עקוב אחר
Knut Kristian Aase
Knut Kristian Aase
Professor, NHH Norwegian School of Economics
כתובת אימייל מאומתת בדומיין nhh.no
כותרת
צוטט על ידי
צוטט על ידי
שנה
Economics of insurance
KH Borch, A Sandmo, KK Aase
Elsevier, 2014
5552014
Pricing of unit-linked life insurance policies
KK Aase, SA Persson
Scandinavian Actuarial Journal 1994 (1), 26-52, 1994
2201994
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
2011988
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
1872000
Optimum portfolio diversification in a general continuous-time model
KK Aase
Stochastic processes and their applications 18 (1), 81-98, 1984
1651984
Perspectives of risk sharing
KK Aase
Scandinavian Actuarial Journal 2002 (2), 73-128, 2002
1212002
An equilibrium model of catastrophe insurance futures and spreads
K Aase
The geneva papers on risk and insurance theory 24, 69-96, 1999
1181999
Valuation of the minimum guaranteed return embedded in life insurance products
SA Persson, KK Aase
Journal of Risk and Insurance, 599-617, 1997
981997
Equilibrium in a reinsurance syndicate; existence, uniqueness and characterization
KK Aase
ASTIN Bulletin: The Journal of the IAA 23 (2), 185-211, 1993
841993
A Markov model for the pricing of catastrophe insurance futures and spreads
KK Aase
Journal of Risk and Insurance, 25-49, 2001
662001
Using the Donsker delta function to compute hedging strategies
K Aase, B Øksendal, J Ubøe
Potential Analysis 14 (4), 351-374, 2001
472001
Estimation in models for security prices
KK Aase, P Guttorp
Scandinavian Actuarial Journal 1987 (3-4), 211-224, 1987
441987
Dynamic equilibrium and the structure of premiums in a reinsurance market
KK Aase
The Geneva Papers on Risk and Insurance Theory 17, 93-136, 1992
401992
A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle
KK Aase
Mathematical Finance 3 (2), 65-84, 1993
381993
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
331983
Premiums in a dynamic model of a reinsurance market
KK Aase
Scandinavian Actuarial Journal 1993 (2), 134-160, 1993
321993
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
282001
Strategic insider trading equilibrium: a filter theory approach
KK Aase, T Bjuland, B Øksendal
Afrika Matematika 23 (2), 145-162, 2012
252012
The Nash bargaining solution vs. equilibrium in a reinsurance syndicate
KK Aase
Scandinavian Actuarial Journal 2009 (3), 219-238, 2009
252009
המערכת אינה יכולה לבצע את הפעולה כעת. נסה שוב מאוחר יותר.
מאמרים 1–20