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researcher

N. Muler

13 papers hereh-index 171.1k citations35 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author2
  • last author10

Across the 13 of 13 papers where every author was matched, so the position is known.

fields
  • math.OC7
  • q-fin.PM2
  • q-fin.RM2
  • math.PR1
  • math.ST1

identity via Semantic Scholar / OpenAlex

activity
20092026
most citedRobust estimation for ARMA models

77 citations · 132 across the 8 of their papers we have counts for

collaborators
Showing q-fin.RMShow all

2 papers · 1 filter

q-fin.RM2025

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…

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.