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 3 52
Beyond the local mean-variance analysis in continuous time: The problem of non-normality 0 0 2 12 0 0 3 22
Empirical Tests of Models of Catastrophe Insurance Futures 0 0 2 130 0 0 4 249
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 1 9 0 1 5 39
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 1 24 0 0 7 126
Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate 0 0 2 23 0 0 2 64
Heterogeneity and limited stock market Participation 0 2 4 17 0 3 15 55
Insider trading with partially informed traders 0 1 1 34 0 2 4 85
Jump Dynamics: The Equity Premium and the Risk-Free Rate Puzzles 0 0 0 90 0 2 5 281
Life Insurance and Pension Contracts I: The Time Additive Life Cycle Model 0 0 1 48 2 5 20 69
Long Dated Life Insurance and Pension Contracts 0 0 2 27 0 1 4 54
Negative volatility and the Survival of Western Financial Markets 0 0 0 209 0 0 0 636
On the Consistency of the Lucas Pricing Formula 0 0 0 4 0 1 3 25
On the Consistency of the Lucas Pricing Formula 0 0 0 35 0 1 5 136
Optimal Risk-Sharing and Deductables in Insurance 0 0 0 55 0 1 3 202
Pareto Optimal Insurance Policies in the Presence of Administrative Costs 0 1 2 14 0 3 5 40
Recursive utility and disappearing puzzles for continuous-time models 0 0 0 0 0 1 5 38
Recursive utility and jump-diffusions 0 1 5 28 0 5 27 79
Recursive utility and jump-diffusions 0 0 1 13 0 0 8 23
Recursive utility and the equity premium puzzle: A discrete-time approach 0 0 0 0 0 1 8 47
Recursive utility using the stochastic maximum principle 0 0 3 27 0 1 12 56
Strategic Insider Trading Equilibrium: A Filter Theory Approach 0 0 1 21 0 1 3 62
Strategic Insider Trading Equilibrium: A Forward Integration Approach 0 0 1 50 0 0 1 232
The Life Cycle Model with Recursive Utility: New insights on optimal consumption 0 1 4 43 0 1 9 53
The Nash Bargaining Solution vs. Equilibrium in a Reinsurance Syndicate 0 0 0 29 0 1 2 125
The equity premium and the risk free rate in a production economy. A new perspective 0 0 0 21 0 1 2 53
The equity premium in a production economy; A new perspective involving recursive utility 0 0 3 26 1 1 10 31
The investment horizon problem: A resolution 0 0 0 20 0 2 7 158
The long term equilibrium interest rate and risk premiums under uncertainty 0 0 2 48 0 1 8 91
The perpetual American put option for jump-diffusions with applications 0 0 0 5 0 1 3 30
The perpetual American put option for jump-diffusions with applications 0 0 0 60 0 1 2 240
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 4 267
Using Option Pricing Theory to Infer About Historical Equity Premiums 0 0 1 5 0 1 3 32
Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products 0 0 1 185 1 2 9 442
Wealth Effects on Demand for Insurance 0 0 2 63 1 2 15 221
What Puzzles? New insights in asset pricing 0 0 0 4 0 1 4 55
Total Working Papers 0 6 43 1,475 5 45 230 4,601


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 1 23 0 0 3 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 0 91
Admissible investment strategies in continuous trading 0 0 0 4 0 1 1 20
An Equilibrium Model of Catastrophe Insurance Futures and Spreads 0 0 0 44 1 5 16 130
An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis 0 0 0 31 0 0 4 102
Contingent claims valuation when the security price is a combination of an Ito process and a random point process 0 0 0 56 1 3 14 208
Continuous trading in an exchange economy under discontinuous dynamics: A resolution of the equity premium puzzle 0 0 1 3 0 0 4 29
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 2 13 0 2 3 47
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 1 1 21
Optimum portfolio diversification in a general continuous-time model 0 1 3 36 0 2 7 83
Preface 0 0 0 0 0 1 1 9
Ruin problems and myopic portfolio optimization in continuous trading 0 0 0 9 0 1 1 36
The Values of Insurance Companies Under Different Uncertain Portfolios 0 0 0 75 1 2 4 359
Unemployment Insurance and Incentives 0 0 1 3 0 0 3 31
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance 0 0 1 197 1 1 7 1,285
Total Journal Articles 0 2 9 570 4 19 71 2,655


Statistics updated 2017-09-03