Knut Kristian Aase : Citation Profile


Are you Knut Kristian Aase?

Norges Handelshøyskole (NHH)

6

H index

6

i10 index

181

Citations

RESEARCH PRODUCTION:

31

Articles

47

Papers

RESEARCH ACTIVITY:

   42 years (1981 - 2023). See details.
   Cites by year: 4
   Journals where Knut Kristian Aase has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 32 (15.02 %)

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   Permalink: http://citec.repec.org/paa23
   Updated: 2024-11-04    RAS profile: 2023-07-08    
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Relations with other researchers


Works with:

Bjerksund, Petter (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Knut Kristian Aase.

Is cited by:

Wälde, Klaus (6)

Platen, Eckhard (6)

Hatemi-J, Abdulnasser (5)

pan, jun (3)

Newell, Richard (3)

Pizer, William (3)

El-Khatib, Youssef (3)

LIU, JUN (3)

Launov, Andrey (3)

Gallmeyer, Michael (3)

Meinerding, Christoph (2)

Cites to:

Campbell, John (40)

Weil, Philippe (32)

Epstein, Larry (29)

McGrattan, Ellen (28)

Duffie, Darrell (26)

Kreps, David (22)

merton, robert (19)

Constantinides, George (18)

Mehra, Rajnish (15)

Lucas, Robert (14)

Zin, Stanley (14)

Main data


Where Knut Kristian Aase has published?


Journals with more than one article published# docs
ASTIN Bulletin5
Stochastic Processes and their Applications4
The Geneva Risk and Insurance Review4
Scandinavian Actuarial Journal3
Journal of Risk & Insurance2
Scandinavian Journal of Management2
Mathematical Finance2
Insurance: Mathematics and Economics2

Working Papers Series with more than one paper published# docs
Discussion Papers / Norwegian School of Economics, Department of Business and Management Science40
University of California at Los Angeles, Anderson Graduate School of Management / Anderson Graduate School of Management, UCLA4

Recent works citing Knut Kristian Aase (2024 and 2023)


YearTitle of citing document
2023The 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

2023Investments 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

2023Equilibria 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

2024Bowley 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:


YearTitleTypeCited
2019Strategic Insider Trading Equilibrium with a Non-fiduciary Market Maker In: Papers.
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2019Strategic Insider Trading Equilibrium with a non-fiduciary market maker.(2019) In: Discussion Papers.
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This paper has nother version. Agregated cites: 0
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2004A Pricing Model for Quantity Contracts In: Journal of Risk & Insurance.
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article3
2007Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs In: Journal of Risk & Insurance.
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2005Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs.(2005) In: University of California at Los Angeles, Anderson Graduate School of Management.
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This paper has nother version. Agregated cites: 4
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2005Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs.(2005) In: Discussion Papers.
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This paper has nother version. Agregated cites: 4
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2002Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion In: Mathematical Finance.
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article4
2008ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA In: Mathematical Finance.
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2005On the Consistency of the Lucas Pricing Formula.(2005) In: University of California at Los Angeles, Anderson Graduate School of Management.
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2005On the Consistency of the Lucas Pricing Formula.(2005) In: Discussion Papers.
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1981Model reference adaptive systems applied to regression analyses In: Statistica Neerlandica.
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2005The perpetual American put option for jump-diffusions with applications In: University of California at Los Angeles, Anderson Graduate School of Management.
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2005The perpetual American put option for jump-diffusions with applications.(2005) In: Discussion Papers.
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This paper has nother version. Agregated cites: 4
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2005Using Option Pricing Theory to Infer About Historical Equity Premiums In: University of California at Los Angeles, Anderson Graduate School of Management.
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1993Equilibrium in a Reinsurance Syndicate; Existence, Uniqueness and Characterization In: ASTIN Bulletin.
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2003New Econ for Life Actuaries In: ASTIN Bulletin.
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2010Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate In: ASTIN Bulletin.
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2008Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate.(2008) In: Discussion Papers.
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2015LIFE INSURANCE AND PENSION CONTRACTS I: THE TIME ADDITIVE LIFE CYCLE MODEL In: ASTIN Bulletin.
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2014Life Insurance and Pension Contracts I: The Time Additive Life Cycle Model.(2014) In: Discussion Papers.
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2016LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY In: ASTIN Bulletin.
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article1
2000An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis In: Insurance: Mathematics and Economics.
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1988A new method for valuing underwriting agreements for rights issues In: Insurance: Mathematics and Economics.
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1993Preface In: Scandinavian Journal of Management.
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1993Continuous trading in an exchange economy under discontinuous dynamics: A resolution of the equity premium puzzle In: Scandinavian Journal of Management.
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article1
1984Optimum portfolio diversification in a general continuous-time model In: Stochastic Processes and their Applications.
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1986Ruin problems and myopic portfolio optimization in continuous trading In: Stochastic Processes and their Applications.
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1988Contingent claims valuation when the security price is a combination of an Ito process and a random point process In: Stochastic Processes and their Applications.
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article18
1988Admissible investment strategies in continuous trading In: Stochastic Processes and their Applications.
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article5
2021The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund In: JRFM.
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2021The optimal spending rate versus the expected real return of a sovereign wealth fund.(2021) In: Discussion Papers.
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In: .
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2021Optimal Risk Sharing in Society.(2021) In: Discussion Papers.
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2017Optimal Insurance Policies in the Presence of Costs In: Risks.
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article1
2004Negative volatility and the Survival of Western Financial Markets In: Discussion Papers.
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paper1
2004Jump Dynamics: The Equity Premium and the Risk-Free Rate Puzzles In: Discussion Papers.
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paper0
2004The perpetual American put option for jump-diffusions: Implications for equity premiums In: Discussion Papers.
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2005Using Option Pricing Theory to Infer About Equity Premiums In: Discussion Papers.
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2006Optimal Risk-Sharing and Deductables in Insurance In: Discussion Papers.
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2007Wealth Effects on Demand for Insurance In: Discussion Papers.
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2007Strategic Insider Trading Equilibrium: A Forward Integration Approach In: Discussion Papers.
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2008The Nash Bargaining Solution vs. Equilibrium in a Reinsurance Syndicate In: Discussion Papers.
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.() In: .
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2009The investment horizon problem: A resolution In: Discussion Papers.
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2010Pareto Optimal Insurance Policies in the Presence of Administrative Costs In: Discussion Papers.
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2010An anticipative linear filtering equation In: Discussion Papers.
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2010Strategic Insider Trading Equilibrium: A Filter Theory Approach In: Discussion Papers.
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2011The equity premium and the risk free rate in a production economy. A new perspective In: Discussion Papers.
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2011The long term equilibrium interest rate and risk premiums under uncertainty In: Discussion Papers.
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2011Long Dated Life Insurance and Pension Contracts In: Discussion Papers.
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2011Insider trading with partially informed traders In: Discussion Papers.
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2012What Puzzles? New insights in asset pricing In: Discussion Papers.
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2013Recursive utility and disappearing puzzles for continuous-time models In: Discussion Papers.
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2015Recursive utility and the equity premium puzzle: A discrete-time approach In: Discussion Papers.
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paper1
2015Recursive utility using the stochastic maximum principle In: Discussion Papers.
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2016Recursive utility using the stochastic maximum principle.(2016) In: Quantitative Economics.
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This paper has nother version. Agregated cites: 1
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2015Heterogeneity and limited stock market Participation In: Discussion Papers.
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2014Recursive utility and jump-diffusions In: Discussion Papers.
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2015Recursive utility and jump-diffusions.(2015) In: Discussion Papers.
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2015The Life Cycle Model with Recursive Utility: New insights on optimal consumption In: Discussion Papers.
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2015Beyond the local mean-variance analysis in continuous time: The problem of non-normality In: Discussion Papers.
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2015The equity premium in a production economy; A new perspective involving recursive utility In: Discussion Papers.
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2016Insider trading with non-fiduciary market makers In: Discussion Papers.
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2019Strategic Insider Trading in Continuous Time: A New Approach In: Discussion Papers.
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2021The optimal extraction rate versus the expected real return of a sovereign wealth fund: Some simulations In: Discussion Papers.
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2020Elements of economics of uncertainty and time with recursive utility In: Discussion Papers.
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2023Optimal spending of a wealth fund in the discrete time life cycle model In: Discussion Papers.
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2023Intuitive probability of non-intuitive events In: Discussion Papers.
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1990Unemployment Insurance and Incentives In: The Geneva Risk and Insurance Review.
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1992Dynamic Equilibrium and the Structure of Premiums in a Reinsurance Market In: The Geneva Risk and Insurance Review.
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1996The Values of Insurance Companies Under Different Uncertain Portfolios In: The Geneva Risk and Insurance Review.
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1999An Equilibrium Model of Catastrophe Insurance Futures and Spreads In: The Geneva Risk and Insurance Review.
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article21
2002Representative Agent Pricing of Financial Assets Based on Lévy Processes with Normal Inverse Gaussian Marginals In: Annals of Operations Research.
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2000White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance In: Finance and Stochastics.
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In: .
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In: .
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1996Empirical Tests of Models of Catastrophe Insurance Futures In: Center for Financial Institutions Working Papers.
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1996Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products In: Center for Financial Institutions Working Papers.
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