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 0 1 6 76
Beyond the local mean-variance analysis in continuous time: The problem of non-normality 0 0 0 14 0 1 8 56
Elements of economics of uncertainty and time with recursive utility 0 0 1 15 0 0 9 38
Empirical Tests of Models of Catastrophe Insurance Futures 0 0 1 131 0 0 4 261
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 1 1 1 26 1 1 11 152
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 0 14 0 0 9 68
Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate 0 0 0 25 1 3 9 85
Heterogeneity and limited stock market Participation 0 0 0 23 0 1 8 98
Insider trading with non-fiduciary market makers 0 0 0 5 0 0 7 42
Insider trading with partially informed traders 0 0 0 37 0 2 8 126
Intuitive probability of non-intuitive events 0 0 0 13 2 2 6 19
Jump Dynamics: The Equity Premium and the Risk-Free Rate Puzzles 0 0 0 92 1 2 14 328
Life Insurance and Pension Contracts I: The Time Additive Life Cycle Model 0 0 0 60 0 0 8 112
Long Dated Life Insurance and Pension Contracts 0 0 0 27 1 1 6 70
Negative volatility and the Survival of Western Financial Markets 0 0 1 218 0 0 6 660
On the Consistency of the Lucas Pricing Formula 0 0 0 5 0 0 8 48
On the Consistency of the Lucas Pricing Formula 0 0 0 36 0 0 13 173
Optimal Insurance Policies and Saving in a Temporal World 0 0 2 5 0 0 9 11
Optimal Risk Sharing in Society 0 1 1 14 1 3 14 35
Optimal Risk-Sharing and Deductables in Insurance 0 0 0 60 1 2 12 250
Optimal risk sharing with translation invariant recursive utility for jump-diffusions 0 0 1 5 0 1 14 23
Optimal risk sharing with translation invariant recursive utility in continuous time 0 0 0 2 0 0 16 17
Optimal spending of a wealth fund in the discrete time life cycle model 0 0 0 1 1 1 9 16
Pareto Optimal Insurance Policies in the Presence of Administrative Costs 0 0 0 16 0 2 7 64
Pareto Optimal Insurance Policies: Kinks with or without frictions 0 0 1 3 1 1 8 10
Recursive utility and disappearing puzzles for continuous-time models 0 0 0 0 1 2 10 61
Recursive utility and jump-diffusions 0 0 2 6 0 1 21 22
Recursive utility and jump-diffusions 0 0 0 33 1 2 11 157
Recursive utility and jump-diffusions 0 0 0 31 0 0 9 72
Recursive utility and the equity premium puzzle: A discrete-time approach 0 0 0 0 0 0 12 80
Recursive utility using the stochastic maximum principle 0 0 0 29 0 1 11 94
Strategic Insider Trading Equilibrium with a Non-fiduciary Market Maker 0 0 0 3 1 1 7 27
Strategic Insider Trading Equilibrium with a non-fiduciary market maker 0 0 0 14 0 0 12 32
Strategic Insider Trading Equilibrium: A Filter Theory Approach 0 0 0 23 0 0 8 83
Strategic Insider Trading Equilibrium: A Forward Integration Approach 0 0 0 53 0 0 8 260
Strategic Insider Trading in Continuous Time: A New Approach 0 0 0 20 0 0 3 47
The Life Cycle Model with Recursive Utility: New insights on optimal consumption 0 0 1 53 0 1 10 97
The Nash Bargaining Solution vs. Equilibrium in a Reinsurance Syndicate 0 0 0 32 0 0 13 181
The economics of risk sharing in discrete time with translation invariant recursive utility 0 0 1 1 0 1 16 17
The equity premium and the risk free rate in a production economy. A new perspective 0 0 0 22 0 0 5 71
The equity premium in a production economy; A new perspective involving recursive utility 0 0 0 29 1 3 16 91
The investment horizon problem: A resolution 0 0 1 26 1 1 5 200
The long term equilibrium interest rate and risk premiums under uncertainty 0 0 0 53 0 0 6 118
The optimal extraction rate versus the expected real return of a sovereign wealth fund: Some simulations 0 0 0 14 0 0 15 60
The optimal spending rate versus the expected real return of a sovereign wealth fund 1 1 2 18 2 2 16 44
The perpetual American put option for jump-diffusions with applications 0 0 0 8 0 0 9 67
The perpetual American put option for jump-diffusions with applications 0 0 0 61 0 0 6 271
The perpetual American put option for jump-diffusions: Implications for equity premiums 0 0 0 27 0 0 15 169
Using Option Pricing Theory to Infer About Equity Premiums 0 0 0 63 0 0 3 287
Using Option Pricing Theory to Infer About Historical Equity Premiums 0 0 0 5 0 0 5 62
Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products 0 0 0 193 0 0 12 472
Wealth Effects on Demand for Insurance 0 0 1 66 0 0 20 270
What Puzzles? New insights in asset pricing 0 0 0 8 1 1 7 87
Total Working Papers 2 3 17 1,746 18 40 520 6,337

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 33 0 1 12 118
A Pricing Model for Quantity Contracts 0 0 0 9 0 0 9 63
A new method for valuing underwriting agreements for rights issues 0 0 0 36 0 0 8 108
Admissible investment strategies in continuous trading 0 0 0 5 0 0 11 47
An Equilibrium Model of Catastrophe Insurance Futures and Spreads 0 1 1 48 0 1 10 181
An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis 0 0 0 33 1 2 25 184
Contingent claims valuation when the security price is a combination of an Ito process and a random point process 0 0 1 66 0 0 12 259
Continuous trading in an exchange economy under discontinuous dynamics: A resolution of the equity premium puzzle 0 0 0 3 0 1 7 47
Dynamic Equilibrium and the Structure of Premiums in a Reinsurance Market 0 0 0 22 0 0 8 88
Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion 0 0 0 16 0 0 7 65
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 0 8 0 1 8 62
Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate 0 0 0 1 1 1 9 21
LIFE INSURANCE AND PENSION CONTRACTS I: THE TIME ADDITIVE LIFE CYCLE MODEL 0 0 1 14 0 0 9 51
LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY 0 0 5 23 0 0 11 50
Model reference adaptive systems applied to regression analyses 0 0 0 0 0 0 10 14
New Econ for Life Actuaries 0 0 0 0 2 3 8 20
ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA 0 0 0 6 0 0 9 50
On the St. Petersburg Paradox 0 0 0 1 1 2 8 14
Optimal Insurance Policies in the Presence of Costs 0 0 0 0 0 0 8 44
Optimal Risk Sharing in Society 0 1 1 2 0 1 10 20
Optimum portfolio diversification in a general continuous-time model 0 0 0 53 1 1 9 151
Perspectives of Risk Sharing 0 0 0 0 0 0 10 12
Preface 0 0 0 0 1 2 13 33
Recursive utility using the stochastic maximum principle 0 0 1 6 0 1 10 39
Representative Agent Pricing of Financial Assets Based on Lévy Processes with Normal Inverse Gaussian Marginals 0 0 0 0 1 1 6 14
Ruin problems and myopic portfolio optimization in continuous trading 0 0 0 9 0 0 6 50
The Nash bargaining solution vs. equilibrium in a reinsurance syndicate 0 0 0 0 0 0 12 15
The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund 0 0 0 1 0 1 18 29
The Values of Insurance Companies Under Different Uncertain Portfolios 0 0 0 75 0 0 3 370
Unemployment Insurance and Incentives 0 0 0 3 0 0 4 49
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance 0 0 1 204 0 1 11 1,326
Total Journal Articles 0 2 12 677 8 20 301 3,594
1 registered items for which data could not be found
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