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 3 4 5 75
Beyond the local mean-variance analysis in continuous time: The problem of non-normality 0 0 0 14 2 3 8 55
Elements of economics of uncertainty and time with recursive utility 0 0 1 15 1 3 11 38
Empirical Tests of Models of Catastrophe Insurance Futures 0 0 1 131 1 1 4 261
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 0 14 3 4 9 66
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 0 25 4 4 9 150
Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate 0 0 0 25 3 3 6 82
Heterogeneity and limited stock market Participation 0 0 0 23 3 6 8 96
Insider trading with non-fiduciary market makers 0 0 0 5 3 4 7 42
Insider trading with partially informed traders 0 0 0 37 1 1 7 124
Intuitive probability of non-intuitive events 0 0 1 13 0 0 4 16
Jump Dynamics: The Equity Premium and the Risk-Free Rate Puzzles 0 0 0 92 4 4 12 326
Life Insurance and Pension Contracts I: The Time Additive Life Cycle Model 0 0 0 60 1 3 8 112
Long Dated Life Insurance and Pension Contracts 0 0 0 27 1 2 5 69
Negative volatility and the Survival of Western Financial Markets 0 1 1 218 2 4 6 660
On the Consistency of the Lucas Pricing Formula 0 0 0 36 5 5 12 172
On the Consistency of the Lucas Pricing Formula 0 0 0 5 2 3 8 48
Optimal Insurance Policies and Saving in a Temporal World 0 0 3 5 1 1 11 11
Optimal Risk Sharing in Society 0 0 0 13 1 4 12 32
Optimal Risk-Sharing and Deductables in Insurance 0 0 0 60 1 2 9 247
Optimal risk sharing with translation invariant recursive utility for jump-diffusions 1 1 1 5 1 2 16 21
Optimal risk sharing with translation invariant recursive utility in continuous time 0 0 2 2 2 7 17 17
Optimal spending of a wealth fund in the discrete time life cycle model 0 0 0 1 3 3 7 13
Pareto Optimal Insurance Policies in the Presence of Administrative Costs 0 0 0 16 1 3 5 62
Pareto Optimal Insurance Policies: Kinks with or without frictions 1 1 1 3 1 2 8 9
Recursive utility and disappearing puzzles for continuous-time models 0 0 0 0 0 1 8 59
Recursive utility and jump-diffusions 0 0 0 33 3 3 9 155
Recursive utility and jump-diffusions 0 1 2 6 2 5 20 20
Recursive utility and jump-diffusions 0 0 0 31 0 4 9 72
Recursive utility and the equity premium puzzle: A discrete-time approach 0 0 0 0 6 6 11 79
Recursive utility using the stochastic maximum principle 0 0 0 29 1 2 11 93
Strategic Insider Trading Equilibrium with a Non-fiduciary Market Maker 0 0 0 3 2 3 6 26
Strategic Insider Trading Equilibrium with a non-fiduciary market maker 0 0 0 14 2 2 12 32
Strategic Insider Trading Equilibrium: A Filter Theory Approach 0 0 0 23 3 3 9 83
Strategic Insider Trading Equilibrium: A Forward Integration Approach 0 0 0 53 1 3 8 260
Strategic Insider Trading in Continuous Time: A New Approach 0 0 0 20 1 1 3 47
The Life Cycle Model with Recursive Utility: New insights on optimal consumption 0 0 1 53 2 4 9 96
The Nash Bargaining Solution vs. Equilibrium in a Reinsurance Syndicate 0 0 0 32 1 6 13 181
The economics of risk sharing in discrete time with translation invariant recursive utility 0 0 1 1 1 3 15 15
The equity premium and the risk free rate in a production economy. A new perspective 0 0 0 22 1 2 4 70
The equity premium in a production economy; A new perspective involving recursive utility 0 0 0 29 4 5 14 87
The investment horizon problem: A resolution 0 1 1 26 1 2 5 199
The long term equilibrium interest rate and risk premiums under uncertainty 0 0 0 53 1 4 7 118
The optimal extraction rate versus the expected real return of a sovereign wealth fund: Some simulations 0 0 0 14 2 9 16 60
The optimal spending rate versus the expected real return of a sovereign wealth fund 0 0 1 17 2 3 13 40
The perpetual American put option for jump-diffusions with applications 0 0 0 61 1 1 7 271
The perpetual American put option for jump-diffusions with applications 0 0 0 8 3 3 12 67
The perpetual American put option for jump-diffusions: Implications for equity premiums 0 0 0 27 2 3 18 169
Using Option Pricing Theory to Infer About Equity Premiums 0 0 0 63 2 2 3 287
Using Option Pricing Theory to Infer About Historical Equity Premiums 0 0 0 5 0 2 5 62
Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products 0 0 0 193 3 4 12 472
Wealth Effects on Demand for Insurance 0 0 1 66 4 8 20 270
What Puzzles? New insights in asset pricing 0 0 0 8 1 2 6 86
Total Working Papers 2 5 18 1,743 102 174 499 6,280

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 33 4 5 10 116
A Pricing Model for Quantity Contracts 0 0 0 9 3 3 9 62
A new method for valuing underwriting agreements for rights issues 0 0 0 36 2 3 7 107
Admissible investment strategies in continuous trading 0 0 0 5 2 5 11 47
An Equilibrium Model of Catastrophe Insurance Futures and Spreads 0 0 1 47 2 2 12 180
An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis 0 0 0 33 3 3 24 182
Contingent claims valuation when the security price is a combination of an Ito process and a random point process 0 0 1 66 2 3 15 258
Continuous trading in an exchange economy under discontinuous dynamics: A resolution of the equity premium puzzle 0 0 0 3 3 3 6 46
Dynamic Equilibrium and the Structure of Premiums in a Reinsurance Market 0 0 0 22 2 3 10 88
Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion 0 0 0 16 0 1 7 64
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 0 8 1 3 9 61
Equilibrium in a Reinsurance Syndicate; Existence, Uniqueness and Characterization 0 0 0 1 4 5 13 27
Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate 0 0 0 1 1 5 8 20
LIFE INSURANCE AND PENSION CONTRACTS I: THE TIME ADDITIVE LIFE CYCLE MODEL 0 0 1 14 2 2 8 50
LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY 0 0 2 20 3 4 8 47
Model reference adaptive systems applied to regression analyses 0 0 0 0 3 5 10 14
New Econ for Life Actuaries 0 0 0 0 1 2 5 17
ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA 0 0 0 6 1 3 9 49
On the St. Petersburg Paradox 0 0 1 1 2 4 8 12
Optimal Insurance Policies in the Presence of Costs 0 0 0 0 2 4 9 44
Optimal Risk Sharing in Society 0 0 0 1 1 3 12 19
Optimum portfolio diversification in a general continuous-time model 0 0 0 53 2 2 10 150
Perspectives of Risk Sharing 0 0 0 0 0 2 9 11
Preface 0 0 0 0 6 8 11 31
Recursive utility using the stochastic maximum principle 0 0 1 6 2 2 10 38
Representative Agent Pricing of Financial Assets Based on Lévy Processes with Normal Inverse Gaussian Marginals 0 0 0 0 2 4 5 13
Ruin problems and myopic portfolio optimization in continuous trading 0 0 0 9 2 2 6 50
The Nash bargaining solution vs. equilibrium in a reinsurance syndicate 0 0 0 0 4 5 12 15
The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund 0 0 0 1 5 8 17 28
The Values of Insurance Companies Under Different Uncertain Portfolios 0 0 0 75 1 1 3 370
Unemployment Insurance and Incentives 0 0 0 3 2 2 4 48
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance 0 0 1 204 3 3 9 1,324
Total Journal Articles 1 1 9 673 73 110 306 3,588

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Statistics updated 2026-05-06