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Nora Muler

According to our database1, Nora Muler authored at least 6 papers between 2013 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Links

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Bibliography

2023
Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis.
[BibTeX]
[DOI]
Pablo Azcue
,
Xiaoqing Liang
,
Nora Muler
,
Virginia R. Young
SIAM J. Financial Math., March, 2023

2022
Optimal Ratcheting of Dividends in a Brownian Risk Model.
[BibTeX]
[DOI]
Hansjörg Albrecher
,
Pablo Azcue
,
Nora Muler
SIAM J. Financial Math., 2022

2020
Optimal Ratcheting of Dividends in Insurance.
[BibTeX]
[DOI]
Hansjörg Albrecher
,
Pablo Azcue
,
Nora Muler
SIAM J. Control. Optim., 2020

2015
Optimal Dividend Payment and Regime Switching in a Compound Poisson Risk Model.
[BibTeX]
[DOI]
Pablo Azcue
,
Nora Muler
SIAM J. Control. Optim., 2015

2013
Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem.
[BibTeX]
[DOI]
Pablo Azcue
,
Nora Muler
Math. Methods Oper. Res., 2013

Robust estimation for vector autoregressive models.
[BibTeX]
[DOI]
Nora Muler
,
Victor J. Yohai
Comput. Stat. Data Anal., 2013


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