Pablo Azcue

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Optimal dividend strategies for a catastrophe insurer	2024-07-31	Paper
Optimal dividend strategies for a catastrophe insurer	2023-11-09	Paper
Optimal strategies in a production inventory control model	2023-07-04	Paper
Optimal dividends under a drawdown constraint and a curious square-root rule	2023-04-12	Paper
Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis	2023-03-31	Paper
Optimal Ratcheting of Dividends in a Brownian Risk Model	2022-07-22	Paper
Optimal dividends under a drawdown constraint and a curious square-root rule	2022-06-24	Paper
A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme	2021-07-15	Paper
Optimal Ratcheting of Dividends in Insurance	2020-11-03	Paper
Optimal cash management problem for compound Poisson processes with two-sided jumps	2019-11-20	Paper
Optimal dividend strategies for two collaborating insurance companies	2019-09-16	Paper
Optimal dividend payments for a two-dimensional insurance risk process	2019-09-03	Paper
Optimal Dividend Payment and Regime Switching in a Compound Poisson Risk Model	2015-11-18	Paper
Stochastic Optimization in Insurance	2014-05-07	Paper
Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates	2014-04-10	Paper
Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem	2013-08-02	Paper
Optimal investment policy and dividend payment strategy in an insurance company	2010-09-01	Paper
Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints	2009-03-04	Paper
OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL	2006-02-08	Paper

Research outcomes over time

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