53 citations · 55 across the 7 of their papers we have counts for
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math.PR2020
Optimal ratcheting of dividends in a Brownian risk model
Hansjoerg Albrecher, Pablo Azcue, Nora Muler
We study the problem of optimal dividend payout from a surplus process governed by Brownian motion with drift under the additional constraint of ratcheting, i.e. the dividend rate…
math.OC2020★ 1 cited
Optimal strategies in a production-inventory control model
Pablo Azcue, Esther Frostig, Nora Muler
We consider a production-inventory control model with finite capacity and two different production rates, assuming that the cumulative process of customer demand is given by a comp…