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 71
Beyond the local mean-variance analysis in continuous time: The problem of non-normality 0 0 0 14 1 3 6 53
Elements of economics of uncertainty and time with recursive utility 0 0 1 15 2 5 10 37
Empirical Tests of Models of Catastrophe Insurance Futures 0 1 1 131 0 3 3 260
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 0 25 0 2 5 146
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 0 14 0 3 5 62
Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate 0 0 0 25 0 3 3 79
Heterogeneity and limited stock market Participation 0 0 0 23 2 2 4 92
Insider trading with non-fiduciary market makers 0 0 0 5 1 2 5 39
Insider trading with partially informed traders 0 0 0 37 0 1 7 123
Intuitive probability of non-intuitive events 0 0 1 13 0 3 4 16
Jump Dynamics: The Equity Premium and the Risk-Free Rate Puzzles 0 0 0 92 0 3 8 322
Life Insurance and Pension Contracts I: The Time Additive Life Cycle Model 0 0 0 60 1 4 7 110
Long Dated Life Insurance and Pension Contracts 0 0 0 27 1 4 4 68
Negative volatility and the Survival of Western Financial Markets 0 0 0 217 1 3 3 657
On the Consistency of the Lucas Pricing Formula 0 0 0 5 0 5 5 45
On the Consistency of the Lucas Pricing Formula 0 0 0 36 0 4 7 167
Optimal Insurance Policies and Saving in a Temporal World 0 0 5 5 0 4 10 10
Optimal Risk Sharing in Society 0 0 0 13 2 5 10 30
Optimal Risk-Sharing and Deductables in Insurance 0 0 0 60 1 5 8 246
Optimal risk sharing with translation invariant recursive utility for jump-diffusions 0 0 4 4 1 7 18 20
Optimal risk sharing with translation invariant recursive utility in continuous time 0 0 2 2 3 8 13 13
Optimal spending of a wealth fund in the discrete time life cycle model 0 0 0 1 0 2 5 10
Pareto Optimal Insurance Policies in the Presence of Administrative Costs 0 0 0 16 1 3 3 60
Pareto Optimal Insurance Policies: Kinks with or without frictions 0 0 2 2 1 5 8 8
Recursive utility and disappearing puzzles for continuous-time models 0 0 0 0 1 4 8 59
Recursive utility and jump-diffusions 0 0 0 33 0 4 6 152
Recursive utility and jump-diffusions 0 0 0 31 2 6 7 70
Recursive utility and jump-diffusions 0 1 5 5 0 9 15 15
Recursive utility and the equity premium puzzle: A discrete-time approach 0 0 0 0 0 4 5 73
Recursive utility using the stochastic maximum principle 0 0 0 29 1 8 10 92
Strategic Insider Trading Equilibrium with a Non-fiduciary Market Maker 0 0 0 3 0 3 3 23
Strategic Insider Trading Equilibrium with a non-fiduciary market maker 0 0 0 14 0 7 10 30
Strategic Insider Trading Equilibrium: A Filter Theory Approach 0 0 0 23 0 4 6 80
Strategic Insider Trading Equilibrium: A Forward Integration Approach 0 0 0 53 2 6 8 259
Strategic Insider Trading in Continuous Time: A New Approach 0 0 0 20 0 2 2 46
The Life Cycle Model with Recursive Utility: New insights on optimal consumption 0 0 2 53 2 6 9 94
The Nash Bargaining Solution vs. Equilibrium in a Reinsurance Syndicate 0 0 0 32 3 6 10 178
The economics of risk sharing in discrete time with translation invariant recursive utility 0 0 1 1 2 9 14 14
The equity premium and the risk free rate in a production economy. A new perspective 0 0 0 22 0 0 4 68
The equity premium in a production economy; A new perspective involving recursive utility 0 0 0 29 0 4 9 82
The investment horizon problem: A resolution 0 0 0 25 0 1 3 197
The long term equilibrium interest rate and risk premiums under uncertainty 0 0 0 53 2 3 5 116
The optimal extraction rate versus the expected real return of a sovereign wealth fund: Some simulations 0 0 0 14 3 9 10 54
The optimal spending rate versus the expected real return of a sovereign wealth fund 0 0 1 17 1 5 11 38
The perpetual American put option for jump-diffusions with applications 0 0 0 61 0 4 6 270
The perpetual American put option for jump-diffusions with applications 0 0 0 8 0 5 9 64
The perpetual American put option for jump-diffusions: Implications for equity premiums 0 0 0 27 0 9 15 166
Using Option Pricing Theory to Infer About Equity Premiums 0 0 0 63 0 0 1 285
Using Option Pricing Theory to Infer About Historical Equity Premiums 0 0 0 5 1 4 5 61
Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products 0 0 0 193 0 6 8 468
Wealth Effects on Demand for Insurance 0 0 1 66 3 8 15 265
What Puzzles? New insights in asset pricing 0 0 0 8 0 3 4 84
Total Working Papers 0 2 26 1,738 41 228 380 6,147

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 3 5 111
A Pricing Model for Quantity Contracts 0 0 0 9 0 2 6 59
A new method for valuing underwriting agreements for rights issues 0 0 0 36 1 3 5 105
Admissible investment strategies in continuous trading 0 0 0 5 1 6 8 43
An Equilibrium Model of Catastrophe Insurance Futures and Spreads 0 0 1 47 0 7 10 178
An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis 0 0 0 33 0 18 22 179
Contingent claims valuation when the security price is a combination of an Ito process and a random point process 0 1 1 66 0 6 12 255
Continuous trading in an exchange economy under discontinuous dynamics: A resolution of the equity premium puzzle 0 0 0 3 0 3 3 43
Dynamic Equilibrium and the Structure of Premiums in a Reinsurance Market 0 0 0 22 1 6 8 86
Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion 0 0 0 16 1 6 7 64
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 0 8 1 5 7 59
Equilibrium in a Reinsurance Syndicate; Existence, Uniqueness and Characterization 0 0 0 1 0 2 8 22
Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate 0 0 0 1 0 0 3 15
LIFE INSURANCE AND PENSION CONTRACTS I: THE TIME ADDITIVE LIFE CYCLE MODEL 0 0 1 14 0 3 6 48
LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY 0 0 3 20 0 1 6 43
Model reference adaptive systems applied to regression analyses 0 0 0 0 1 6 6 10
New Econ for Life Actuaries 0 0 0 0 1 4 4 16
ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA 0 0 0 6 2 6 8 48
On the St. Petersburg Paradox 0 0 1 1 2 2 6 10
Optimal Insurance Policies in the Presence of Costs 0 0 0 0 1 4 6 41
Optimal Risk Sharing in Society 0 0 0 1 2 6 11 18
Optimum portfolio diversification in a general continuous-time model 0 0 0 53 0 4 8 148
Perspectives of Risk Sharing 0 0 0 0 0 5 7 9
Preface 0 0 0 0 0 3 3 23
Recursive utility using the stochastic maximum principle 0 0 1 6 0 2 8 36
Representative Agent Pricing of Financial Assets Based on Lévy Processes with Normal Inverse Gaussian Marginals 0 0 0 0 0 1 1 9
Ruin problems and myopic portfolio optimization in continuous trading 0 0 0 9 0 2 4 48
The Nash bargaining solution vs. equilibrium in a reinsurance syndicate 0 0 0 0 1 6 8 11
The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund 0 0 0 1 3 9 12 23
The Values of Insurance Companies Under Different Uncertain Portfolios 0 0 0 75 0 1 2 369
Unemployment Insurance and Incentives 0 0 0 3 0 1 2 46
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance 0 0 1 204 0 2 6 1,321
Total Journal Articles 0 1 9 672 18 135 218 3,496

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Statistics updated 2026-03-04