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Existence and uniqueness of equilibrium in a reinsurance syndicate
Aase, Knut K. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003741534
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Wealth effects on demand for insurance
Aase, Knut K. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003413636
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On the consistency of the Lucas pricing formula
Aase, Knut K. - In: Mathematical finance : an international journal of … 18 (2008) 2, pp. 293-303
Persistent link: https://www.econbiz.de/10003683282
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The perpetual American put option for jump-diffusions
Aase, Knut K. - In: Energy, natural resources and environmental economics, (pp. 493-507). 2010
Persistent link: https://www.econbiz.de/10008652291
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Pareto optimal insurance policies in the presence of administrative costs
Aase, Knut K. - 2010
Persistent link: https://www.econbiz.de/10008656315
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The equity premium in a production economy : a new perspective involving recursive utility
Aase, Knut K. - 2015
Persistent link: https://www.econbiz.de/10010515217
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The life cycle model with recursive utility : new insights on pension and life insurance contracts
Aase, Knut K. - 2014
Persistent link: https://www.econbiz.de/10010358752
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Life insurance and pension contracts I : the time additive life cycle model
Aase, Knut K. - 2014
Persistent link: https://www.econbiz.de/10010336420
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Life insurance and pension contracts I : the time additive life cycle model
Aase, Knut K. - In: Astin bulletin : the journal of the International … 45 (2015) 1, pp. 1-47
Persistent link: https://www.econbiz.de/10010506430
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The Nash bargaining solution vs. equilibrium in a reinsurance syndicate
Aase, Knut K. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003736660