3 papers
q-fin.RM2026
Optimal Cash Transfers and Microinsurance to Reduce Social Protection Costs
Pablo Azcue, Corina Constantinescu, José Miguel Flores-Contró +1
Design and implementation of appropriate social protection strategies is one of the main targets of the United Nation's Sustainable Development Goal (SDG) 1: No Poverty. Cash trans…
math.OC2026
Optimal Abatement Schedules for Excess Carbon Emissions Towards a Net-Zero Target
Hansjoerg Albrecher, Nora Muler
Achieving net-zero carbon emissions requires a transformation of energy systems, industrial processes, and consumption patterns. In particular, a transition towards that goal invol…
q-fin.RM2025
Optimal dividends for a NatCat insurer in the presence of a climate tipping point
Hansjoerg Albrecher, Pablo Azcue, Nora Muler
We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity…