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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 2023Show all

1 paper · 1 filter

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…

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