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Optimal reinsurance and dividend distribution policies in the Cramér-Lundberg model
Azcue, Pablo; Muler, Nora - In: Mathematical finance : an international journal of … 15 (2005) 2, pp. 261-308
Persistent link: https://www.econbiz.de/10002725480
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Minimizing the ruin probability allowing investments in two assets : a two-dimensional problem
Azcue, Pablo; Muler, Nora - In: Mathematical methods of operations research 77 (2013) 2, pp. 177-206
Persistent link: https://www.econbiz.de/10009766710
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Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints
Azcue, Pablo; Muler, Nora - In: Insurance / Mathematics & economics 44 (2009) 1, pp. 26-34
Persistent link: https://www.econbiz.de/10009517662
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Optimal dividend policies for compound Poisson processes : the case of bounded dividend rates
Azcue, Pablo; Muler, Nora; Politis, Konstadinos - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 26-42
Persistent link: https://www.econbiz.de/10009557637
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Stochastic optimization in insurance : a dynamic programming approach
Azcue, Pablo; Muler, Nora - 2014
Persistent link: https://www.econbiz.de/10011374820
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Optimal dividend strategies for a catastrophe insurer
Albrecher, Hansjörg; Azcue, Pablo; Muler, Nora - In: Frontiers of mathematical finance : FMF 3 (2024) 2, pp. 304-344
Persistent link: https://www.econbiz.de/10015376021
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Optimal dividends under a drawdown constraint and a curious square-root rule
Albrecher, Hansjörg; Azcue, Pablo; Muler, Nora - In: Finance and stochastics 27 (2023) 2, pp. 341-400
Persistent link: https://www.econbiz.de/10014253644