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On the St. Petersburg Paradox
Aase, Knut K. - In: Scandinavian actuarial journal : Actuarial Society of … (2001) 1, pp. 69-78
Persistent link: https://www.econbiz.de/10005952059
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Premiums in a Dynamic Model of a Reinsurance Market
Aase, Knut K. - In: Scandinavian actuarial journal : Actuarial Society of … (1993) 2, pp. 134-160
Persistent link: https://www.econbiz.de/10006007577
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Pricing of Unit-linked Life Insurance Policies
Aase, Knut K.; Persson, Svein-Arne - In: Scandinavian actuarial journal : Actuarial Society of … (1994) 2, pp. 26-52
Persistent link: https://www.econbiz.de/10006001441
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Pricing of Unit-linked Life Insurance Policies
Aase, Knut K.; Persson, Svein-Arne - In: Scandinavian actuarial journal : Actuarial Society of … (1994) 1, pp. 26-52
Persistent link: https://www.econbiz.de/10006001446
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An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis
Aase, Knut K. - In: Insurance / Mathematics & economics 27 (2000) 3, pp. 345-364
Persistent link: https://www.econbiz.de/10006904772
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Representative Agent Pricing of Financial Assets Based on Lévy Processes with Normal Inverse Gaussian Marginals
Aase, Knut K. - 2002
Persistent link: https://www.econbiz.de/10008216005
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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/10008216219
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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. 293-304
Persistent link: https://www.econbiz.de/10008221220
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Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate
AASE, Knut K. - In: Astin bulletin : the journal of the International … 40 (2010) 2, pp. 491-518
Persistent link: https://www.econbiz.de/10009343695
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The Optimal Extraction Rate versus the Expected Real Return of a Sovereign Wealth Fund
Aase, Knut K. - 2019
With reference to funds established for the benefits of the public at large, a university endowment, or other similar sovereign wealth fund, we demonstrate that the optimal extraction rate from the fund is significantly smaller than the expected real rate of return on the underlying fund. We...
Persistent link: https://www.econbiz.de/10012863228