3 papers
cs.CR2025
Hashpower allocation in Pay-per-Share blockchain mining pools
Pierre-Olivier Goffard, Hansjoerg Albrecher, Jean-Pierre Fouque
Mining blocks in a blockchain using the \textit{Proof-of-Work} consensus protocol involves significant risk, as network participants face continuous operational costs while earning…
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…
q-fin.PM2023
Optimal dividend strategies for a catastrophe insurer
Hansjoerg Albrecher, Pablo Azcue, Nora Muler
In this paper we study the problem of optimally paying out dividends from an insurance portfolio, when the criterion is to maximize the expected discounted dividends over the lifet…