3 papers
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…
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…
math.OC2022
Optimal dividends revisited: a gradient-based method and evolutionary algorithms
Hansjörg Albrecher, Brandon García Flores
We reconsider the study of optimal dividend strategies in the Cramér-Lundberg risk model. It is well-known that the solution of the classical dividend problem is in general a band…