Optimal Risk Sharing in Society von Aase, Knut K.

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Optimal Insurance Policies in the Presence of Costs von Aase, Knut

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The optimal spending rate versus the expected real return of a sovereign wealth fund von Aase, Knut K, Bjerksund, Petter

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Recursive utility using the stochastic maximum principle von Aase, Knut K

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LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY von Aase, Knut K.

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LIFE INSURANCE AND PENSION CONTRACTS I: THE TIME ADDITIVE LIFE CYCLE MODEL von Aase, Knut K.

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The Nash bargaining solution vs. equilibrium in a reinsurance syndicate von Aase, Knut K.

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An anticipative linear filtering equation von Aase, Knut K., Bjuland, Terje, Øksendal, Bernt

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Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs von Aase, Knut K.

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Partially informed noise traders von Aase, Knut K., Bjuland, Terje, Øksendal, Bernt

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ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA von Aase, Knut K.

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Recursive utility using the stochastic maximum principle: Recursive utility von Aase, Knut K.

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Recursive utility using the stochastic maximum principle von Aase, Knut K.

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Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion von Aase, Knut K.

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A Pricing Model for Quantity Contracts von Aase, Knut K.

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A Markov Model for the Pricing of Catastrophe Insurance Futures and Spreads von Aase, Knut K.

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Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate von Aase, Knut K.

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An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis von Aase, Knut K.

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Equilibrium in a Reinsurance Syndicate; Existence, Uniqueness and Characterization von Aase, Knut K.

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Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products von Persson, Svein-Arne, Aase, Knut K.

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