Knut Kristian Aase

Names

Contact

Affiliations

• Norges Handelshøyskole (NHH) → Institutt for foretaksøkonomi
  • website
  • location: Bergen, Norway

Research profile

author of:

• On the Consistency of the Lucas Pricing Formula
  by Aase, Knut K.
• Optimum portfolio diversification in a general continuous-time model
  by Aase, Knut Kristian
• Pareto Optimal Insurance Policies in the Presence of Administrative Costs
  by Aase, Knut K.
• Optimal Risk-Sharing and Deductables in Insurance
  by Aase, Knut K.
• The perpetual American put option for jump-diffusions: Implications for equity premiums
  by Aase, Knut K.
• Recursive utility and the equity premium puzzle: A discrete-time 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 Clark-Haussmann-Ocone 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 jump-diffusions with applications
  by Aase, Knut K.
• ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA
  by Knut K. Aase
• "The perpetual American put option for jump-diffusions with applications"
  by Aase, Knut K.
• Recursive utility and jump-diffusions
  by Aase, Knut K.
• Recursive utility and disappearing puzzles for continuous-time 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 Risk-Free 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 & Svein-Arne 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 & Bernt-Arne Ødegaard
• Continuous trading in an exchange economy under discontinuous dynamics: A resolution of the equity premium puzzle
  by Aase, Knut K.
• Beyond the local mean-variance analysis in continuous time: The problem of non-normality
  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 jump-diffusions
  by Aase, Knut K.
• Strategic Insider Trading Equilibrium with a non-fiduciary 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 Non-fiduciary 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, Svein-Arne
• 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 non-fiduciary market makers
  by Aase, Knut K. & Gjesdal, Frøystein