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Knut Kristian Aase

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Personal Details

First Name: Knut
Middle Name: Kristian
Last Name: Aase
Suffix:

RePEc Short-ID: paa23

Email: [This author has chosen not to make the email address public]
Homepage: http://www.nhh.no/Default.aspx?ID=2004
Postal Address:
Phone:

Affiliation

Institutt for foretaksøkonomi
Norges Handelshøyskole (NHH)
Location: Bergen, Norway
Homepage: http://www.nhh.no/en/research-faculty/department-of-business-and-management-science.aspx
Email:
Phone: +47 55 95 92 93
Fax: +47 55 95 96 50
Postal: Helleveien 30, N-5045 Bergen
Handle: RePEc:edi:dfnhhno (more details at EDIRC)

Works

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Working papers

  1. Aase, Knut K., 2014. "Life Insurance and Pension Contracts I: The Time Additive Life Cycle Model," Discussion Papers 2014/13, Department of Business and Management Science, Norwegian School of Economics.
  2. Aase, Knut K., 2014. "Recursive utility and jump-diffusions," Discussion Papers 2014/9, Department of Business and Management Science, Norwegian School of Economics.
  3. Aase, Knut K., 2014. "Recursive utility with dependence on past consumption; the continuous-time model," Discussion Papers 2014/3, Department of Business and Management Science, Norwegian School of Economics.
  4. Aase, Knut K., 2014. "Heterogeniety and limited stock market Participation," Discussion Papers 2014/5, Department of Business and Management Science, Norwegian School of Economics.
  5. Aase, Knut K., 2013. "Recursive utility and disappearing puzzles for continuous-time models," Discussion Papers 2013/2, Department of Business and Management Science, Norwegian School of Economics.
  6. Aase, Knut K., 2013. "Recursive utility and disappearing puzzles for discrete-time models," Discussion Papers 2013/3, Department of Business and Management Science, Norwegian School of Economics.
  7. Aase, Knut K., 2012. "What Puzzles? New insights in asset pricing," Discussion Papers 2012/13, Department of Business and Management Science, Norwegian School of Economics.
  8. Aase, Knut K., 2011. "The equity premium and the risk free rate in a production economy. A new perspective," Discussion Papers 2011/2, Department of Business and Management Science, Norwegian School of Economics.
  9. Aase, Knut K., 2011. "Long Dated Life Insurance and Pension Contracts," Discussion Papers 2011/10, Department of Business and Management Science, Norwegian School of Economics.
  10. Aase, Knut K. & Bjuland, Terje & Øksendal, Bernt, 2011. "Insider trading with partially informed traders," Discussion Papers 2011/21, Department of Business and Management Science, Norwegian School of Economics.
  11. Aase, Knut K., 2011. "The long term equilibrium interest rate and risk premiums under uncertainty," Discussion Papers 2011/4, Department of Business and Management Science, Norwegian School of Economics.
  12. Aase, Knut K. & Bjuland, Terje & Øksendal, Bernt, 2010. "An anticipative linear filtering equation," Discussion Papers 2010/8, Department of Business and Management Science, Norwegian School of Economics.
  13. Aase, Knut K. & Bjuland, Terje & Øksendal, Bernt, 2010. "Strategic Insider Trading Equilibrium: A Filter Theory Approach," Discussion Papers 2010/9, Department of Business and Management Science, Norwegian School of Economics.
  14. Aase, Knut K., 2010. "Pareto Optimal Insurance Policies in the Presence of Administrative Costs," Discussion Papers 2010/7, Department of Business and Management Science, Norwegian School of Economics.
  15. Aase, Knut K., 2009. "The investment horizon problem: A resolution," Discussion Papers 2009/7, Department of Business and Management Science, Norwegian School of Economics.
  16. Aase, Knut K., 2008. "The Nash Bargaining Solution vs. Equilibrium in a Reinsurance Syndicate," Discussion Papers 2008/5, Department of Business and Management Science, Norwegian School of Economics.
  17. Aase, Knut K., 2008. "Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate," Discussion Papers 2008/13, Department of Business and Management Science, Norwegian School of Economics.
  18. Aase, Knut K., 2007. "Wealth Effects on Demand for Insurance," Discussion Papers 2007/6, Department of Business and Management Science, Norwegian School of Economics.
  19. Aase, Knut K. & Bjuland, Terje & Øksendal, Bernt, 2007. "Strategic Insider Trading Equilibrium: A Forward Integration Approach," Discussion Papers 2007/24, Department of Business and Management Science, Norwegian School of Economics.
  20. Aase, Knut K., 2006. "Optimal Risk-Sharing and Deductables in Insurance," Discussion Papers 2006/24, Department of Business and Management Science, Norwegian School of Economics.
  21. Aase, Knut K., 2005. "The perpetual American put option for jump-diffusions with applications," Discussion Papers 2005/12, Department of Business and Management Science, Norwegian School of Economics.
  22. Aase, Knut K., 2005. "On the Consistency of the Lucas Pricing Formula," Discussion Papers 2005/9, Department of Business and Management Science, Norwegian School of Economics.
  23. Aase, Knut K, 2005. "Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs," University of California at Los Angeles, Anderson Graduate School of Management qt4699p9q5, Anderson Graduate School of Management, UCLA.
  24. Aase, Knut K, 2005. "Using Option Pricing Theory to Infer About Historical Equity Premiums," University of California at Los Angeles, Anderson Graduate School of Management qt3dd602j5, Anderson Graduate School of Management, UCLA.
  25. Aase, Knut K., 2005. "Using Option Pricing Theory to Infer About Equity Premiums," Discussion Papers 2005/11, Department of Business and Management Science, Norwegian School of Economics.
  26. Aase, Knut K., 2004. "The perpetual American put option for jump-diffusions: Implications for equity premiums," Discussion Papers 2004/19, Department of Business and Management Science, Norwegian School of Economics.
  27. Aase, Knut K., 2004. "Negative volatility and the Survival of Western Financial Markets," Discussion Papers 2004/5, Department of Business and Management Science, Norwegian School of Economics.
  28. Aase, Knut K., 2004. "Jump Dynamics: The Equity Premium and the Risk-Free Rate Puzzles," Discussion Papers 2004/12, Department of Business and Management Science, Norwegian School of Economics.
  29. Knut Aase & Svein-Arne Persson, 1996. "Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products," Center for Financial Institutions Working Papers 96-20, Wharton School Center for Financial Institutions, University of Pennsylvania.
  30. Knut Aase & Bernt-Arne Ødegaard, 1996. "Empirical Tests of Models of Catastrophe Insurance Futures," Center for Financial Institutions Working Papers 96-18, Wharton School Center for Financial Institutions, University of Pennsylvania.

Articles

  1. Knut K. Aase, 2008. "On The Consistency Of The Lucas Pricing Formula," Mathematical Finance, Wiley Blackwell, vol. 18(2), pages 293-303.
  2. Knut K. Aase, 2007. "Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 74(1), pages 239-268.
  3. Knut K. Aase, 2004. "A Pricing Model for Quantity Contracts," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 71(4), pages 617-642.
  4. Knut K. Aase, 2002. "Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion," Mathematical Finance, Wiley Blackwell, vol. 12(3), pages 173-198.
  5. Jan Ubøe & Bernt Øksendal & Knut Aase & Nicolas Privault, 2000. "White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance," Finance and Stochastics, Springer, vol. 4(4), pages 465-496.
  6. Aase, Knut K., 2000. "An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis," Insurance: Mathematics and Economics, Elsevier, vol. 27(3), pages 345-363, December.
  7. Knut Aase, 1999. "An Equilibrium Model of Catastrophe Insurance Futures and Spreads," The Geneva Risk and Insurance Review, Palgrave Macmillan, vol. 24(1), pages 69-96, June.
  8. Knut K. Aase & Isaac Meilijson, 1996. "The Values of Insurance Companies Under Different Uncertain Portfolios," The Geneva Risk and Insurance Review, Palgrave Macmillan, vol. 21(2), pages 147-158, December.
  9. Aase, Knut K. & Berglund, Tom & Jennergren, L. Peter & Nielsen, Jörgen Aase & Näslund, Bertil, 1993. "Preface," Scandinavian Journal of Management, Elsevier, vol. 9(Supplemen), pages S1-S1.
  10. Knut K. Aase, 1993. "A Jump/Diffusion Consumption-Based Capital Asset Pricing Model and the Equity Premium Puzzle," Mathematical Finance, Wiley Blackwell, vol. 3(2), pages 65-84.
  11. Aase, Knut K., 1993. "Continuous trading in an exchange economy under discontinuous dynamics: A resolution of the equity premium puzzle," Scandinavian Journal of Management, Elsevier, vol. 9(Supplemen), pages S3-S28.
  12. Knut K. Aase, 1992. "Dynamic Equilibrium and the Structure of Premiums in a Reinsurance Market," The Geneva Risk and Insurance Review, Palgrave Macmillan, vol. 17(2), pages 93-136, December.
  13. Knut K. Aase, 1990. "Unemployment Insurance and Incentives," The Geneva Risk and Insurance Review, Palgrave Macmillan, vol. 15(2), pages 141-157, September.
  14. Aase, Knut K., 1988. "Contingent claims valuation when the security price is a combination of an Ito process and a random point process," Stochastic Processes and their Applications, Elsevier, vol. 28(2), pages 185-220, June.
  15. Aase, Knut K., 1988. "A new method for valuing underwriting agreements for rights issues," Insurance: Mathematics and Economics, Elsevier, vol. 7(3), pages 175-184, October.
  16. Aase, Knut K. & Øksendal, Bernt, 1988. "Admissible investment strategies in continuous trading," Stochastic Processes and their Applications, Elsevier, vol. 30(2), pages 291-301, December.
  17. Aase, Knut Kristian, 1986. "Ruin problems and myopic portfolio optimization in continuous trading," Stochastic Processes and their Applications, Elsevier, vol. 21(2), pages 213-227, February.
  18. Aase, Knut Kristian, 1984. "Optimum portfolio diversification in a general continuous-time model," Stochastic Processes and their Applications, Elsevier, vol. 18(1), pages 81-98, September.

NEP Fields

22 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGE: Economics of Ageing (1) 2014-04-11
  2. NEP-CBA: Central Banking (1) 2011-03-12
  3. NEP-CFN: Corporate Finance (3) 2006-10-21 2006-11-12 2007-01-23
  4. NEP-CTA: Contract Theory & Applications (2) 2010-09-11 2011-11-21
  5. NEP-DGE: Dynamic General Equilibrium (2) 2011-03-12 2014-04-11
  6. NEP-ENE: Energy Economics (1) 2011-03-12
  7. NEP-ENV: Environmental Economics (1) 2011-03-12
  8. NEP-FMK: Financial Markets (2) 2006-10-21 2006-10-21
  9. NEP-GER: German Papers (2) 2014-04-11 2014-04-11
  10. NEP-IAS: Insurance Economics (7) 2006-10-21 2007-01-23 2007-02-17 2009-11-14 2010-09-11 2011-06-11 2014-04-11. Author is listed
  11. NEP-MAC: Macroeconomics (3) 2014-03-01 2014-03-15 2014-04-11
  12. NEP-MST: Market Microstructure (3) 2007-11-24 2010-09-11 2011-11-21
  13. NEP-ORE: Operations Research (1) 2014-03-01
  14. NEP-RMG: Risk Management (2) 2006-10-21 2014-04-11
  15. NEP-UPT: Utility Models & Prospect Theory (8) 2006-10-21 2007-01-23 2008-06-21 2011-02-26 2011-03-12 2014-03-01 2014-03-15 2014-04-11. Author is listed

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