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The long term equilibrium interest rate and risk premiums under uncertainty
Aase, Knut K. - 2011
Persistent link: https://www.econbiz.de/10008860108
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An equilibrium model of catastrophe insurance futures and spreads
Aase, Knut K. - In: The Geneva papers on risk and insurance theory 24 (1999) 1, pp. 69-96
Persistent link: https://www.econbiz.de/10001445655
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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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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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The equity premium and the risk free rate in a production economy : a new perspective
Aase, Knut K. - 2011
Persistent link: https://www.econbiz.de/10008841728
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Equilibrium in marine mutual insurance markets with convex operating costs
Aase, Knut K. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003237312
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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