Svein-Arne Persson

Norwegian School of Economics (NHH)

Helleveien 30

Bergen, NO-5045

Norway

SCHOLARLY PAPERS

13

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6

Scholarly Papers (13)

1.

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

EFA 2001 Barcelona Meetings
Number of pages: 26 Posted: 14 Jul 2001
Anna Rita Bacinello and Svein-Arne Persson
Università degli Studi di Trieste and Norwegian School of Economics (NHH)
Downloads 806 (29,659)
Citation 1

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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 Norwegian School of Economics (NHH)
Downloads 299 (101,854)
Citation 4

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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
Norwegian School of Economics (NHH) - Department of Finance and Norwegian School of Economics (NHH)
Downloads 165 (181,600)

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

4.

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
Norwegian School of Economics (NHH) - Department of Finance, Norwegian School of Economics (NHH) and Norwegian School of Economics (NHH)
Downloads 108 (253,073)
Citation 1

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

5.

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), Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH)
Downloads 108 (253,073)
Citation 2

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Credit risk, credit spreads, delayed information, asymmetric information

6.

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, Norwegian School of Economics (NHH) - Department of Finance and Norwegian School of Economics (NHH)
Downloads 98 (270,404)
Citation 1

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7.

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
Norwegian School of Economics (NHH) - Department of Finance and Norwegian School of Economics (NHH)
Downloads 65 (344,794)
Citation 1

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callable perpetual debt, barrier options

8.

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 Norwegian School of Economics (NHH)
Downloads 54 (377,802)

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

9.

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 Norwegian School of Economics (NHH)
Downloads 31 (465,746)

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Dual holders, optimal default policy, optimal capital structure

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 Norwegian School of Economics (NHH)

Abstract:

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11.

Level Dependent Annuities: Defaults of Multiple Degrees

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

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

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
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH)

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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
Norwegian School of Economics (NHH) and Norwegian School of Economics (NHH) - Department of Business and Management Science

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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
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH)

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