Person:794343

Available identifiers

zbMath Open aase.knut-kristianMaRDI QIDQ794343

List of research outcomes

Publication	Date of Publication	Type
Recursive utility using the stochastic maximum principle	2018-09-12	Paper
LIFE INSURANCE AND PENSION CONTRACTS I: THE TIME ADDITIVE LIFE CYCLE MODEL	2018-06-04	Paper
LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY	2018-06-04	Paper
The investment horizon problem: a possible resolution	2017-04-11	Paper
Strategic insider trading equilibrium: a filter theory approach	2013-04-08	Paper
Partially informed noise traders	2013-02-26	Paper
An anticipative linear filtering equation	2011-07-27	Paper
The Nash bargaining solution vs. equilibrium in a reinsurance syndicate	2011-02-22	Paper
Existence and uniqueness of equilibrium in a reinsurance syndicate	2011-02-01	Paper
ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA	2008-04-30	Paper
New Econ for Life Actuaries	2005-03-30	Paper
Perspectives of Risk Sharing	2003-02-06	Paper
Representative agent pricing of financial assets based on Lévy processes with normal inverse Gaussian marginals	2003-01-27	Paper
An equilibrium asset pricing model based on Lévy processes: Relations to stochastic volatility, and the survival hypothesis	2002-10-10	Paper
Using the Donsker delta function to compute hedging strategies	2002-01-02	Paper
Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion	2002-01-01	Paper
On the St. Petersburg Paradox	2001-09-16	Paper
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance	2001-03-01	Paper
A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle	1998-01-21	Paper
https://portal.mardi4nfdi.de/entity/Q4866230	1996-03-04	Paper
Pricing of Unit-linked Life Insurance Policies	1995-06-18	Paper
https://portal.mardi4nfdi.de/entity/Q4296399	1994-08-03	Paper
Contingent claims valuation when the security price is a combination of an Itō process and a random point process	1988-01-01	Paper
Admissible investment strategies in continuous trading	1988-01-01	Paper
A new method for valueing underwriting agreements for rights issues	1988-01-01	Paper
Stochastic control of geometric processes	1987-01-01	Paper
Ruin problems and myopic portfolio optimization in continuous trading	1986-01-01	Paper
R&D projects analyzed by semimartingale methods	1985-01-01	Paper
Accumulated claims and collective risk in insurance: Higher order asymptotic approximations	1985-01-01	Paper
Optimum portfolio diversification in a general continuous-time model	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3036531	1983-01-01	Paper
Stochastic continuous-time model reference adaptive systems with decreasing gain	1982-01-01	Paper
Model reference adaptive systems applied to regression analyses	1981-01-01	Paper
Conditioned moments of time to fixation	1977-01-01	Paper
A conditional expectation formula for diffusion processes	1977-01-01	Paper
A note on a singular diffusion equation in population genetics	1976-01-01	Paper

Research outcomes over time

This page was built for person: Knut Kristian Aase