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The Life Cycle Model with Recu...
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Theorie
66
Theory
66
CAPM
29
Equity premium puzzle
19
Equity-Premium-Puzzle
19
Insider trading
16
recursive utility
15
Risikoprämie
14
Risk premium
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Insiderhandel
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Time consistency
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Zeitkonsistenz
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The equity premium puzzle
9
the stochastic maximum principle
9
Asymmetric information
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Life insurance
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Nutzenfunktion
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Option pricing theory
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Optionspreistheorie
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Risikoaversion
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Utility function
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Portfolio selection
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Portfolio-Management
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Private Altersvorsorge
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Life cycle
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English
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Aase, Knut K.
156
Bjuland, Terje
13
Oksendal, Bernt
7
Persson, Svein-Arne
7
Bjerksund, Petter
6
Øksendal, Bernt K.
6
Øksendal, Bernt
5
Berglund, Tom
2
Gjesdal, Frøystein
2
Lillestøl, Jostein
2
Meilijson, Isaac
2
AASE, Knut K.
1
Jennergren, L. Peter
1
Jennergren, Lars Peter
1
Lillestol, Jostein
1
Nielsen, Jörgen Aase
1
Näslund, Bertil
1
Privault, Nicolas
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Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH)
31
Nordic Symposium on Contingent Claims Analysis in Finance <1992, Naantali>
2
International Actuarial Association / Actuarial Studies in Non-Life Insurance
1
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Discussion paper / Department of Business and Management Science
36
Discussion Papers / Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH)
31
NHH Dept. of Business and Management Science Discussion Paper
15
NHH Dept. of Finance & Management Science Discussion Paper
15
The journal of risk and insurance : the journal of the American Risk and Insurance Association
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
5
The Geneva papers on risk and insurance theory
4
Astin bulletin : the journal of the International Actuarial Association
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Mathematical Finance
3
The Geneva Risk and Insurance Review
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Insurance / Mathematics & economics
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Insurance: Mathematics and Economics
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Journal of Risk & Insurance
2
Quantitative economics : QE ; journal of the Econometric Society
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Scandinavian Journal of Management
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Scandinavian journal of management
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Stochastic Processes and their Applications
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ASTIN BULLETIN - Vol.33 - No.2 - 2003 ; 117-122
1
Annals of operations research
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Casualty Actuarial Society - Publications
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Energy, natural resources and environmental economics
1
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Journal of Risk and Financial Management
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ECONIS (ZBW)
95
RePEc
45
OLC EcoSci
13
EconStor
2
USB Cologne (business full texts)
1
USB Cologne (EcoSocSci)
1
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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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12
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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13
Recursive utility and jump-diffusions
Aase, Knut K.
-
2014
Persistent link: https://www.econbiz.de/10010336433
Saved in:
14
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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15
What puzzles? : new insights in asset pricing
Aase, Knut K.
-
2012
Persistent link: https://www.econbiz.de/10009676116
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16
The Nash bargaining solution vs. equilibrium in a reinsurance syndicate
Aase, Knut K.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003736660
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17
On the consistency of the Lucas pricing formula
Aase, Knut K.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003209490
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18
Using option pricing theory to infer about equity premiums
Aase, Knut K.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003209519
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19
The perpetual American put option for jump-diffusions with applications
Aase, Knut K.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003209529
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20
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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