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researcher

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 2018Show all

1 paper · 1 filter

math.OC2018

A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme

Pablo Azcue, Nora Muler

In this paper we study the problem of optimal dividend payment strategy which maximizes the expected discounted sum of dividends to a multidimensional set up of n associated insura…

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