2 papers
cs.CR2025
Hashpower allocation in Pay-per-Share blockchain mining pools
Pierre-Olivier Goffard, Hansjoerg Albrecher, Jean-Pierre Fouque
Mining blocks in a blockchain using the \textit{Proof-of-Work} consensus protocol involves significant risk, as network participants face continuous operational costs while earning…
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…