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Author ID: muler.nora-e Recent zbMATH articles by "Muler, Nora E."
Published as: Muler, Nora; Muler, Nora E.
Documents Indexed: 19 Publications since 1995, including 1 Book
Co-Authors: 6 Co-Authors with 18 Joint Publications
378 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

15 Publications have been cited 368 times in 296 Documents Cited by Year
Optimal reinsurance and dividend distribution policies in the Cramér-Lundberg model. Zbl 1136.91016
Azcue, Pablo; Muler, Nora
114
2005
An \(L^ \infty\) bound for solutions of the Cahn-Hilliard equation. Zbl 0851.35010
Caffarelli, Luis A.; Muler, Nora E.
58
1995
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
Robust estimates for GARCH models. Zbl 1140.62068
Muler, Nora; Yohai, Victor J.
22
2008
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
Robust estimates for ARCH processes. Zbl 1022.62083
Muler, Nora; Yohai, Victor J.
15
2002
Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem. Zbl 1269.49041
Azcue, Pablo; Muler, Nora
15
2013
Robust estimation for ARMA models. Zbl 1162.62405
Muler, Nora; Peña, Daniel; Yohai, Víctor J.
14
2009
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
Robust estimation for vector autoregressive models. Zbl 1471.62146
Muler, Nora; Yohai, V’ictor J.
5
2013
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
Robust estimation for vector autoregressive models. Zbl 1471.62146
Muler, Nora; Yohai, V’ictor J.
5
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
Robust estimation for ARMA models. Zbl 1162.62405
Muler, Nora; Peña, Daniel; Yohai, Víctor J.
14
2009
Robust estimates for GARCH models. Zbl 1140.62068
Muler, Nora; Yohai, Victor J.
22
2008
Optimal reinsurance and dividend distribution policies in the Cramér-Lundberg model. Zbl 1136.91016
Azcue, Pablo; Muler, Nora
114
2005
Robust estimates for ARCH processes. Zbl 1022.62083
Muler, Nora; Yohai, Victor J.
15
2002
An \(L^ \infty\) bound for solutions of the Cahn-Hilliard equation. Zbl 0851.35010
Caffarelli, Luis A.; Muler, Nora E.
58
1995
all top 5

Cited by 430 Authors

13 Muler, Nora E.
10 Azcue, Pablo
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 Yang, Xiaofeng
6 Yohai, Víctor Jaime
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 Croux, Christophe
4 Guo, Junyi
4 Loeffen, Ronnie L.
4 Luo, Shangzhen
4 Shen, Jie
4 Tian, Linlin
4 Wang, Lei
4 Wang, Wenyuan
4 Wang, Yan
4 Xu, Lin
4 Yao, Dingjun
4 Yu, Haijun
3 Avanzi, Benjamin
3 Belkina, Tat’yana Andreevna
3 Deng, Chao
3 Fokianos, Konstantinos
3 Grandits, Peter
3 Hill, Jonathan B.
3 Hipp, Christian
3 Junca, Mauricio
3 Konyukhova, Nadja B.
3 Kyprianou, Andreas E.
3 Li, Danping
3 Liu, Zhaoyang
3 Miranville, Alain M.
3 Moreno-Franco, Harold A.
3 Roidos, Nikolaos
3 Ruiz, Esther
3 Tan, Jiyang
3 Van Aelst, Stefan
3 Vierkötter, Matthias
3 Yang, Hailiang
3 Zelik, Sergey V.
3 Zhao, Yanxiang
3 Zhou, Xiaowen
3 Zhu, Huiming
3 Zhu, Jinxia
2 Bayraktar, Erhan
2 Belkina, Tatiana
2 Britos, Grisel Maribel
2 Cherfils, Laurence
2 Czarna, Irmina
2 Dede’, Luca
2 Duchesne, Pierre
2 Franceschi, Sandro
2 Gao, Yali
2 Gerber, Hans U.
2 He, Xiaoming
2 Hernández, Camilo
2 Hotta, Luiz Koodi
2 Hu, Duni
2 Huang, Ya
2 Kitromilidou, Stella
2 Lai, Yongzeng
2 Li, Nianying
2 Li, Yan
2 Liang, Zhibin
2 Liu, Chun
2 Liu, Qiang
2 Liu, Shuangqian
2 Ma, Jin
2 Marciniak, Ewa
2 Mei, Liquan
2 Mishura, Yuliya Stepanivna
2 Ojeda, Silvia María
2 Peña, Daniel
2 Pérez Garmendia, Jose Luis
2 Pistorius, Martijn R.
2 Salibian-Barrera, Matias
2 Schrohe, Elmar
2 Shang, Han Lin
2 Shen, Yang
2 Slavko, B. V.
2 Song, Aimin
2 Song, Lixin
2 Steffensen, Mogens
2 Szölgyenyi, Michaela
2 Trucíos, Carlos
...and 330 more Authors
all top 5

Cited in 114 Serials

27 Insurance Mathematics & Economics
15 Scandinavian Actuarial Journal
10 Computational Statistics and Data Analysis
9 Journal of Computational and Applied Mathematics
8 Journal of Optimization Theory and Applications
8 Communications in Statistics. Theory and Methods
8 European Actuarial Journal
6 SIAM Journal on Control and Optimization
6 Acta Mathematicae Applicatae Sinica. English Series
6 Journal of Statistical Computation and Simulation
6 Journal of Industrial and Management Optimization
5 Journal of Computational Physics
5 Journal of Mathematical Analysis and Applications
5 Applied Mathematics and Optimization
5 Journal of Scientific Computing
5 The Annals of Applied Probability
5 ASTIN Bulletin
5 North American Actuarial Journal
4 Mathematical Methods in the Applied Sciences
4 Applied Mathematics and Computation
4 Journal of Applied Probability
4 Journal of Differential Equations
4 Mathematical Methods of Operations Research
4 Stochastic Models
4 SIAM Journal on Financial Mathematics
3 Advances in Applied Probability
3 Journal of Statistical Planning and Inference
3 Stochastic Analysis and Applications
3 Computational Mathematics and Mathematical Physics
3 Communications in Statistics. Simulation and Computation
3 Mathematical Problems in Engineering
3 Stochastics
2 Archive for Rational Mechanics and Analysis
2 Computers & Mathematics with Applications
2 Computer Methods in Applied Mechanics and Engineering
2 Journal of Multivariate Analysis
2 Statistics & Probability Letters
2 Probability and Mathematical Statistics
2 Chinese Annals of Mathematics. Series B
2 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
2 European Journal of Operational Research
2 SIAM Journal on Scientific Computing
2 Theory of Probability and Mathematical Statistics
2 Discrete Dynamics in Nature and Society
2 Journal of Applied Statistics
2 Statistical Inference for Stochastic Processes
2 Journal of Systems Science and Complexity
2 Statistical Methods and Applications
2 Communications in Computational Physics
2 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
2 Statistics & Risk Modeling
2 Journal of Function Spaces
1 International Journal of Control
1 Journal of Mathematical Biology
1 Moscow University Mathematics Bulletin
1 Periodica Mathematica Hungarica
1 ZAMP. Zeitschrift für angewandte Mathematik und Physik
1 The Annals of Statistics
1 Automatica
1 Journal of the American Statistical Association
1 Journal of Econometrics
1 Journal of Functional Analysis
1 Manuscripta Mathematica
1 Mathematics and Computers in Simulation
1 Mathematics of Operations Research
1 Metron
1 Monatshefte für Mathematik
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Numerische Mathematik
1 SIAM Journal on Numerical Analysis
1 Optimal Control Applications & Methods
1 Operations Research Letters
1 Journal of Time Series Analysis
1 Physica D
1 Applied Numerical Mathematics
1 Statistics
1 Statistical Science
1 Journal of Economic Dynamics & Control
1 Journal of Theoretical Probability
1 Mathematical and Computer Modelling
1 Asymptotic Analysis
1 Queueing Systems
1 International Journal of Mathematics
1 Computational Statistics
1 Applied Mathematical Modelling
1 Communications in Partial Differential Equations
1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
1 SIAM Journal on Applied Mathematics
1 Stochastic Processes and their Applications
1 Test
1 Statistical Papers
1 Opuscula Mathematica
1 Bernoulli
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 Econometric Theory
1 The ANZIAM Journal
1 Journal of Evolution Equations
...and 14 more Serials

Citations by Year