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 1 1 6 0 1 5 50
Beyond the local mean-variance analysis in continuous time: The problem of non-normality 0 2 3 12 0 2 12 21
Empirical Tests of Models of Catastrophe Insurance Futures 1 1 1 129 1 1 6 247
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 2 24 0 1 11 126
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 1 1 9 0 1 7 37
Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate 0 1 2 23 0 1 5 64
Heterogeneity and limited stock market Participation 0 0 1 13 0 1 7 42
Insider trading with partially informed traders 0 0 0 33 0 0 4 82
Jump Dynamics: The Equity Premium and the Risk-Free Rate Puzzles 0 0 0 90 2 3 5 279
Life Insurance and Pension Contracts I: The Time Additive Life Cycle Model 1 1 3 48 2 3 21 61
Long Dated Life Insurance and Pension Contracts 0 0 2 26 0 0 5 51
Negative volatility and the Survival of Western Financial Markets 0 0 0 209 0 0 4 636
On the Consistency of the Lucas Pricing Formula 0 0 1 4 0 0 7 23
On the Consistency of the Lucas Pricing Formula 0 0 0 35 0 1 6 134
Optimal Risk-Sharing and Deductables in Insurance 0 0 0 55 0 1 5 201
Pareto Optimal Insurance Policies in the Presence of Administrative Costs 0 0 0 12 0 0 3 36
Recursive utility and disappearing puzzles for continuous-time models 0 0 0 0 0 0 7 36
Recursive utility and jump-diffusions 1 2 3 25 1 5 24 70
Recursive utility and jump-diffusions 0 0 1 12 1 3 10 20
Recursive utility and the equity premium puzzle: A discrete-time approach 0 0 0 0 0 1 10 42
Recursive utility using the stochastic maximum principle 1 1 2 26 1 2 18 53
Strategic Insider Trading Equilibrium: A Filter Theory Approach 0 1 1 21 0 2 5 61
Strategic Insider Trading Equilibrium: A Forward Integration Approach 0 0 1 50 0 0 4 232
The Life Cycle Model with Recursive Utility: New insights on optimal consumption 1 1 6 42 1 2 18 50
The Nash Bargaining Solution vs. Equilibrium in a Reinsurance Syndicate 0 0 0 29 0 0 5 123
The equity premium and the risk free rate in a production economy. A new perspective 0 0 0 21 0 0 3 51
The equity premium in a production economy; A new perspective involving recursive utility 2 2 5 25 3 3 13 24
The investment horizon problem: A resolution 0 0 0 20 0 1 5 154
The long term equilibrium interest rate and risk premiums under uncertainty 0 0 0 46 0 0 7 86
The perpetual American put option for jump-diffusions with applications 0 0 1 5 1 1 5 29
The perpetual American put option for jump-diffusions with applications 0 0 0 60 0 0 2 238
The perpetual American put option for jump-diffusions: Implications for equity premiums 0 0 0 27 0 0 2 131
Using Option Pricing Theory to Infer About Equity Premiums 0 0 0 63 0 0 6 266
Using Option Pricing Theory to Infer About Historical Equity Premiums 0 0 0 4 0 0 5 29
Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products 0 0 2 185 2 2 17 439
Wealth Effects on Demand for Insurance 1 2 3 63 4 7 12 214
What Puzzles? New insights in asset pricing 0 0 1 4 0 1 9 53
Total Working Papers 8 16 43 1,456 19 46 300 4,491


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 2 22 0 1 15 74
A Pricing Model for Quantity Contracts 0 0 0 7 0 0 2 32
A new method for valuing underwriting agreements for rights issues 0 0 0 36 0 0 2 91
Admissible investment strategies in continuous trading 0 0 0 4 0 0 6 19
An Equilibrium Model of Catastrophe Insurance Futures and Spreads 0 0 0 44 0 6 17 124
An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis 0 0 0 31 2 2 8 101
Contingent claims valuation when the security price is a combination of an Ito process and a random point process 0 0 2 56 0 5 26 204
Continuous trading in an exchange economy under discontinuous dynamics: A resolution of the equity premium puzzle 0 0 0 2 0 2 5 28
Dynamic Equilibrium and the Structure of Premiums in a Reinsurance Market 0 0 1 22 0 1 3 68
Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion 0 0 0 11 0 0 4 44
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 0 7 0 0 2 29
ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA 0 0 0 4 0 0 5 20
Optimum portfolio diversification in a general continuous-time model 0 0 4 34 0 1 11 80
Preface 0 0 0 0 0 0 4 8
Ruin problems and myopic portfolio optimization in continuous trading 0 0 0 9 0 0 6 35
The Values of Insurance Companies Under Different Uncertain Portfolios 0 0 0 75 0 0 13 357
Unemployment Insurance and Incentives 0 0 1 2 0 0 8 30
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance 1 1 2 197 3 3 9 1,282
Total Journal Articles 1 1 12 563 5 21 146 2,626


Statistics updated 2017-03-07