| Optimal reinsurance and dividend distribution policies in the Cramér‐Lundberg model P Azcue, N Muler Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005 | 298 | 2005 |
| Robust estimates for GARCH models N Muler, VJ Yohai Journal of Statistical Planning and Inference 138 (10), 2918-2940, 2008 | 169 | 2008 |
| An L oo Bound for Solutions of the Cahn-Hilliard Equation LA Caffarelli, NE Muler Arch. Rat. Mech. Anal 133, 129-144, 1995 | 153 | 1995 |
| Stochastic optimization in insurance: a dynamic programming approach P Azcue, N Muler Springer, 2014 | 99 | 2014 |
| Robust estimation for ARMA models N Muler, D Pena, VJ Yohai | 94 | 2009 |
| Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints P Azcue, N Muler Insurance: Mathematics and Economics 44 (1), 26-34, 2009 | 75 | 2009 |
| Robust estimates for ARCH processes N Muler, VJ Yohai Journal of Time Series Analysis 23 (3), 341-375, 2002 | 67 | 2002 |
| Optimal investment policy and dividend payment strategy in an insurance company P Azcue, N Muler | 63 | 2010 |
| Optimal dividend policies for compound Poisson processes: The case of bounded dividend rates P Azcue, N Muler Insurance: Mathematics and Economics 51 (1), 26-42, 2012 | 43 | 2012 |
| Optimal dividend strategies for two collaborating insurance companies H Albrecher, P Azcue, N Muler Advances in Applied Probability 49 (2), 515-548, 2017 | 42 | 2017 |
| Robust estimation for vector autoregressive models N Muler Computational Statistics & Data Analysis 65, 68-79, 2013 | 29 | 2013 |
| Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem P Azcue, N Muler Mathematical Methods of Operations Research 77, 177-206, 2013 | 26 | 2013 |
| Optimal ratcheting of dividends in insurance H Albrecher, P Azcue, N Muler SIAM Journal on Control and Optimization 58 (4), 1822-1845, 2020 | 23 | 2020 |
| Optimal dividend payment and regime switching in a compound Poisson risk model P Azcue, N Muler SIAM Journal on Control and Optimization 53 (5), 3270-3298, 2015 | 20 | 2015 |
| Optimal dividend payments for a two-dimensional insurance risk process P Azcue, N Muler, Z Palmowski European Actuarial Journal 9, 241-272, 2019 | 17 | 2019 |
| Optimal ratcheting of dividends in a Brownian risk model H Albrecher, P Azcue, N Muler SIAM Journal on Financial Mathematics 13 (3), 657-701, 2022 | 16 | 2022 |
| Optimal dividends under a drawdown constraint and a curious square-root rule H Albrecher, P Azcue, N Muler Finance and Stochastics 27 (2), 341-400, 2023 | 5 | 2023 |
| Optimal Strategies in a Production Inventory Control Model P Azcue, E Frostig, N Muler Methodology and Computing in Applied Probability 25 (1), 43, 2023 | 3 | 2023 |
| A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme P Azcue, N Muler Applied Mathematics & Optimization 83, 1613-1649, 2021 | 3 | 2021 |
| Optimal cash management problem for compound Poisson processes with two-sided jumps P Azcue, N Muler Applied Mathematics & Optimization 80, 331-368, 2019 | 3 | 2019 |
Pablo AzcueProfessor of Mathematics, Universidad Torcuato Di TellaVerified email at utdt.edu
