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 1 6 0 1 6 51
Beyond the local mean-variance analysis in continuous time: The problem of non-normality 0 0 3 12 1 1 9 22
Empirical Tests of Models of Catastrophe Insurance Futures 0 2 2 130 0 2 4 248
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 1 9 0 0 5 37
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 1 24 0 0 8 126
Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate 0 0 2 23 0 0 4 64
Heterogeneity and limited stock market Participation 2 2 2 15 8 9 13 51
Insider trading with partially informed traders 0 0 0 33 0 0 2 82
Jump Dynamics: The Equity Premium and the Risk-Free Rate Puzzles 0 0 0 90 0 2 5 279
Life Insurance and Pension Contracts I: The Time Additive Life Cycle Model 0 1 3 48 3 5 23 64
Long Dated Life Insurance and Pension Contracts 0 1 3 27 0 1 5 52
Negative volatility and the Survival of Western Financial Markets 0 0 0 209 0 0 1 636
On the Consistency of the Lucas Pricing Formula 0 0 1 4 1 1 6 24
On the Consistency of the Lucas Pricing Formula 0 0 0 35 0 0 5 134
Optimal Risk-Sharing and Deductables in Insurance 0 0 0 55 0 0 3 201
Pareto Optimal Insurance Policies in the Presence of Administrative Costs 1 1 1 13 1 1 3 37
Recursive utility and disappearing puzzles for continuous-time models 0 0 0 0 0 1 5 37
Recursive utility and jump-diffusions 1 3 5 27 2 5 27 74
Recursive utility and jump-diffusions 0 0 1 12 1 3 11 22
Recursive utility and the equity premium puzzle: A discrete-time approach 0 0 0 0 1 3 11 45
Recursive utility using the stochastic maximum principle 0 2 3 27 0 3 17 55
Strategic Insider Trading Equilibrium: A Filter Theory Approach 0 0 1 21 0 0 4 61
Strategic Insider Trading Equilibrium: A Forward Integration Approach 0 0 1 50 0 0 3 232
The Life Cycle Model with Recursive Utility: New insights on optimal consumption 0 1 6 42 0 2 16 51
The Nash Bargaining Solution vs. Equilibrium in a Reinsurance Syndicate 0 0 0 29 1 1 4 124
The equity premium and the risk free rate in a production economy. A new perspective 0 0 0 21 0 0 1 51
The equity premium in a production economy; A new perspective involving recursive utility 0 2 4 25 0 4 9 25
The investment horizon problem: A resolution 0 0 0 20 0 1 5 155
The long term equilibrium interest rate and risk premiums under uncertainty 1 2 2 48 2 3 10 89
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 with applications 0 0 1 5 0 1 4 29
The perpetual American put option for jump-diffusions: Implications for equity premiums 0 0 0 27 0 0 0 131
Using Option Pricing Theory to Infer About Equity Premiums 0 0 0 63 0 0 4 266
Using Option Pricing Theory to Infer About Historical Equity Premiums 0 0 0 4 0 0 4 29
Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products 0 0 2 185 0 3 13 440
Wealth Effects on Demand for Insurance 0 1 3 63 2 9 15 219
What Puzzles? New insights in asset pricing 0 0 0 4 0 1 6 54
Total Working Papers 5 18 49 1,466 23 63 273 4,535


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 1 1 1 23 1 1 11 75
A Pricing Model for Quantity Contracts 0 0 0 7 0 0 0 32
A new method for valuing underwriting agreements for rights issues 0 0 0 36 0 0 1 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 1 18 125
An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis 0 0 0 31 0 2 7 101
Contingent claims valuation when the security price is a combination of an Ito process and a random point process 0 0 1 56 1 1 21 205
Continuous trading in an exchange economy under discontinuous dynamics: A resolution of the equity premium puzzle 0 0 0 2 0 0 5 28
Dynamic Equilibrium and the Structure of Premiums in a Reinsurance Market 0 0 0 22 0 0 1 68
Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion 0 1 1 12 0 1 5 45
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 0 7 0 0 1 29
ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA 0 0 0 4 0 0 3 20
Optimum portfolio diversification in a general continuous-time model 1 1 3 35 1 1 9 81
Preface 0 0 0 0 0 0 1 8
Ruin problems and myopic portfolio optimization in continuous trading 0 0 0 9 0 0 5 35
The Values of Insurance Companies Under Different Uncertain Portfolios 0 0 0 75 0 0 5 357
Unemployment Insurance and Incentives 0 1 2 3 0 1 7 31
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance 0 1 2 197 1 5 11 1,284
Total Journal Articles 2 5 10 567 4 13 117 2,634


Statistics updated 2017-05-02