Pension Contracts I: The Time Additive Life Cycle Model (RePEc:cup:astinb:v:45:y:2015:i:01:p:1-47_00)
by Aase, Knut K. - Life Insurance And Pension Contracts Ii: The Life Cycle Model With Recursive Utility (RePEc:cup:astinb:v:46:y:2016:i:01:p:71-102_00)
by Aase, Knut K. - An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis (RePEc:eee:insuma:v:27:y:2000:i:3:p:345-363)
by Aase, Knut K. - A new method for valuing underwriting agreements for rights issues (RePEc:eee:insuma:v:7:y:1988:i:3:p:175-184)
by Aase, Knut K. - Preface (RePEc:eee:scaman:v:9:y:1993:i:supplement1:p:s1-s1)
by Aase, Knut K. & Berglund, Tom & Jennergren, L. Peter & Nielsen, Jörgen Aase & Näslund, Bertil - Continuous trading in an exchange economy under discontinuous dynamics: A resolution of the equity premium puzzle (RePEc:eee:scaman:v:9:y:1993:i:supplement1:p:s3-s28)
by Aase, Knut K. - Optimum portfolio diversification in a general continuous-time model (RePEc:eee:spapps:v:18:y:1984:i:1:p:81-98)
by Aase, Knut Kristian - Ruin problems and myopic portfolio optimization in continuous trading (RePEc:eee:spapps:v:21:y:1986:i:2:p:213-227)
by Aase, Knut Kristian - Contingent claims valuation when the security price is a combination of an Ito process and a random point process (RePEc:eee:spapps:v:28:y:1988:i:2:p:185-220)
by Aase, Knut K. - Admissible investment strategies in continuous trading (RePEc:eee:spapps:v:30:y:1988:i:2:p:291-301)
by Aase, Knut K. & Øksendal, Bernt - The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund (RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:425-:d:629686)
by Knut K. Aase & Petter Bjerksund - Optimal Risk Sharing in Society (RePEc:gam:jmathe:v:10:y:2022:i:1:p:161-:d:718278)
by Knut K. Aase - Optimal Insurance Policies in the Presence of Costs (RePEc:gam:jrisks:v:5:y:2017:i:3:p:46-:d:111025)
by Knut K. Aase - Negative volatility and the Survival of Western Financial Markets (RePEc:hhs:nhhfms:2004_005)
by Aase, Knut K. - Jump Dynamics: The Equity Premium and the Risk-Free Rate Puzzles (RePEc:hhs:nhhfms:2004_012)
by Aase, Knut K. - The perpetual American put option for jump-diffusions: Implications for equity premiums (RePEc:hhs:nhhfms:2004_019)
by Aase, Knut K. - On the Consistency of the Lucas Pricing Formula (RePEc:hhs:nhhfms:2005_009)
by Aase, Knut K. - Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs (RePEc:hhs:nhhfms:2005_010)
by Aase, Knut K. - Using Option Pricing Theory to Infer About Equity Premiums (RePEc:hhs:nhhfms:2005_011)
by Aase, Knut K. - The perpetual American put option for jump-diffusions with applications (RePEc:hhs:nhhfms:2005_012)
by Aase, Knut K. - Optimal Risk-Sharing and Deductables in Insurance (RePEc:hhs:nhhfms:2006_024)
by Aase, Knut K. - Wealth Effects on Demand for Insurance (RePEc:hhs:nhhfms:2007_006)
by Aase, Knut K. - Strategic Insider Trading Equilibrium: A Forward Integration Approach (RePEc:hhs:nhhfms:2007_024)
by Aase, Knut K. & Bjuland, Terje & Øksendal, Bernt - The Nash Bargaining Solution vs. Equilibrium in a Reinsurance Syndicate (RePEc:hhs:nhhfms:2008_005)
by Aase, Knut K. - Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate (RePEc:hhs:nhhfms:2008_013)
by Aase, Knut K. - The investment horizon problem: A resolution (RePEc:hhs:nhhfms:2009_007)
by Aase, Knut K. - Pareto Optimal Insurance Policies in the Presence of Administrative Costs (RePEc:hhs:nhhfms:2010_007)
by Aase, Knut K. - An anticipative linear filtering equation (RePEc:hhs:nhhfms:2010_008)
by Aase, Knut K. & Bjuland, Terje & Øksendal, Bernt - Strategic Insider Trading Equilibrium: A Filter Theory Approach (RePEc:hhs:nhhfms:2010_009)
by Aase, Knut K. & Bjuland, Terje & Øksendal, Bernt - The equity premium and the risk free rate in a production economy. A new perspective (RePEc:hhs:nhhfms:2011_002)
by Aase, Knut K. - The long term equilibrium interest rate and risk premiums under uncertainty (RePEc:hhs:nhhfms:2011_004)
by Aase, Knut K. - Long Dated Life Insurance and Pension Contracts (RePEc:hhs:nhhfms:2011_010)
by Aase, Knut K. - Insider trading with partially informed traders (RePEc:hhs:nhhfms:2011_021)
by Aase, Knut K. & Bjuland, Terje & Øksendal, Bernt - What Puzzles? New insights in asset pricing (RePEc:hhs:nhhfms:2012_013)
by Aase, Knut K. - Recursive utility and disappearing puzzles for continuous-time models (RePEc:hhs:nhhfms:2013_002)
by Aase, Knut K. - Recursive utility and the equity premium puzzle: A discrete-time approach (RePEc:hhs:nhhfms:2013_003)
by Aase, Knut K. - Recursive utility using the stochastic maximum principle (RePEc:hhs:nhhfms:2014_003)
by Aase, Knut K. - Heterogeneity and limited stock market Participation (RePEc:hhs:nhhfms:2014_005)
by Aase, Knut K. - Recursive utility and jump-diffusions (RePEc:hhs:nhhfms:2014_009)
by Aase, Knut K. - Life Insurance and Pension Contracts I: The Time Additive Life Cycle Model (RePEc:hhs:nhhfms:2014_013)
by Aase, Knut K. - The Life Cycle Model with Recursive Utility: New insights on optimal consumption (RePEc:hhs:nhhfms:2014_019)
by Aase, Knut K. - Recursive utility and jump-diffusions (RePEc:hhs:nhhfms:2015_006)
by Aase, Knut K. - Beyond the local mean-variance analysis in continuous time: The problem of non-normality (RePEc:hhs:nhhfms:2015_011)
by Aase, Knut K. & Lillestøl, Jostein - The equity premium in a production economy; A new perspective involving recursive utility (RePEc:hhs:nhhfms:2015_015)
by Aase, Knut K. - Insider trading with non-fiduciary market makers (RePEc:hhs:nhhfms:2016_008)
by Aase, Knut K. & Gjesdal, Frøystein - Strategic Insider Trading Equilibrium with a non-fiduciary market maker (RePEc:hhs:nhhfms:2019_002)
by Aase, Knut K. & Øksendal, Bernt - Strategic Insider Trading in Continuous Time: A New Approach (RePEc:hhs:nhhfms:2019_003)
by Aase, Knut K. & Øksendal, Bernt - The optimal extraction rate versus the expected real return of a sovereign wealth fund: Some simulations (RePEc:hhs:nhhfms:2019_007)
by Aase, Knut K. & Bjerksund, Petter - Elements of economics of uncertainty and time with recursive utility (RePEc:hhs:nhhfms:2020_013)
by Aase, Knut K. - The optimal spending rate versus the expected real return of a sovereign wealth fund (RePEc:hhs:nhhfms:2021_001)
by Aase, Knut K. & Bjerksund, Petter - Optimal Risk Sharing in Society (RePEc:hhs:nhhfms:2021_010)
by Aase, Knut K. - Optimal spending of a wealth fund in the discrete time life cycle model (RePEc:hhs:nhhfms:2023_007)
by Aase, Knut K. - Intuitive probability of non-intuitive events (RePEc:hhs:nhhfms:2023_015)
by Aase, Knut K. - Optimal risk sharing with translation invariant recursive utility for jump-diffusions (RePEc:hhs:nhhfms:2025_005)
by Aase, Knut K. - Recursive utility and jump-diffusions (RePEc:hhs:nhhfms:2025_006)
by Aase, Knut K. - Optimal Insurance Policies and Saving in a Temporal World (RePEc:hhs:nhhfms:2025_007)
by Aase, Knut K. - Pareto Optimal Insurance Policies: Kinks with or without frictions (RePEc:hhs:nhhfms:2025_008)
by Aase, Knut K. - The economics of risk sharing in discrete time with translation invariant recursive utility (RePEc:hhs:nhhfms:2025_015)
by Aase, Knut K. - Optimal risk sharing with translation invariant recursive utility in continuous time (RePEc:hhs:nhhfms:2025_016)
by Aase, Knut K. - Unemployment Insurance and Incentives (RePEc:pal:genrir:v:15:y:1990:i:2:p:141-157)
by Knut K. Aase - Dynamic Equilibrium and the Structure of Premiums in a Reinsurance Market (RePEc:pal:genrir:v:17:y:1992:i:2:p:93-136)
by Knut K. Aase - The Values of Insurance Companies Under Different Uncertain Portfolios (RePEc:pal:genrir:v:21:y:1996:i:2:p:147-158)
by Knut K. Aase & Isaac Meilijson - An Equilibrium Model of Catastrophe Insurance Futures and Spreads (RePEc:pal:genrir:v:24:y:1999:i:1:p:69-96)
by Knut Aase - Representative Agent Pricing of Financial Assets Based on Lévy Processes with Normal Inverse Gaussian Marginals (RePEc:spr:annopr:v:114:y:2002:i:1:p:15-31:10.1023/a:1021093615674)
by Knut Aase - White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance (RePEc:spr:finsto:v:4:y:2000:i:4:p:465-496)
by Jan Ubøe & Bernt Øksendal & Knut Aase & Nicolas Privault - On the St. Petersburg Paradox (RePEc:taf:sactxx:v:2001:y:2001:i:1:p:69-78)
by Knut Aase - Perspectives of Risk Sharing (RePEc:taf:sactxx:v:2002:y:2002:i:2:p:73-128)
by Knut Aase - The Nash bargaining solution vs. equilibrium in a reinsurance syndicate (RePEc:taf:sactxx:v:2009:y:2009:i:3:p:219-238)
by Knut Aase - Recursive utility using the stochastic maximum principle (RePEc:wly:quante:v:7:y:2016:i:3:p:859-887)
by Knut K. Aase - Empirical Tests of Models of Catastrophe Insurance Futures (RePEc:wop:pennin:96-18)
by Knut Aase & Bernt-Arne Ødegaard - Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products (RePEc:wop:pennin:96-20)
by Knut Aase & Svein-Arne Persson