Economics of insurance KH Borch, A Sandmo, KK Aase Elsevier, 2014 | 562 | 2014 |
Pricing of unit-linked life insurance policies KK Aase, SA Persson Scandinavian Actuarial Journal 1994 (1), 26-52, 1994 | 221 | 1994 |
Contingent claims valuation when the security price is a combination of an Ito process and a random point process KK Aase Stochastic processes and their Applications 28 (2), 185-220, 1988 | 200 | 1988 |
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance K Aase, B Øksendal, N Privault, J Ubøe Finance and Stochastics 4 (4), 465-496, 2000 | 190 | 2000 |
Optimum portfolio diversification in a general continuous-time model KK Aase Stochastic processes and their applications 18 (1), 81-98, 1984 | 165 | 1984 |
Perspectives of risk sharing KK Aase Scandinavian Actuarial Journal 2002 (2), 73-128, 2002 | 121 | 2002 |
An equilibrium model of catastrophe insurance futures and spreads K Aase The geneva papers on risk and insurance theory 24, 69-96, 1999 | 120 | 1999 |
Valuation of the minimum guaranteed return embedded in life insurance products SA Persson, KK Aase Journal of Risk and Insurance, 599-617, 1997 | 99 | 1997 |
Equilibrium in a reinsurance syndicate; existence, uniqueness and characterization KK Aase ASTIN Bulletin: The Journal of the IAA 23 (2), 185-211, 1993 | 85 | 1993 |
A Markov model for the pricing of catastrophe insurance futures and spreads KK Aase Journal of Risk and Insurance, 25-49, 2001 | 67 | 2001 |
Using the Donsker delta function to compute hedging strategies K Aase, B Øksendal, J Ubøe Potential Analysis 14 (4), 351-374, 2001 | 49 | 2001 |
Estimation in models for security prices KK Aase, P Guttorp Scandinavian Actuarial Journal 1987 (3-4), 211-224, 1987 | 44 | 1987 |
Dynamic equilibrium and the structure of premiums in a reinsurance market KK Aase The Geneva Papers on Risk and Insurance Theory 17, 93-136, 1992 | 39 | 1992 |
A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle KK Aase Mathematical Finance 3 (2), 65-84, 1993 | 38 | 1993 |
Premiums in a dynamic model of a reinsurance market KK Aase Scandinavian Actuarial Journal 1993 (2), 134-160, 1993 | 32 | 1993 |
Recursive estimation in non‐linear time series models of autoregressive type KK Aase Journal of the Royal Statistical Society: Series B (Methodological) 45 (2 …, 1983 | 32 | 1983 |
Admissible investment strategies in continuous trading KK Aase, B Øksendal Stochastic processes and their applications 30 (2), 291-301, 1988 | 28 | 1988 |
On the St. Petersburg Paradox KK Aase Scandinavian Actuarial Journal 2001 (1), 69-78, 2001 | 27 | 2001 |
Strategic insider trading equilibrium: a filter theory approach KK Aase, T Bjuland, B Øksendal Afrika Matematika 23 (2), 145-162, 2012 | 25 | 2012 |
The Nash bargaining solution vs. equilibrium in a reinsurance syndicate KK Aase Scandinavian Actuarial Journal 2009 (3), 219-238, 2009 | 25 | 2009 |