Knut Kristian Aase
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first: 
Knut 
middle: 
Kristian 
last: 
Aase 
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Affiliations

Norges Handelshøyskole (NHH)
→ Institutt for foretaksøkonomi
Research profile
author of:

On the Consistency of the Lucas Pricing Formula
by Aase, Knut K.

Optimum portfolio diversification in a general continuoustime model
by Aase, Knut Kristian

Pareto Optimal Insurance Policies in the Presence of Administrative Costs
by Aase, Knut K.

Optimal RiskSharing and Deductables in Insurance
by Aase, Knut K.

The perpetual American put option for jumpdiffusions: Implications for equity premiums
by Aase, Knut K.

Recursive utility and the equity premium puzzle: A discretetime approach
by Aase, Knut K.

Preface
by Aase, Knut K. & Berglund, Tom & Jennergren, L. Peter & Nielsen, Jörgen Aase & Näslund, Bertil

White noise generalizations of the ClarkHaussmannOcone theorem with application to mathematical finance
by Jan Ubøe & Bernt Øksendal & Knut Aase & Nicolas Privault

On the Consistency of the Lucas Pricing Formula
by Aase, Knut K.

The perpetual American put option for jumpdiffusions with applications
by Aase, Knut K.

ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA
by Knut K. Aase

"The perpetual American put option for jumpdiffusions with applications"
by Aase, Knut K.

Recursive utility and jumpdiffusions
by Aase, Knut K.

Recursive utility and disappearing puzzles for continuoustime models
by Aase, Knut K.

Negative volatility and the Survival of Western Financial Markets
by Aase, Knut K.

Jump Dynamics: The Equity Premium and the RiskFree Rate Puzzles
by Aase, Knut K.

The Nash Bargaining Solution vs. Equilibrium in a Reinsurance Syndicate
by Aase, Knut K.

Life Insurance and Pension Contracts I: The Time Additive Life Cycle Model
by Aase, Knut K.

Long Dated Life Insurance and Pension Contracts
by Aase, Knut K.

The long term equilibrium interest rate and risk premiums under uncertainty
by Aase, Knut K.

The investment horizon problem: A resolution
by Aase, Knut K.

Recursive utility using the stochastic maximum principle
by Aase, Knut K.

Ruin problems and myopic portfolio optimization in continuous trading
by Aase, Knut Kristian

What Puzzles? New insights in asset pricing
by Aase, Knut K.

Wealth Effects on Demand for Insurance
by Aase, Knut K.

Using Option Pricing Theory to Infer About Historical Equity Premiums
by Aase, Knut K.

Strategic Insider Trading Equilibrium: A Filter Theory Approach
by Aase, Knut K. & Bjuland, Terje & Øksendal, Bernt

Insider trading with partially informed traders
by Aase, Knut K. & Bjuland, Terje & Øksendal, Bernt

Heterogeneity and limited stock market Participation
by Aase, Knut K.

Unemployment Insurance and Incentives
by Knut K. Aase

Strategic Insider Trading Equilibrium: A Forward Integration Approach
by Aase, Knut K. & Bjuland, Terje & Øksendal, Bernt

Using Option Pricing Theory to Infer About Equity Premiums
by Aase, Knut K.

Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate
by Aase, Knut K.

The Values of Insurance Companies Under Different Uncertain Portfolios
by Knut K. Aase & Isaac Meilijson

Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products
by Knut Aase & SveinArne Persson

Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs
by Aase, Knut K.

Admissible investment strategies in continuous trading
by Aase, Knut K. & Øksendal, Bernt

Contingent claims valuation when the security price is a combination of an Ito process and a random point process
by Aase, Knut K.

A new method for valuing underwriting agreements for rights issues
by Aase, Knut K.

A Pricing Model for Quantity Contracts
by Knut K. Aase

Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs
by Knut K. Aase

Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs
by Aase, Knut K.

An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis
by Aase, Knut K.

The equity premium and the risk free rate in a production economy. A new perspective
by Aase, Knut K.

A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle
by Knut K. Aase

Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion
by Knut K. Aase

An Equilibrium Model of Catastrophe Insurance Futures and Spreads
by Knut Aase

An anticipative linear filtering equation
by Aase, Knut K. & Bjuland, Terje & Øksendal, Bernt

Dynamic Equilibrium and the Structure of Premiums in a Reinsurance Market
by Knut K. Aase

Empirical Tests of Models of Catastrophe Insurance Futures
by Knut Aase & BerntArne Ødegaard

Continuous trading in an exchange economy under discontinuous dynamics: A resolution of the equity premium puzzle
by Aase, Knut K.

Beyond the local meanvariance analysis in continuous time: The problem of nonnormality
by Aase, Knut K. & Lillestøl, Jostein

The equity premium in a production economy; A new perspective involving recursive utility
by Aase, Knut K.

The Life Cycle Model with Recursive Utility: New insights on optimal consumption
by Aase, Knut K.

Recursive utility and jumpdiffusions
by Aase, Knut K.

Strategic Insider Trading Equilibrium with a nonfiduciary market maker
by Aase, Knut K. & Øksendal, Bernt

Strategic Insider Trading in Continuous Time: A New Approach
by Aase, Knut K. & Øksendal, Bernt

The optimal extraction rate versus the expected real return of a sovereign wealth fund
by Aase, Knut K. & Bjerksund, Petter

LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY
by Aase, Knut K.

Optimal Insurance Policies in the Presence of Costs
by Knut K. Aase

Strategic Insider Trading Equilibrium with a Nonfiduciary Market Maker
by Knut Aase & Bernt {\O.}ksendal

Recursive utility using the stochastic maximum principle
by Knut K. Aase

Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate
by Aase, Knut K.

New Econ for Life Actuaries
by Aase, Knut K. & Persson, SveinArne

Model reference adaptive systems applied to regression analyses
by Knut Kristian Aase

LIFE INSURANCE AND PENSION CONTRACTS I: THE TIME ADDITIVE LIFE CYCLE MODEL
by Aase, Knut K.

Equilibrium in a Reinsurance Syndicate; Existence, Uniqueness and Characterization
by Aase, Knut K.

Representative Agent Pricing of Financial Assets Based on Lévy Processes with Normal Inverse Gaussian Marginals
by Knut Aase

Insider trading with nonfiduciary market makers
by Aase, Knut K. & Gjesdal, Frøystein