7
H index
6
i10 index
201
Citations
Knut Kristian Aase : Citation Profile
Norges Handelshøyskole (NHH) | RESEARCH PRODUCTION: 32 Articles 53 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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44 years (1981 - 2025). 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 | 46 |
| University of California at Los Angeles, Anderson Graduate School of Management / Anderson Graduate School of Management, UCLA | 4 |
Recent works citing Knut Kristian Aase (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Insider trading at a random deadline with correlation between dynamic asset and stochastic liquidity. (2025). Qiu, Jixiu ; Zhou, Yonghui. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:488:y:2025:i:c:s0096300324005812. Full description at Econpapers || Download paper |
| 2024 | Bowley solution under the reinsurers default risk. (2024). Zhang, Yiying ; Chen, Yanhong ; Cheung, Ka Chun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:36-61. Full description at Econpapers || Download paper |
| 2024 | Optimal insurance design under asymmetric Nash bargaining. (2024). Hu, Tao ; Chi, Yichun ; Zheng, Jiakun ; Zhao, Zhengtang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:194-209. Full description at Econpapers || Download paper |
| 2025 | Bowley-optimal convex-loaded premium principles. (2025). Ghossoub, Mario ; Shi, Benxuan ; Li, Bin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:121:y:2025:i:c:p:157-180. Full description at Econpapers || Download paper |
| 2025 | Insurance contract for electric vehicle charging stations: A Stackelberg game-theoretic approach. (2025). Wei, Jiaqin ; Jin, Yuanmin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:61-81. Full description at Econpapers || Download paper |
| 2025 | Pareto efficiency and financial fairness under limited expected loss constraint. (2025). Nguyen, Thai ; Wa, Tak. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:117:y:2025:i:c:s0304406825000138. Full description at Econpapers || Download paper |
| 2024 | A class of processes defined in the white noise space through generalized fractional operators. (2024). Mishura, Yuliya ; Cristofaro, Lorenzo ; Beghin, Luisa. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:178:y:2024:i:c:s030441492400200x. Full description at Econpapers || Download paper |
| 2024 | Optimal Spending Strategies for Sovereign Wealth Funds Using a Discrete-Time Life Cycle Model. (2024). Aase, Knut Kristian. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:8:p:327-:d:1446285. Full description at Econpapers || Download paper |
| 2025 | Risk Measure Examination for Large Losses. (2025). Yamashita, Miwaka. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:12:p:1974-:d:1679513. Full description at Econpapers || Download paper |
| 2025 | Exploring Optimisation Strategies Under Jump-Diffusion Dynamics. (2025). Fraccarolo, Nicola ; di Persio, Luca. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:535-:d:1584785. Full description at Econpapers || Download paper |
| 2024 | Stochastic Resilience in Operations Management Using Ito Diffusion and Gamma Catastrophe Processes. (2024). Al-Husain, Raed ; Al-Eideh, Basel. In: International Journal of Business Analytics (IJBAN). RePEc:igg:jban00:v:11:y:2024:i:1:p:1-16. Full description at Econpapers || Download paper |
| 2024 | A Girsanov transformed Clark-Ocone-Haussmann type formula for $$L^1$$ L 1 -pure jump additive processes and its application to portfolio optimization. (2024). Suzuki, Ryoichi ; Sakuma, Noriyoshi ; Handa, Masahiro. In: Annals of Finance. RePEc:kap:annfin:v:20:y:2024:i:3:d:10.1007_s10436-024-00453-6. Full description at Econpapers || Download paper |
| 2025 | Optimal Strategy of Mean-Field FBSDE Games with Delay and Noisy Memory Based on Malliavin Calculus. (2025). Xu, Biteng ; Wu, Jinbiao ; Ke, Ang. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:15:y:2025:i:3:d:10.1007_s13235-024-00588-1. 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 | |
| 1993 | A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle In: Mathematical Finance. [Full Text][Citation analysis] | article | 7 |
| 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 | 17 |
| 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 | 34 |
| 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 | |
| 2022 | Optimal Risk Sharing in Society In: Mathematics. [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 | 4 |
| 2009 | The Nash bargaining solution vs. equilibrium in a reinsurance syndicate.(2009) In: Scandinavian Actuarial Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | 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 | 1 |
| 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 | |
| 2025 | Recursive utility and jump-diffusions.(2025) 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 |
| 2025 | Optimal risk sharing with translation invariant recursive utility for jump-diffusions In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Optimal Insurance Policies and Saving in a Temporal World In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Pareto Optimal Insurance Policies: Kinks with or without frictions In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | The economics of risk sharing in discrete time with translation invariant recursive utility In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Optimal risk sharing with translation invariant recursive utility in continuous time 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 | 23 |
| 2001 | On the St. Petersburg Paradox In: Scandinavian Actuarial Journal. [Full Text][Citation analysis] | article | 0 |
| 2002 | Perspectives of Risk Sharing In: Scandinavian Actuarial Journal. [Full Text][Citation analysis] | article | 3 |
| 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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