6
H index
6
i10 index
181
Citations
Knut Kristian Aase : Citation Profile
Norges Handelshøyskole (NHH) | RESEARCH PRODUCTION: 31 Articles 47 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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42 years (1981 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Knut Kristian Aase. | Is cited by:
| Cites to:
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Main data
Where Knut Kristian Aase has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Discussion Papers / Norwegian School of Economics, Department of Business and Management Science | 40 |
| University of California at Los Angeles, Anderson Graduate School of Management / Anderson Graduate School of Management, UCLA | 4 |
Recent works citing Knut Kristian Aase (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | The optimal reinsurance strategy with price-competition between two reinsurers. (2023). Abd, Jingzhen Liu ; Liu, Fangda ; Lin, Liyuan. In: Papers. RePEc:arx:papers:2305.00509. Full description at Econpapers || Download paper |
| 2023 | Investments with declining cost following a Lévy process. (2023). Armerin, Fredrik. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1052-1062. Full description at Econpapers || Download paper |
| 2023 | Equilibria and efficiency in a reinsurance market. (2023). Boonen, Tim J ; Ghossoub, Mario ; Zhu, Michael B. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:24-49. Full description at Econpapers || Download paper |
| 2024 | Bowley solution under the reinsurers default risk. (2024). Zhang, Yiying ; Cheung, Ka Chun ; Chen, Yanhong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:36-61. Full description at Econpapers || Download paper |
Works by Knut Kristian Aase:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Strategic Insider Trading Equilibrium with a Non-fiduciary Market Maker In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Strategic Insider Trading Equilibrium with a non-fiduciary market maker.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | A Pricing Model for Quantity Contracts In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 3 |
| 2007 | Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 4 |
| 2005 | Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs.(2005) In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2005 | Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs.(2005) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2002 | Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion In: Mathematical Finance. [Full Text][Citation analysis] | article | 4 |
| 2008 | ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA In: Mathematical Finance. [Full Text][Citation analysis] | article | 0 |
| 2005 | On the Consistency of the Lucas Pricing Formula.(2005) In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2005 | On the Consistency of the Lucas Pricing Formula.(2005) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1981 | Model reference adaptive systems applied to regression analyses In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 0 |
| 2005 | The perpetual American put option for jump-diffusions with applications In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 4 |
| 2005 | The perpetual American put option for jump-diffusions with applications.(2005) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2005 | Using Option Pricing Theory to Infer About Historical Equity Premiums In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Equilibrium in a Reinsurance Syndicate; Existence, Uniqueness and Characterization In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 16 |
| 2003 | New Econ for Life Actuaries In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2010 | Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2008 | Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate.(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | LIFE INSURANCE AND PENSION CONTRACTS I: THE TIME ADDITIVE LIFE CYCLE MODEL In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2014 | Life Insurance and Pension Contracts I: The Time Additive Life Cycle Model.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2000 | An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 5 |
| 1988 | A new method for valuing underwriting agreements for rights issues In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 0 |
| 1993 | Preface In: Scandinavian Journal of Management. [Full Text][Citation analysis] | article | 0 |
| 1993 | Continuous trading in an exchange economy under discontinuous dynamics: A resolution of the equity premium puzzle In: Scandinavian Journal of Management. [Full Text][Citation analysis] | article | 1 |
| 1984 | Optimum portfolio diversification in a general continuous-time model In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 31 |
| 1986 | Ruin problems and myopic portfolio optimization in continuous trading In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 4 |
| 1988 | Contingent claims valuation when the security price is a combination of an Ito process and a random point process In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 18 |
| 1988 | Admissible investment strategies in continuous trading In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 5 |
| 2021 | The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund In: JRFM. [Full Text][Citation analysis] | article | 3 |
| 2021 | The optimal spending rate versus the expected real return of a sovereign wealth fund.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2021 | Optimal Risk Sharing in Society.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Optimal Insurance Policies in the Presence of Costs In: Risks. [Full Text][Citation analysis] | article | 1 |
| 2004 | Negative volatility and the Survival of Western Financial Markets In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Jump Dynamics: The Equity Premium and the Risk-Free Rate Puzzles In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | The perpetual American put option for jump-diffusions: Implications for equity premiums In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Using Option Pricing Theory to Infer About Equity Premiums In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Optimal Risk-Sharing and Deductables in Insurance In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Wealth Effects on Demand for Insurance In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Strategic Insider Trading Equilibrium: A Forward Integration Approach In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2008 | The Nash Bargaining Solution vs. Equilibrium in a Reinsurance Syndicate In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | ||
| 2009 | The investment horizon problem: A resolution In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Pareto Optimal Insurance Policies in the Presence of Administrative Costs In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | An anticipative linear filtering equation In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Strategic Insider Trading Equilibrium: A Filter Theory Approach In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | The equity premium and the risk free rate in a production economy. A new perspective In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The long term equilibrium interest rate and risk premiums under uncertainty In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Long Dated Life Insurance and Pension Contracts In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Insider trading with partially informed traders In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | What Puzzles? New insights in asset pricing In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Recursive utility and disappearing puzzles for continuous-time models In: Discussion Papers. [Citation analysis] | paper | 0 |
| 2015 | Recursive utility and the equity premium puzzle: A discrete-time approach In: Discussion Papers. [Citation analysis] | paper | 1 |
| 2015 | Recursive utility using the stochastic maximum principle In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Recursive utility using the stochastic maximum principle.(2016) In: Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2015 | Heterogeneity and limited stock market Participation In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Recursive utility and jump-diffusions In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Recursive utility and jump-diffusions.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | The Life Cycle Model with Recursive Utility: New insights on optimal consumption In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Beyond the local mean-variance analysis in continuous time: The problem of non-normality In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The equity premium in a production economy; A new perspective involving recursive utility In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Insider trading with non-fiduciary market makers In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Strategic Insider Trading in Continuous Time: A New Approach In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | The optimal extraction rate versus the expected real return of a sovereign wealth fund: Some simulations In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Elements of economics of uncertainty and time with recursive utility In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Optimal spending of a wealth fund in the discrete time life cycle model In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Intuitive probability of non-intuitive events In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1990 | Unemployment Insurance and Incentives In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] | article | 4 |
| 1992 | Dynamic Equilibrium and the Structure of Premiums in a Reinsurance Market In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] | article | 4 |
| 1996 | The Values of Insurance Companies Under Different Uncertain Portfolios In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] | article | 1 |
| 1999 | An Equilibrium Model of Catastrophe Insurance Futures and Spreads In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] | article | 21 |
| 2002 | Representative Agent Pricing of Financial Assets Based on Lévy Processes with Normal Inverse Gaussian Marginals In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2000 | White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance In: Finance and Stochastics. [Full Text][Citation analysis] | article | 20 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 1996 | Empirical Tests of Models of Catastrophe Insurance Futures In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 14 |
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