Access Statistics for Knut Kristian Aase

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An anticipative linear filtering equation 0 0 0 8 1 1 2 71
Beyond the local mean-variance analysis in continuous time: The problem of non-normality 0 0 0 14 0 0 1 48
Elements of economics of uncertainty and time with recursive utility 1 1 1 15 1 3 5 30
Empirical Tests of Models of Catastrophe Insurance Futures 0 0 0 130 0 0 0 257
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 0 25 2 2 4 143
Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate 0 0 0 25 0 0 0 76
Heterogeneity and limited stock market Participation 0 0 0 23 0 2 2 90
Insider trading with non-fiduciary market makers 0 0 0 5 1 2 3 37
Insider trading with partially informed traders 0 0 0 37 3 3 5 121
Intuitive probability of non-intuitive events 0 1 1 13 0 1 2 13
Jump Dynamics: The Equity Premium and the Risk-Free Rate Puzzles 0 0 0 92 2 2 3 316
Life Insurance and Pension Contracts I: The Time Additive Life Cycle Model 0 0 0 60 1 1 2 105
Long Dated Life Insurance and Pension Contracts 0 0 0 27 0 0 1 64
Negative volatility and the Survival of Western Financial Markets 0 0 0 217 0 0 0 654
On the Consistency of the Lucas Pricing Formula 0 0 0 36 0 1 1 161
Optimal Insurance Policies and Saving in a Temporal World 2 2 5 5 3 5 6 6
Optimal Risk Sharing in Society 0 0 0 13 2 5 6 25
Optimal Risk-Sharing and Deductables in Insurance 0 0 0 60 2 2 2 240
Optimal risk sharing with translation invariant recursive utility for jump-diffusions 0 0 4 4 2 2 11 11
Optimal risk sharing with translation invariant recursive utility in continuous time 0 0 2 2 3 4 5 5
Optimal spending of a wealth fund in the discrete time life cycle model 0 0 0 1 1 1 4 8
Pareto Optimal Insurance Policies in the Presence of Administrative Costs 0 0 0 16 0 0 0 57
Pareto Optimal Insurance Policies: Kinks with or without frictions 0 0 2 2 0 0 2 2
Recursive utility and disappearing puzzles for continuous-time models 0 0 0 0 1 1 1 52
Recursive utility and jump-diffusions 0 0 4 4 2 4 4 4
Recursive utility and jump-diffusions 0 0 0 33 1 1 1 147
Recursive utility and jump-diffusions 0 0 0 31 1 1 2 64
Recursive utility and the equity premium puzzle: A discrete-time approach 0 0 0 0 1 1 3 69
Recursive utility using the stochastic maximum principle 0 0 0 29 1 1 3 84
Strategic Insider Trading Equilibrium with a Non-fiduciary Market Maker 0 0 0 3 0 0 0 20
Strategic Insider Trading Equilibrium with a non-fiduciary market maker 0 0 0 14 0 1 1 21
Strategic Insider Trading Equilibrium: A Filter Theory Approach 0 0 0 23 0 0 1 75
Strategic Insider Trading Equilibrium: A Forward Integration Approach 0 0 0 53 0 0 1 252
Strategic Insider Trading in Continuous Time: A New Approach 0 0 0 20 0 0 0 44
The Life Cycle Model with Recursive Utility: New insights on optimal consumption 1 1 2 53 1 1 5 88
The Nash Bargaining Solution vs. Equilibrium in a Reinsurance Syndicate 0 0 0 32 1 2 2 170
The economics of risk sharing in discrete time with translation invariant recursive utility 0 0 0 0 2 2 3 3
The equity premium and the risk free rate in a production economy. A new perspective 0 0 0 22 1 1 3 67
The equity premium in a production economy; A new perspective involving recursive utility 0 0 0 29 0 0 3 75
The investment horizon problem: A resolution 0 0 0 25 0 0 1 195
The long term equilibrium interest rate and risk premiums under uncertainty 0 0 1 53 0 2 3 113
The optimal extraction rate versus the expected real return of a sovereign wealth fund: Some simulations 0 0 0 14 0 0 1 45
The optimal spending rate versus the expected real return of a sovereign wealth fund 1 1 1 17 1 3 4 30
The perpetual American put option for jump-diffusions with applications 0 0 0 61 0 0 2 265
The perpetual American put option for jump-diffusions: Implications for equity premiums 0 0 0 27 1 1 6 155
Using Option Pricing Theory to Infer About Equity Premiums 0 0 0 63 1 1 1 285
Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products 0 0 0 193 2 2 2 462
Wealth Effects on Demand for Insurance 0 0 0 65 3 3 6 253
What Puzzles? New insights in asset pricing 0 0 0 8 0 0 1 80
Total Working Papers 5 6 23 1,702 44 65 127 5,658
4 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle 0 0 0 32 1 2 2 108
A Pricing Model for Quantity Contracts 0 0 0 9 0 2 2 55
A new method for valuing underwriting agreements for rights issues 0 0 0 36 0 0 0 100
Admissible investment strategies in continuous trading 0 0 0 5 1 1 3 37
An Equilibrium Model of Catastrophe Insurance Futures and Spreads 0 0 2 47 0 1 5 171
An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis 0 0 0 33 2 2 8 161
Contingent claims valuation when the security price is a combination of an Ito process and a random point process 0 0 1 65 2 2 7 249
Continuous trading in an exchange economy under discontinuous dynamics: A resolution of the equity premium puzzle 0 0 0 3 0 0 1 40
Dynamic Equilibrium and the Structure of Premiums in a Reinsurance Market 0 0 0 22 0 0 3 80
Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion 0 0 0 16 0 1 2 58
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 0 8 0 1 2 54
Equilibrium in a Reinsurance Syndicate; Existence, Uniqueness and Characterization 0 0 0 1 2 2 2 16
Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate 0 0 0 1 1 2 2 14
LIFE INSURANCE AND PENSION CONTRACTS I: THE TIME ADDITIVE LIFE CYCLE MODEL 1 1 1 14 3 3 4 45
LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY 2 2 3 20 2 2 4 41
Model reference adaptive systems applied to regression analyses 0 0 0 0 0 0 0 4
New Econ for Life Actuaries 0 0 0 0 0 0 0 12
ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA 0 0 0 6 0 0 2 41
On the St. Petersburg Paradox 0 0 1 1 1 1 4 7
Optimal Insurance Policies in the Presence of Costs 0 0 0 0 0 0 1 36
Optimal Risk Sharing in Society 0 0 0 1 0 2 5 12
Optimum portfolio diversification in a general continuous-time model 0 0 0 53 0 0 2 142
Perspectives of Risk Sharing 0 0 0 0 0 1 1 3
Preface 0 0 0 0 0 0 0 20
Recursive utility using the stochastic maximum principle 1 1 2 6 4 5 6 33
Representative Agent Pricing of Financial Assets Based on Lévy Processes with Normal Inverse Gaussian Marginals 0 0 0 0 0 0 0 8
Ruin problems and myopic portfolio optimization in continuous trading 0 0 0 9 1 1 2 45
The Nash bargaining solution vs. equilibrium in a reinsurance syndicate 0 0 0 0 0 0 0 3
The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund 0 0 0 1 1 3 3 14
The Values of Insurance Companies Under Different Uncertain Portfolios 0 0 0 75 0 0 1 367
Unemployment Insurance and Incentives 0 0 0 3 0 0 2 45
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance 1 1 1 204 3 3 4 1,318
Total Journal Articles 5 5 11 671 24 37 80 3,339

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Statistics updated 2025-11-08