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 0 1 70
Beyond the local mean-variance analysis in continuous time: The problem of non-normality 0 0 0 14 1 1 2 48
Elements of economics of uncertainty and time with recursive utility 0 0 1 14 0 0 4 27
Empirical Tests of Models of Catastrophe Insurance Futures 0 0 0 130 0 0 0 257
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 0 14 0 1 1 58
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 0 25 0 0 2 141
Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate 0 0 0 25 0 0 0 76
Heterogeneity and limited stock market Participation 0 0 0 23 0 0 0 88
Insider trading with non-fiduciary market makers 0 0 0 5 0 0 1 35
Insider trading with partially informed traders 0 0 0 37 0 1 3 118
Intuitive probability of non-intuitive events 0 0 1 12 0 0 4 12
Jump Dynamics: The Equity Premium and the Risk-Free Rate Puzzles 0 0 0 92 0 0 1 314
Life Insurance and Pension Contracts I: The Time Additive Life Cycle Model 0 0 1 60 0 0 3 104
Long Dated Life Insurance and Pension Contracts 0 0 0 27 0 0 1 64
Negative volatility and the Survival of Western Financial Markets 0 0 0 217 0 0 0 654
On the Consistency of the Lucas Pricing Formula 0 0 0 5 0 0 1 40
On the Consistency of the Lucas Pricing Formula 0 0 0 36 0 0 0 160
Optimal Insurance Policies and Saving in a Temporal World 0 1 3 3 0 1 1 1
Optimal Risk Sharing in Society 0 0 0 13 0 0 3 20
Optimal Risk-Sharing and Deductables in Insurance 0 0 0 60 0 0 0 238
Optimal risk sharing with translation invariant recursive utility for jump-diffusions 0 0 4 4 2 4 9 9
Optimal risk sharing with translation invariant recursive utility in continuous time 0 2 2 2 0 1 1 1
Optimal spending of a wealth fund in the discrete time life cycle model 0 0 0 1 0 1 6 7
Pareto Optimal Insurance Policies in the Presence of Administrative Costs 0 0 0 16 0 0 0 57
Pareto Optimal Insurance Policies: Kinks with or without frictions 0 0 2 2 0 1 2 2
Recursive utility and disappearing puzzles for continuous-time models 0 0 0 0 0 0 0 51
Recursive utility and jump-diffusions 0 0 4 4 0 0 0 0
Recursive utility and jump-diffusions 0 0 0 33 0 0 0 146
Recursive utility and jump-diffusions 0 0 1 31 0 0 2 63
Recursive utility and the equity premium puzzle: A discrete-time approach 0 0 0 0 0 0 2 68
Recursive utility using the stochastic maximum principle 0 0 0 29 1 1 2 83
Strategic Insider Trading Equilibrium with a Non-fiduciary Market Maker 0 0 0 3 0 0 0 20
Strategic Insider Trading Equilibrium with a non-fiduciary market maker 0 0 0 14 0 0 0 20
Strategic Insider Trading Equilibrium: A Filter Theory Approach 0 0 0 23 0 1 1 75
Strategic Insider Trading Equilibrium: A Forward Integration Approach 0 0 0 53 0 0 1 252
Strategic Insider Trading in Continuous Time: A New Approach 0 0 0 20 0 0 0 44
The Life Cycle Model with Recursive Utility: New insights on optimal consumption 0 0 1 52 0 0 7 87
The Nash Bargaining Solution vs. Equilibrium in a Reinsurance Syndicate 0 0 0 32 0 0 0 168
The economics of risk sharing in discrete time with translation invariant recursive utility 0 0 0 0 0 1 1 1
The equity premium and the risk free rate in a production economy. A new perspective 0 0 0 22 0 0 2 66
The equity premium in a production economy; A new perspective involving recursive utility 0 0 0 29 1 2 4 75
The investment horizon problem: A resolution 0 0 0 25 0 1 1 195
The long term equilibrium interest rate and risk premiums under uncertainty 0 0 2 53 0 0 2 111
The optimal extraction rate versus the expected real return of a sovereign wealth fund: Some simulations 0 0 0 14 0 1 4 45
The optimal spending rate versus the expected real return of a sovereign wealth fund 0 0 0 16 0 0 3 27
The perpetual American put option for jump-diffusions with applications 0 0 0 61 1 1 2 265
The perpetual American put option for jump-diffusions with applications 0 0 0 8 0 0 1 55
The perpetual American put option for jump-diffusions: Implications for equity premiums 0 0 0 27 3 3 6 154
Using Option Pricing Theory to Infer About Equity Premiums 0 0 0 63 0 0 0 284
Using Option Pricing Theory to Infer About Historical Equity Premiums 0 0 0 5 0 0 1 57
Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products 0 0 0 193 0 0 0 460
Wealth Effects on Demand for Insurance 0 0 0 65 0 0 3 250
What Puzzles? New insights in asset pricing 0 0 0 8 0 0 1 80
Total Working Papers 0 3 22 1,728 9 22 92 5,803

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 0 32 0 0 0 106
A Pricing Model for Quantity Contracts 0 0 0 9 0 0 0 53
A new method for valuing underwriting agreements for rights issues 0 0 0 36 0 0 1 100
Admissible investment strategies in continuous trading 0 0 0 5 0 0 4 36
An Equilibrium Model of Catastrophe Insurance Futures and Spreads 0 1 2 47 0 2 4 170
An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis 0 0 0 33 1 1 9 159
Contingent claims valuation when the security price is a combination of an Ito process and a random point process 0 0 1 65 4 4 5 247
Continuous trading in an exchange economy under discontinuous dynamics: A resolution of the equity premium puzzle 0 0 0 3 0 0 1 40
Dynamic Equilibrium and the Structure of Premiums in a Reinsurance Market 0 0 0 22 0 2 3 80
Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion 0 0 0 16 0 0 1 57
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 0 8 1 1 3 53
Equilibrium in a Reinsurance Syndicate; Existence, Uniqueness and Characterization 0 0 0 1 0 0 0 14
Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate 0 0 0 1 0 0 0 12
LIFE INSURANCE AND PENSION CONTRACTS I: THE TIME ADDITIVE LIFE CYCLE MODEL 0 0 0 13 0 0 2 42
LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY 0 0 1 18 0 0 2 39
Model reference adaptive systems applied to regression analyses 0 0 0 0 0 0 0 4
New Econ for Life Actuaries 0 0 0 0 0 0 0 12
ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA 0 0 0 6 1 1 2 41
On the St. Petersburg Paradox 0 1 1 1 1 2 3 6
Optimal Insurance Policies in the Presence of Costs 0 0 0 0 1 1 1 36
Optimal Risk Sharing in Society 0 0 0 1 1 3 4 10
Optimum portfolio diversification in a general continuous-time model 0 0 0 53 1 2 3 142
Perspectives of Risk Sharing 0 0 0 0 0 0 0 2
Preface 0 0 0 0 0 0 0 20
Recursive utility using the stochastic maximum principle 0 0 1 5 0 0 1 28
Representative Agent Pricing of Financial Assets Based on Lévy Processes with Normal Inverse Gaussian Marginals 0 0 0 0 0 0 0 8
Ruin problems and myopic portfolio optimization in continuous trading 0 0 0 9 0 0 2 44
The Nash bargaining solution vs. equilibrium in a reinsurance syndicate 0 0 0 0 0 0 0 3
The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund 0 0 0 1 0 0 1 11
The Values of Insurance Companies Under Different Uncertain Portfolios 0 0 0 75 0 0 1 367
Unemployment Insurance and Incentives 0 0 0 3 1 1 2 45
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance 0 0 1 203 0 0 3 1,315
Total Journal Articles 0 2 7 666 12 20 58 3,302

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Statistics updated 2025-08-05