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 4 5 75
Beyond the local mean-variance analysis in continuous time: The problem of non-normality 0 0 0 14 0 2 8 55
Elements of economics of uncertainty and time with recursive utility 0 0 1 15 0 1 11 38
Empirical Tests of Models of Catastrophe Insurance Futures 0 0 1 131 0 1 4 261
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 0 14 2 6 10 68
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 0 25 1 5 10 151
Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate 0 0 0 25 0 3 6 82
Heterogeneity and limited stock market Participation 0 0 0 23 1 5 9 97
Insider trading with non-fiduciary market makers 0 0 0 5 0 3 7 42
Insider trading with partially informed traders 0 0 0 37 0 1 6 124
Intuitive probability of non-intuitive events 0 0 1 13 1 1 5 17
Jump Dynamics: The Equity Premium and the Risk-Free Rate Puzzles 0 0 0 92 0 4 12 326
Life Insurance and Pension Contracts I: The Time Additive Life Cycle Model 0 0 0 60 0 2 8 112
Long Dated Life Insurance and Pension Contracts 0 0 0 27 0 1 5 69
Negative volatility and the Survival of Western Financial Markets 0 1 1 218 0 3 6 660
On the Consistency of the Lucas Pricing Formula 0 0 0 5 0 3 8 48
On the Consistency of the Lucas Pricing Formula 0 0 0 36 1 6 13 173
Optimal Insurance Policies and Saving in a Temporal World 0 0 2 5 0 1 10 11
Optimal Risk Sharing in Society 0 0 0 13 0 2 12 32
Optimal Risk-Sharing and Deductables in Insurance 0 0 0 60 1 2 10 248
Optimal risk sharing with translation invariant recursive utility for jump-diffusions 0 1 1 5 1 2 15 22
Optimal risk sharing with translation invariant recursive utility in continuous time 0 0 2 2 0 4 17 17
Optimal spending of a wealth fund in the discrete time life cycle model 0 0 0 1 2 5 9 15
Pareto Optimal Insurance Policies in the Presence of Administrative Costs 0 0 0 16 0 2 5 62
Pareto Optimal Insurance Policies: Kinks with or without frictions 0 1 1 3 0 1 8 9
Recursive utility and disappearing puzzles for continuous-time models 0 0 0 0 0 0 8 59
Recursive utility and jump-diffusions 0 0 0 33 0 3 9 155
Recursive utility and jump-diffusions 0 0 0 31 0 2 9 72
Recursive utility and jump-diffusions 0 1 2 6 1 6 21 21
Recursive utility and the equity premium puzzle: A discrete-time approach 0 0 0 0 1 7 12 80
Recursive utility using the stochastic maximum principle 0 0 0 29 0 1 11 93
Strategic Insider Trading Equilibrium with a Non-fiduciary Market Maker 0 0 0 3 0 3 6 26
Strategic Insider Trading Equilibrium with a non-fiduciary market maker 0 0 0 14 0 2 12 32
Strategic Insider Trading Equilibrium: A Filter Theory Approach 0 0 0 23 0 3 8 83
Strategic Insider Trading Equilibrium: A Forward Integration Approach 0 0 0 53 0 1 8 260
Strategic Insider Trading in Continuous Time: A New Approach 0 0 0 20 0 1 3 47
The Life Cycle Model with Recursive Utility: New insights on optimal consumption 0 0 1 53 0 2 9 96
The Nash Bargaining Solution vs. Equilibrium in a Reinsurance Syndicate 0 0 0 32 0 3 13 181
The economics of risk sharing in discrete time with translation invariant recursive utility 0 0 1 1 1 2 15 16
The equity premium and the risk free rate in a production economy. A new perspective 0 0 0 22 1 3 5 71
The equity premium in a production economy; A new perspective involving recursive utility 0 0 0 29 1 6 14 88
The investment horizon problem: A resolution 0 1 1 26 0 2 5 199
The long term equilibrium interest rate and risk premiums under uncertainty 0 0 0 53 0 2 7 118
The optimal extraction rate versus the expected real return of a sovereign wealth fund: Some simulations 0 0 0 14 0 6 16 60
The optimal spending rate versus the expected real return of a sovereign wealth fund 0 0 1 17 2 4 15 42
The perpetual American put option for jump-diffusions with applications 0 0 0 61 0 1 7 271
The perpetual American put option for jump-diffusions with applications 0 0 0 8 0 3 12 67
The perpetual American put option for jump-diffusions: Implications for equity premiums 0 0 0 27 0 3 18 169
Using Option Pricing Theory to Infer About Equity Premiums 0 0 0 63 0 2 3 287
Using Option Pricing Theory to Infer About Historical Equity Premiums 0 0 0 5 0 1 5 62
Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products 0 0 0 193 0 4 12 472
Wealth Effects on Demand for Insurance 0 0 1 66 0 5 20 270
What Puzzles? New insights in asset pricing 0 0 0 8 0 2 6 86
Total Working Papers 0 5 17 1,743 17 150 508 6,297

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 1 33 1 6 11 117
A Pricing Model for Quantity Contracts 0 0 0 9 1 4 10 63
A new method for valuing underwriting agreements for rights issues 0 0 0 36 1 3 8 108
Admissible investment strategies in continuous trading 0 0 0 5 0 4 11 47
An Equilibrium Model of Catastrophe Insurance Futures and Spreads 0 0 0 47 0 2 10 180
An equilibrium asset pricing model based on Lévy processes: relations to stochastic volatility, and the survival hypothesis 0 0 0 33 0 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 1 4 16 259
Continuous trading in an exchange economy under discontinuous dynamics: A resolution of the equity premium puzzle 0 0 0 3 0 3 6 46
Dynamic Equilibrium and the Structure of Premiums in a Reinsurance Market 0 0 0 22 0 2 10 88
Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion 0 0 0 16 1 1 8 65
Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs 0 0 0 8 0 2 9 61
Equilibrium in a Reinsurance Syndicate; Existence, Uniqueness and Characterization 0 0 0 1 0 5 13 27
Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate 0 0 0 1 0 5 8 20
LIFE INSURANCE AND PENSION CONTRACTS I: THE TIME ADDITIVE LIFE CYCLE MODEL 0 0 1 14 1 3 9 51
LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY 3 3 5 23 3 7 11 50
Model reference adaptive systems applied to regression analyses 0 0 0 0 0 4 10 14
New Econ for Life Actuaries 0 0 0 0 0 1 5 17
ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA 0 0 0 6 1 2 10 50
On the St. Petersburg Paradox 0 0 0 1 0 2 7 12
Optimal Insurance Policies in the Presence of Costs 0 0 0 0 0 3 9 44
Optimal Risk Sharing in Society 0 0 0 1 0 1 11 19
Optimum portfolio diversification in a general continuous-time model 0 0 0 53 0 2 9 150
Perspectives of Risk Sharing 0 0 0 0 1 3 10 12
Preface 0 0 0 0 0 8 11 31
Recursive utility using the stochastic maximum principle 0 0 1 6 0 2 10 38
Representative Agent Pricing of Financial Assets Based on Lévy Processes with Normal Inverse Gaussian Marginals 0 0 0 0 0 4 5 13
Ruin problems and myopic portfolio optimization in continuous trading 0 0 0 9 0 2 6 50
The Nash bargaining solution vs. equilibrium in a reinsurance syndicate 0 0 0 0 0 4 12 15
The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund 0 0 0 1 0 5 17 28
The Values of Insurance Companies Under Different Uncertain Portfolios 0 0 0 75 0 1 3 370
Unemployment Insurance and Incentives 0 0 0 3 1 3 5 49
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance 0 0 1 204 1 4 10 1,325
Total Journal Articles 3 4 10 676 13 105 314 3,601

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04