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 5 54
Beyond the local mean-variance analysis in continuous time: The problem of non-normality 0 0 1 12 0 1 3 23
Empirical Tests of Models of Catastrophe Insurance Futures 0 0 2 130 0 0 4 250
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 0 24 0 0 0 126
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 1 9 0 0 3 39
Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate 0 0 1 23 0 1 2 65
Heterogeneity and limited stock market Participation 0 0 4 17 0 1 15 56
Insider trading with partially informed traders 0 0 1 34 0 0 3 85
Jump Dynamics: The Equity Premium and the Risk-Free Rate Puzzles 1 1 1 91 1 1 7 283
Life Insurance and Pension Contracts I: The Time Additive Life Cycle Model 0 1 2 49 1 3 13 72
Long Dated Life Insurance and Pension Contracts 0 0 1 27 0 0 3 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 0 2 25
On the Consistency of the Lucas Pricing Formula 0 0 0 35 0 1 3 137
Optimal Risk-Sharing and Deductables in Insurance 1 1 1 56 1 2 3 204
Pareto Optimal Insurance Policies in the Presence of Administrative Costs 1 1 3 15 1 2 6 42
Recursive utility and disappearing puzzles for continuous-time models 0 0 0 0 0 0 2 38
Recursive utility and jump-diffusions 0 0 1 13 0 0 5 23
Recursive utility and jump-diffusions 0 0 5 28 1 3 15 82
Recursive utility and the equity premium puzzle: A discrete-time approach 0 0 0 0 0 0 5 47
Recursive utility using the stochastic maximum principle 0 0 2 27 0 0 4 56
Strategic Insider Trading Equilibrium: A Filter Theory Approach 0 0 1 21 0 0 2 62
Strategic Insider Trading Equilibrium: A Forward Integration Approach 0 0 0 50 0 0 0 232
The Life Cycle Model with Recursive Utility: New insights on optimal consumption 0 0 2 43 1 1 6 54
The Nash Bargaining Solution vs. Equilibrium in a Reinsurance Syndicate 0 0 1 30 1 2 5 128
The equity premium and the risk free rate in a production economy. A new perspective 0 0 0 21 0 0 2 53
The equity premium in a production economy; A new perspective involving recursive utility 0 0 4 27 0 0 11 32
The investment horizon problem: A resolution 0 0 0 20 0 0 4 158
The long term equilibrium interest rate and risk premiums under uncertainty 0 0 2 48 0 0 6 92
The perpetual American put option for jump-diffusions with applications 0 0 0 60 0 0 2 240
The perpetual American put option for jump-diffusions with applications 0 0 1 6 0 0 3 31
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 1 2 268
Using Option Pricing Theory to Infer About Historical Equity Premiums 0 0 1 5 0 0 3 32
Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products 0 0 1 186 0 0 6 443
Wealth Effects on Demand for Insurance 0 0 1 63 0 0 13 222
What Puzzles? New insights in asset pricing 0 0 0 4 0 0 3 56
Total Working Papers 3 4 41 1,483 7 20 171 4,631


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 1 2 24 1 2 3 77
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 1 2 3 22
An Equilibrium Model of Catastrophe Insurance Futures and Spreads 0 0 0 44 0 3 12 134
An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis 0 1 1 32 1 3 6 105
Contingent claims valuation when the security price is a combination of an Ito process and a random point process 0 0 0 56 0 0 5 208
Continuous trading in an exchange economy under discontinuous dynamics: A resolution of the equity premium puzzle 0 0 1 3 0 0 2 30
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 0 2 13 0 0 3 47
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 0 7 0 0 0 29
ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA 0 0 0 4 0 0 2 22
Optimum portfolio diversification in a general continuous-time model 0 0 2 36 0 2 5 85
Preface 0 0 0 0 0 0 1 9
Ruin problems and myopic portfolio optimization in continuous trading 0 0 0 9 0 0 1 36
The Values of Insurance Companies Under Different Uncertain Portfolios 0 0 0 75 0 0 2 359
Unemployment Insurance and Incentives 0 0 1 3 0 0 1 31
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance 0 0 1 197 0 1 7 1,286
Total Journal Articles 0 2 10 572 3 13 54 2,671


Statistics updated 2018-01-04