Pablo Azcue

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimal dividends for a NatCat insurer in the presence of a climate tipping point The Canadian Journal of Statistics	2026-05-27	Paper
Optimal dividend strategies for a catastrophe insurer Frontiers of Mathematical Finance	2024-07-31	Paper
Optimal dividend strategies for a catastrophe insurer	2023-11-09	Paper
Optimal strategies in a production inventory control model Methodology and Computing in Applied Probability	2023-07-04	Paper
Optimal dividends under a drawdown constraint and a curious square-root rule Finance and Stochastics	2023-04-12	Paper
Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis SIAM Journal on Financial Mathematics	2023-03-31	Paper
Optimal Ratcheting of Dividends in a Brownian Risk Model SIAM Journal on Financial Mathematics	2022-07-22	Paper
Optimal dividends under a drawdown constraint and a curious square-root rule (available as arXiv preprint)	2022-06-24	Paper
A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme Applied Mathematics and Optimization	2021-07-15	Paper
Optimal ratcheting of dividends in insurance SIAM Journal on Control and Optimization	2020-11-03	Paper
Optimal cash management problem for compound Poisson processes with two-sided jumps Applied Mathematics and Optimization	2019-11-20	Paper
Optimal dividend strategies for two collaborating insurance companies Advances in Applied Probability	2019-09-16	Paper
Optimal dividend payments for a two-dimensional insurance risk process European Actuarial Journal	2019-09-03	Paper
Optimal dividend payment and regime switching in a compound Poisson risk model SIAM Journal on Control and Optimization	2015-11-18	Paper
Stochastic optimization in insurance. A dynamic programming approach SpringerBriefs in Quantitative Finance	2014-05-07	Paper
Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates Insurance Mathematics & Economics	2014-04-10	Paper
Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem Mathematical Methods of Operations Research	2013-08-02	Paper
Optimal investment policy and dividend payment strategy in an insurance company The Annals of Applied Probability	2010-09-01	Paper
Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints Insurance Mathematics & Economics	2009-03-04	Paper
OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL Mathematical Finance	2006-02-08	Paper

Research outcomes over time

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