Blar i NHH Brage på forfatter "Aase, Knut Kristian"
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China : the next chapter in the Norwegian salmon adventure? : an exploratory study of Norwegian salmon exports to China
Rakvåg, Annette; Sandøy, Ole Bjørn (Master thesis, 2017)The purpose of this thesis is to explore and understand Norwegian salmon exporters’ perception of the profitability and the approach to succeed in the Chinese market. We chose to explore this topic due to the special ... -
Optimal Insurance Policies in the Presence of Costs
Aase, Knut Kristian (Journal article; Peer reviewed, 2017)We reconsider costs in insurance, and suggest a new type of cost function, which we argue is a natural choice when there are relatively small, but frequent, claims. If a fixed cost is incurred each time a claim is made, ... -
Optimal risk sharing : expected utility theory versus the dual theory of choice under risk
Fjærvik, Thomas Michael (Master thesis, 2018)An introduction to the dual theory of choice under risk is given. Optimal risk sharing under both expected utility theory and the dual theory of choice under risk is reviewed. Central results to insurance in pure demand ... -
Risikopremier, realrenten og optimal konsum og porteføljeteori: Hva er problemet?
Aase, Knut Kristian (Journal article; Peer reviewed, 2017)Vi demonstrerer hvordan rekursive preferanser kan anvendes i økonomisk modellering, der kombinasjon av tid og usikkerhet er vesentlige elementer. Additiv og separerbar forventet nytteteori har vært den vanlige grunnpillaren ... -
The equity risk premium: a solved puzzle : an emperical study of the recursive utility model with estimates for the wealth portfolio
Asghar, Shan; Mortensen, Andrea (Master thesis, 2017)In this thesis, we calibrate recursive utility models in discrete and continuous time, and find a range of plausible preference parameters for the utility discount rate (), the relative risk aversion and the elasticity ...