검색결과 : 4건
| No. | Article |
|---|---|
| 1 |
A Multidimensional Problem of Optimal Dividends with Irreversible Switching: A Convergent Numerical Scheme Azcue P, Muler N Applied Mathematics and Optimization, 83(3), 1613, 2021 |
| 2 |
OPTIMAL RATCHETING OF DIVIDENDS IN INSURANCE Albrecher H, Azcue P, Muler N SIAM Journal on Control and Optimization, 58(4), 1822, 2020 |
| 3 |
Optimal Cash Management Problem for Compound Poisson Processes with Two-Sided Jumps Azcue P, Muler N Applied Mathematics and Optimization, 80(2), 331, 2019 |
| 4 |
OPTIMAL DIVIDEND PAYMENT AND REGIME SWITCHING IN A COMPOUND POISSON RISK MODEL Azcue P, Muler N SIAM Journal on Control and Optimization, 53(5), 3270, 2015 |