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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
14
Insiderhandel
13
Time consistency
11
Zeitkonsistenz
11
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9
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9
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9
The equity premium puzzle
9
the stochastic maximum principle
9
Asymmetric information
8
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8
Life insurance
8
Nutzenfunktion
8
Option pricing theory
8
Optionspreistheorie
8
Risikoaversion
8
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Utility function
8
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Private Altersvorsorge
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Private retirement provision
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Life cycle
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English
102
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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
1
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1
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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
3
Mathematical Finance
3
The Geneva Risk and Insurance Review
3
Working paper
3
Insurance / Mathematics & economics
2
Insurance: Mathematics and Economics
2
Journal of Risk & Insurance
2
Quantitative economics : QE ; journal of the Econometric Society
2
Scandinavian Journal of Management
2
Scandinavian journal of management
2
Stochastic Processes and their Applications
2
ASTIN BULLETIN - Vol.33 - No.2 - 2003 ; 117-122
1
Annals of operations research
1
Casualty Actuarial Society - Publications
1
Energy, natural resources and environmental economics
1
Finance and stochastics
1
Journal of Risk and Financial Management
1
Journal of risk and financial management : JRFM
1
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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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41
Life insurance and pension contracts II : the life cycle model with recursive utility
Aase, Knut K.
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
1
,
pp. 71-102
Persistent link: https://www.econbiz.de/10011485135
Saved in:
42
Partially informed noise traders
Aase, Knut K.
;
Bjuland, Terje
;
Øksendal, Bernt K.
- In:
Mathematics and financial economics
6
(
2012
)
2
,
pp. 93-104
Persistent link: https://www.econbiz.de/10009580937
Saved in:
43
Insider trading with non-fiduciary market makers
Aase, Knut K.
;
Gjesdal, Frøystein
-
2016
Persistent link: https://www.econbiz.de/10011478518
Saved in:
44
Proceedings of the Nordic Symposium on Contingent Claims Analysis in Finance, 1992
Aase, Knut K.
(
contributor
);
Berglund, Tom
(
contributor
); …
-
Nordic Symposium on Contingent Claims Analysis in …
- In:
Scandinavian journal of management
9
(
1993
)
Persistent link: https://www.econbiz.de/10001154716
Saved in:
45
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
Aase, Knut K.
(
contributor
)
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 465-496
Persistent link: https://www.econbiz.de/10001539210
Saved in:
46
The values of insurance companies under different uncertain portfolios
Aase, Knut K.
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
2
,
pp. 147-158
Persistent link: https://www.econbiz.de/10001213431
Saved in:
47
Valuation of the minimum guaranteed return embedded in life insurance products
Persson, Svein-Arne
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
4
,
pp. 599-617
Persistent link: https://www.econbiz.de/10001239129
Saved in:
48
An equilibrium approach to derivative securities : stochastic volatility and survival
Aase, Knut K.
-
1996
Persistent link: https://www.econbiz.de/10000938202
Saved in:
49
A model for loss of profits insurance
Aase, Knut K.
-
1994
Persistent link: https://www.econbiz.de/10000904257
Saved in:
50
Catastrophe insurance futures contracts
Aase, Knut K.
-
1995
Persistent link: https://www.econbiz.de/10000904258
Saved in:
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