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P. Azcue

12 papers hereh-index 15746 citations34 works total

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

author position
  • first author6
  • middle author6

Across the 12 of 12 papers where every author was matched, so the position is known.

fields
  • math.OC6
  • q-fin.PM3
  • q-fin.RM2
  • math.PR1

identity via Semantic Scholar / OpenAlex

activity
20102025
most citedOptimal investment policy and dividend payment strategy in an insurance company

53 citations · 55 across the 7 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.