Knut K. Aase

Pricing of Unit-linked Life Insurance Policies

Knut K. Aase, Svein‐Arne Persson · Scandinavian Actuarial Journal · 1994 · 137 citations

Business, Economics, Insurance +17

White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance

Knut K. Aase, Bernt Øksendal, Nicolas Privault et al. · Finance and Stochastics · 2000 · 134 citations

Natural Sciences, Finance, Mathematics +13

Perspectives of Risk Sharing

Knut K. Aase · Scandinavian Actuarial Journal · 2002 · 109 citations · Full text

Business, Economics, Insurance +17

Optimum portfolio diversification in a general continuous-time model

Knut K. Aase · Stochastic Processes and their Applications · 1984 · 109 citations

Business, Finance, Financial Management +14

Contingent claims valuation when the security price is a combination of an Ito process and a random point process

Knut K. Aase · Stochastic Processes and their Applications · 1988 · 89 citations

Business, Business Economics, Finance +15