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Author ID: azcue.pablo Recent zbMATH articles by "Azcue, Pablo"
Published as: Azcue, Pablo
Documents Indexed: 13 Publications since 2005, including 1 Book
Co-Authors: 3 Co-Authors with 13 Joint Publications
157 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

10 Publications have been cited 254 times in 193 Documents Cited by Year
Optimal reinsurance and dividend distribution policies in the Cramér-Lundberg model. Zbl 1136.91016
Azcue, Pablo; Muler, Nora
114
2005
Stochastic optimization in insurance. A dynamic programming approach. Zbl 1308.91004
Azcue, Pablo; Muler, Nora
28
2014
Optimal investment policy and dividend payment strategy in an insurance company. Zbl 1196.91033
Azcue, Pablo; Muler, Nora
25
2010
Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints. Zbl 1156.91391
Azcue, Pablo; Muler, Nora
22
2009
Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates. Zbl 1284.91201
Azcue, Pablo; Muler, Nora
18
2012
Optimal dividend strategies for two collaborating insurance companies. Zbl 1429.91274
Albrecher, Hansjörg; Azcue, Pablo; Muler, Nora
17
2017
Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem. Zbl 1269.49041
Azcue, Pablo; Muler, Nora
15
2013
Optimal dividend payment and regime switching in a compound Poisson risk model. Zbl 1372.91052
Azcue, Pablo; Muler, Nora
6
2015
Optimal dividend payments for a two-dimensional insurance risk process. Zbl 1422.91324
Azcue, Pablo; Muler, Nora; Palmowski, Zbigniew
6
2019
Optimal ratcheting of dividends in insurance. Zbl 1452.91256
Albrecher, Hansjörg; Azcue, Pablo; Muler, Nora
3
2020
Optimal ratcheting of dividends in insurance. Zbl 1452.91256
Albrecher, Hansjörg; Azcue, Pablo; Muler, Nora
3
2020
Optimal dividend payments for a two-dimensional insurance risk process. Zbl 1422.91324
Azcue, Pablo; Muler, Nora; Palmowski, Zbigniew
6
2019
Optimal dividend strategies for two collaborating insurance companies. Zbl 1429.91274
Albrecher, Hansjörg; Azcue, Pablo; Muler, Nora
17
2017
Optimal dividend payment and regime switching in a compound Poisson risk model. Zbl 1372.91052
Azcue, Pablo; Muler, Nora
6
2015
Stochastic optimization in insurance. A dynamic programming approach. Zbl 1308.91004
Azcue, Pablo; Muler, Nora
28
2014
Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem. Zbl 1269.49041
Azcue, Pablo; Muler, Nora
15
2013
Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates. Zbl 1284.91201
Azcue, Pablo; Muler, Nora
18
2012
Optimal investment policy and dividend payment strategy in an insurance company. Zbl 1196.91033
Azcue, Pablo; Muler, Nora
25
2010
Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints. Zbl 1156.91391
Azcue, Pablo; Muler, Nora
22
2009
Optimal reinsurance and dividend distribution policies in the Cramér-Lundberg model. Zbl 1136.91016
Azcue, Pablo; Muler, Nora
114
2005
all top 5

Cited by 240 Authors

10 Azcue, Pablo
10 Muler, Nora E.
10 Palmowski, Zbigniew
9 Albrecher, Hansjörg
9 Thonhauser, Stefan
8 Yin, Chuancun
8 Zeng, Yan
7 Bai, Lihua
7 Jin, Zhuo
7 Yuen, Kam Chuen
6 Avram, Florin
6 Eisenberg, Julia
6 Young, Virginia R.
6 Zhao, Hui
5 Li, Zhongfei
5 Liang, Xiaoqing
5 Liu, Guoxin
5 Rong, Ximin
5 Schmidli, Hanspeter
4 Chen, Shumin
4 Guo, Junyi
4 Loeffen, Ronnie L.
4 Luo, Shangzhen
4 Tian, Linlin
4 Wang, Lei
4 Wang, Wenyuan
4 Wang, Yan
4 Xu, Lin
4 Yao, Dingjun
3 Avanzi, Benjamin
3 Belkina, Tat’yana Andreevna
3 Deng, Chao
3 Grandits, Peter
3 Hipp, Christian
3 Junca, Mauricio
3 Konyukhova, Nadja B.
3 Kyprianou, Andreas E.
3 Li, Danping
3 Liu, Zhaoyang
3 Moreno-Franco, Harold A.
3 Tan, Jiyang
3 Vierkötter, Matthias
3 Yang, Hailiang
3 Zhou, Xiaowen
3 Zhu, Huiming
3 Zhu, Jinxia
2 Bayraktar, Erhan
2 Belkina, Tatiana
2 Czarna, Irmina
2 Franceschi, Sandro
2 Gerber, Hans U.
2 Hernández, Camilo
2 Hu, Duni
2 Huang, Ya
2 Lai, Yongzeng
2 Li, Yan
2 Liang, Zhibin
2 Ma, Jin
2 Marciniak, Ewa
2 Mishura, Yuliya Stepanivna
2 Pérez Garmendia, Jose Luis
2 Pistorius, Martijn R.
2 Shen, Yang
2 Slavko, B. V.
2 Song, Aimin
2 Steffensen, Mogens
2 Szölgyenyi, Michaela
2 Wang, Hailong
2 Wang, Mingming
2 Wang, Rongming
2 Wang, Wei
2 Wang, Yajie
2 Wei, Jiaqin
2 Wei, Pengyu
2 Wen, Yuzhen
2 Woo, Jae-Kyung
2 Xu, Ran
2 Yaegashi, Yuta
2 Yamazaki, Kazutoshi
2 Yang, Xiangqun
2 Yin, Gang George
2 Yoshioka, Hidekazu
2 Zeng, Xudong
2 Zhou, Ming
2 Zhuang, Shengchao
1 A, Chunxiang
1 Alvarez, Luis H. R.
1 Angoshtari, Bahman
1 Ankirchner, Stefan
1 Antonello, Michele
1 Bai, Yizhou
1 Barucci, Emilio
1 Bäuerle, Nicole
1 Bian, Baojun
1 Blanchet-Scalliet, Christophette
1 Born, Patricia H.
1 Cani, Arian
1 Cao, Jiling
1 Chang-Lara, Héctor A.
1 Chen, Mi
...and 140 more Authors
all top 5

Cited in 65 Serials

27 Insurance Mathematics & Economics
15 Scandinavian Actuarial Journal
8 Journal of Computational and Applied Mathematics
8 Journal of Optimization Theory and Applications
8 European Actuarial Journal
7 Communications in Statistics. Theory and Methods
6 SIAM Journal on Control and Optimization
6 Journal of Industrial and Management Optimization
5 Applied Mathematics and Optimization
5 Acta Mathematicae Applicatae Sinica. English Series
5 The Annals of Applied Probability
5 ASTIN Bulletin
5 North American Actuarial Journal
4 Journal of Applied Probability
4 Mathematical Methods of Operations Research
4 Stochastic Models
4 SIAM Journal on Financial Mathematics
3 Advances in Applied Probability
3 Applied Mathematics and Computation
3 Stochastic Analysis and Applications
3 Computational Mathematics and Mathematical Physics
3 Mathematical Problems in Engineering
3 Stochastics
2 Statistics & Probability Letters
2 European Journal of Operational Research
2 Theory of Probability and Mathematical Statistics
2 Discrete Dynamics in Nature and Society
2 Journal of Systems Science and Complexity
2 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
2 Statistics & Risk Modeling
1 Computers & Mathematics with Applications
1 International Journal of Control
1 Journal of Mathematical Analysis and Applications
1 Mathematical Methods in the Applied Sciences
1 Moscow University Mathematics Bulletin
1 Periodica Mathematica Hungarica
1 Automatica
1 Mathematics and Computers in Simulation
1 Mathematics of Operations Research
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Optimal Control Applications & Methods
1 Operations Research Letters
1 Probability and Mathematical Statistics
1 Journal of Economic Dynamics & Control
1 Journal of Theoretical Probability
1 Mathematical and Computer Modelling
1 Queueing Systems
1 Applied Mathematical Modelling
1 Communications in Statistics. Simulation and Computation
1 Stochastic Processes and their Applications
1 Opuscula Mathematica
1 Finance and Stochastics
1 Mathematical Finance
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Methodology and Computing in Applied Probability
1 The ANZIAM Journal
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
1 Journal of Applied Mathematics and Computing
1 Fuzzy Optimization and Decision Making
1 Journal of Biological Dynamics
1 Optimization Letters
1 MathematicS In Action
1 Mathematical Control and Related Fields
1 Journal of Function Spaces

Citations by Year