Svein-Arne Persson

NHH Norwegian School of Economics

Helleveien 30

Bergen, NO-5045

Norway

  • NHH Norwegian School of Economics

    • Email
    • Tel: 47-55-95-90-00
    • Fax: 47-55-95-96-47
SCHOLARLY PAPERS

13

DOWNLOADS
Rank 43,581

SSRN RANKINGS

Top 43,581

in Total Papers Downloads

2,311

TOTAL CITATIONS

12

Scholarly Papers (13)

Actions:
Email selected abstracts
1.

Design and Pricing of Equity-Linked Life Insurance Under Stochastic Interest Rates

Number of pages: 26 Posted: 14 Jul 2001
Anna Rita Bacinello and Svein-Arne Persson
Università degli Studi di Trieste and NHH Norwegian School of Economics
Downloads 893 (54,170)
Citation 2

Abstract:

Loading...

2.

International Comparison of Interest Rate Guarantees in Life Insurance Contracts

Number of pages: 34 Posted: 14 Dec 2007
J David Cummins, Kristian R. Miltersen and Svein-Arne Persson
Temple University - Risk Management & Insurance & Actuarial Science, Copenhagen Business School and NHH Norwegian School of Economics
Downloads 367 (163,639)
Citation 4

Abstract:

Loading...

life insurance, interest rate guarantees, universal life, bonus account, Sharpe ratios

3.

Callable Risky Perpetual Debt with Protection Period

NHH Dept. of Finance & Management Science Discussion Paper No. 22/2005
Number of pages: 28 Posted: 06 Mar 2005 Last Revised: 28 Sep 2008
Aksel Mjøs and Svein-Arne Persson
NHH Norwegian School of Economics - Department of Finance and NHH Norwegian School of Economics
Downloads 252 (243,781)

Abstract:

Loading...

Callable perpetual debt, embedded options, barrier options, optimal bankruptcy

4.

Making Bank: Why High Bank Leverage is Optimal – For the Bank's Shareholders

28th Australasian Finance and Banking Conference
Number of pages: 40 Posted: 20 Aug 2015 Last Revised: 28 Jul 2016
Nikhil Atreya, Aksel Mjøs and Svein-Arne Persson
Norwegian Center for Taxation at NHH Norwegian School of Economics, NHH Norwegian School of Economics - Department of Finance and NHH Norwegian School of Economics
Downloads 170 (352,210)
Citation 1

Abstract:

Loading...

5.

On the Pricing of Performance Sensitive Debt

NHH Dept. of Finance & Management Science Discussion Paper No. 2011/5
Number of pages: 86 Posted: 12 Apr 2011 Last Revised: 16 Jul 2013
Aksel Mjøs, Tor Age Myklebust and Svein-Arne Persson
NHH Norwegian School of Economics - Department of Finance, NHH Norwegian School of Economics and NHH Norwegian School of Economics
Downloads 162 (365,290)
Citation 2

Abstract:

Loading...

Performance sensitive debt, credit risk, bank loans, structural debt model, empirical pricing

6.

Credit Spreads and Incomplete Information

NHH Dept. of Finance & Management Science Discussion Paper No. 2008/9
Number of pages: 23 Posted: 21 May 2008 Last Revised: 10 Dec 2011
Snorre Lindset, Arne-Christian Lund and Svein-Arne Persson
Norwegian University of Science and Technology (NTNU), NHH Norwegian School of Economics - Department of Business and Management Science and NHH Norwegian School of Economics
Downloads 142 (407,092)
Citation 2

Abstract:

Loading...

Credit risk, credit spreads, delayed information, asymmetric information

7.

Dual Holders: Valuation, Default Policy, and Capital Structure

Number of pages: 46 Posted: 24 May 2019
Snorre Lindset, Guttorm Nygård and Svein-Arne Persson
Norwegian University of Science and Technology (NTNU), affiliation not provided to SSRN and NHH Norwegian School of Economics
Downloads 140 (411,666)

Abstract:

Loading...

Dual holders, optimal default policy, optimal capital structure

8.

A Model of Deferred Callability in Defaultable Debt

NHH Dept. of Finance & Management Science Discussion Paper No. 2009/4
Number of pages: 19 Posted: 27 May 2009
Aksel Mjøs and Svein-Arne Persson
NHH Norwegian School of Economics - Department of Finance and NHH Norwegian School of Economics
Downloads 106 (508,604)
Citation 1

Abstract:

Loading...

callable perpetual debt, barrier options

9.

Continuous Monitoring: Look Before You Leap

NHH Dept. of Finance & Management Science Discussion Paper No. 2008/8
Number of pages: 22 Posted: 21 May 2008
Snorre Lindset and Svein-Arne Persson
Norwegian University of Science and Technology (NTNU) and NHH Norwegian School of Economics
Downloads 79 (613,048)

Abstract:

Loading...

credit risk for non-life insurers, guarantee fund, continuous monitoring, barrier options

10.

A Note on a Barrier Exchange Option: The World's Simplest Option Formula?

Finance Research Letters, Vol. 3, No. 3, pp. 207-211, 2006, NHH Dept. of Finance & Management Science Discussion Paper No. 2005/5
Posted: 19 Mar 2007
Snorre Lindset and Svein-Arne Persson
Norwegian University of Science and Technology (NTNU) and NHH Norwegian School of Economics

Abstract:

Loading...

11.

Level Dependent Annuities: Defaults of Multiple Degrees

Posted: 05 Mar 2007 Last Revised: 09 May 2012
Aksel Mjøs and Svein-Arne Persson
NHH Norwegian School of Economics - Department of Finance and NHH Norwegian School of Economics

Abstract:

Loading...

multi-level annuity, credit risk, financial distress, barrier options

12.

Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products

Downloads 0 (1,248,661)

Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products

WFIC 96-20
Posted: 23 Apr 1998
Knut K. Aase and Svein-Arne Persson
NHH Norwegian School of Economics - Department of Business and Management Science and NHH Norwegian School of Economics

Abstract:

Loading...

Valuation of the Minimum Guaranteed Return Embedded in Life Insurance Products

Journal Of Risk And Insurance, Vol. 64, No. 4, December, 1997
Posted: 04 May 1998
Svein-Arne Persson and Knut K. Aase
NHH Norwegian School of Economics and NHH Norwegian School of Economics - Department of Business and Management Science

Abstract:

Loading...

13.

Exotic Unit-Linked Life Insurance Contracts

THE GENEVA PAPERS ON RISK AND INSURANCE THEORY, Vol. 21 No. 1
Posted: 18 Jun 1996
Steinar Ekern and Svein-Arne Persson
NHH Norwegian School of Economics - Department of Business and Management Science and NHH Norwegian School of Economics

Abstract:

Loading...