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Aase, Knut K.
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A jump diffusion consumption-based capital asset pricing model and the equity premium puzzle
Aase, Knut K.
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 65-84
Persistent link: https://www.econbiz.de/10001333353
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2
Dynamic equilibrium and the structure of premiums in a reinsurance market
Aase, Knut K.
- In:
The Geneva papers on risk and insurance theory
17
(
1992
)
2
,
pp. 93-136
Persistent link: https://www.econbiz.de/10001134915
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3
A Markov model for the pricing of catastrophe insurance futures and spreads
Aase, Knut K.
- In:
The journal of risk and insurance : the journal of the …
68
(
2001
)
1
,
pp. 25-50
Persistent link: https://www.econbiz.de/10001601107
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4
A new method for valuing underwriting agreements for rights issues
Aase, Knut K.
- In:
Insurance / Mathematics & economics
7
(
1988
)
3
,
pp. 175-184
Persistent link: https://www.econbiz.de/10001058133
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5
Equilibrium pricing in the presence of cumulative dividends following a diffusion
Aase, Knut K.
- In:
Mathematical finance : an international journal of …
12
(
2002
)
3
,
pp. 173-198
Persistent link: https://www.econbiz.de/10001686364
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6
The pricing model for quantity contracts
Aase, Knut K.
- In:
The journal of risk and insurance : the journal of the …
71
(
2004
)
4
,
pp. 617-642
Persistent link: https://www.econbiz.de/10002514382
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7
The perpetual American put option for jump-diffusions
Aase, Knut K.
- In:
Energy, natural resources and environmental economics
,
(pp. 493-507)
.
2010
Persistent link: https://www.econbiz.de/10008652291
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8
Pareto optimal insurance policies in the presence of administrative costs
Aase, Knut K.
-
2010
Persistent link: https://www.econbiz.de/10008656315
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9
Life insurance and pension contracts I : the time additive life cycle model
Aase, Knut K.
-
2014
Persistent link: https://www.econbiz.de/10010336420
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10
Recursive utility and jump-diffusions
Aase, Knut K.
-
2014
Persistent link: https://www.econbiz.de/10010336433
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