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~type_genre:"Aufsatz in Zeitschrift"
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The Life Cycle Model with Recu...
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18
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3
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3
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optimal life insurance
2
the stochastic maximum principle
2
08.09.1992
1
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Aufsatz in Zeitschrift
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38
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37
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20
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Aase, Knut K.
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Nordic Symposium on Contingent Claims Analysis in Finance <1992, Naantali>
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The Geneva papers on risk and insurance theory
4
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4
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Astin bulletin : the journal of the International Actuarial Association
2
Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
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Equilibrium in marine mutual insurance markets with convex operating costs
Aase, Knut K.
- In:
The journal of risk and insurance : the journal of the …
74
(
2007
)
1
,
pp. 239-268
Persistent link: https://www.econbiz.de/10003454720
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2
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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3
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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4
The pricing model for quantity contracts
Aase, Knut K.
- In:
The journal of risk and insurance : the journal of the …
71
(
2004
)
4
,
pp. 617-642
Persistent link: https://www.econbiz.de/10002514382
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5
A Markov model for the pricing of catastrophe insurance futures and spreads
Aase, Knut K.
- In:
The journal of risk and insurance : the journal of the …
68
(
2001
)
1
,
pp. 25-50
Persistent link: https://www.econbiz.de/10001601107
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6
Equilibrium pricing in the presence of cumulative dividends following a diffusion
Aase, Knut K.
- In:
Mathematical finance : an international journal of …
12
(
2002
)
3
,
pp. 173-198
Persistent link: https://www.econbiz.de/10001686364
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7
Dynamic equilibrium and the structure of premiums in a reinsurance market
Aase, Knut K.
- In:
The Geneva papers on risk and insurance theory
17
(
1992
)
2
,
pp. 93-136
Persistent link: https://www.econbiz.de/10001134915
Saved in:
8
A new method for valuing underwriting agreements for rights issues
Aase, Knut K.
- In:
Insurance / Mathematics & economics
7
(
1988
)
3
,
pp. 175-184
Persistent link: https://www.econbiz.de/10001058133
Saved in:
9
A jump diffusion consumption-based capital asset pricing model and the equity premium puzzle
Aase, Knut K.
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 65-84
Persistent link: https://www.econbiz.de/10001333353
Saved in:
10
Recursive utility using the stochastic maximum principle
Aase, Knut K.
- In:
Quantitative economics : QE ; journal of the …
7
(
2016
)
3
,
pp. 859-887
Persistent link: https://www.econbiz.de/10011793548
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