53 citations · 55 across the 7 of their papers we have counts for
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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…
q-fin.PM2019
Optimal ratcheting of dividends in insurance
Hansjoerg Albrecher, Pablo Azcue, Nora Muler
We address a long-standing open problem in risk theory, namely the optimal strategy to pay out dividends from an insurance surplus process, if the dividend rate can never be decrea…
q-fin.PM2010★ 53 cited
Optimal investment policy and dividend payment strategy in an insurance company
Pablo Azcue, Nora Muler
We consider in this paper the optimal dividend problem for an insurance company whose uncontrolled reserve process evolves as a classical Cramér--Lundberg process. The firm has the…