Albrecher, Hansjörg; Azcue, Pablo; Muler, Nora Optimal dividends under a drawdown constraint and a curious square-root rule. (English) Zbl 1511.91161 Finance Stoch. 27, No. 2, 341-400 (2023). MSC: 91G50 49L25 93E20 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Finance Stoch. 27, No. 2, 341--400 (2023; Zbl 1511.91161) Full Text: DOI arXiv
Albrecher, Hansjörg; Azcue, Pablo; Muler, Nora Optimal ratcheting of dividends in a Brownian risk model. (English) Zbl 1497.91331 SIAM J. Financ. Math. 13, No. 3, 657-701 (2022). MSC: 91G50 49L25 93E20 PDFBibTeX XMLCite \textit{H. Albrecher} et al., SIAM J. Financ. Math. 13, No. 3, 657--701 (2022; Zbl 1497.91331) Full Text: DOI arXiv
Azcue, Pablo; Muler, Nora A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme. (English) Zbl 1468.49027 Appl. Math. Optim. 83, No. 3, 1613-1649 (2021). MSC: 49L12 49L25 35F21 91B64 PDFBibTeX XMLCite \textit{P. Azcue} and \textit{N. Muler}, Appl. Math. Optim. 83, No. 3, 1613--1649 (2021; Zbl 1468.49027) Full Text: DOI arXiv
Azcue, Pablo; Muler, Nora Optimal dividend payment and regime switching in a compound Poisson risk model. (English) Zbl 1372.91052 SIAM J. Control Optim. 53, No. 5, 3270-3298 (2015). MSC: 91B30 49L25 60G40 93E20 PDFBibTeX XMLCite \textit{P. Azcue} and \textit{N. Muler}, SIAM J. Control Optim. 53, No. 5, 3270--3298 (2015; Zbl 1372.91052) Full Text: DOI
Azcue, Pablo; Muler, Nora Optimal investment policy and dividend payment strategy in an insurance company. (English) Zbl 1196.91033 Ann. Appl. Probab. 20, No. 4, 1253-1302 (2010). Reviewer: Georgiy Shevchenko (Kiev) MSC: 91B30 91G50 91B70 49L25 PDFBibTeX XMLCite \textit{P. Azcue} and \textit{N. Muler}, Ann. Appl. Probab. 20, No. 4, 1253--1302 (2010; Zbl 1196.91033) Full Text: DOI arXiv
Azcue, Pablo; Muler, Nora Optimal reinsurance and dividend distribution policies in the Cramér-Lundberg model. (English) Zbl 1136.91016 Math. Finance 15, No. 2, 261-308 (2005). Reviewer: Krzysztof Szajowski (Wrocław) MSC: 91B30 49L20 49L25 60G07 93E20 PDFBibTeX XMLCite \textit{P. Azcue} and \textit{N. Muler}, Math. Finance 15, No. 2, 261--308 (2005; Zbl 1136.91016) Full Text: DOI