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Nora E. Muler
Observed names:
NORA MULER,
Nora Muler
Institution:
Universidad Torcuato Di Tella
Observed institutions:
Consejo Nacional de Investigaciones Científicas y Técnicas,
Universidad Torcuato Di Tella,
Universidad de Buenos Aires,
Courant Institute of Mathematical Sciences,
Universidad Carlos III de Madrid,
New York University
show all 6
ORCID:
0000-0002-8618-719X
Observed ORCID:
0000-0002-8618-719X
OpenAlex ID:
A5033779938
Optimal Reinsurance and Dividend Distribution Policies in the Cramér‐lundberg Model
2005
·
Pablo Azcue
, Nora Muler
·
Mathematical Finance
·
240
An L∞ bound for solutions of the Cahn-Hilliard equation
1995
·
Luis A. Caffarelli
, Nora E. Muler
·
Archive for Rational Mechanics and Analysis
·
159
Robust estimates for GARCH models
2007
·
Nora Muler
, Victor J. Yohai
·
Journal of Statistical Planning and Inference
·
127
Robust Estimation for Arma Models
2009
·
Nora Muler
, Daniel Peña
, et al.
·
89
Stochastic Optimization in Insurance
2014
·
Pablo Azcue
, Nora Muler
·
SpringerBriefs in quantitative finance
·
62
Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints
2008
·
Pablo Azcue
, Nora Muler
·
Insurance Mathematics and Economics
·
60
Optimal investment policy and dividend payment strategy in an insurance company
2010
·
Pablo Azcue
, Nora Muler
·
The Annals of Applied Probability
·
48
PDF
Robust estimates for arch processes
2002
·
NORA MULER
, VICTOR J. YOHAI
·
Journal of Time Series Analysis
·
44
Optimal dividend strategies for two collaborating insurance companies
2017
·
Hansjörg Albrecher
, Pablo Azcue
, et al.
·
Advances in Applied Probability
·
35
PDF
Robust estimation for vector autoregressive models
2012
·
Nora Muler
, V´ictor J. Yohai
·
Computational Statistics & Data Analysis
·
35
PDF
Optimal dividend policies for compound Poisson processes: The case of bounded dividend rates
2012
·
Pablo Azcue
, Nora Muler
·
Insurance Mathematics and Economics
·
34
Optimal Ratcheting of Dividends in Insurance
2020
·
Hansjörg Albrecher
, Pablo Azcue
, et al.
·
SIAM Journal on Control and Optimization
·
32
PDF
Optimal Ratcheting of Dividends in a Brownian Risk Model
2022
·
Hansjörg Albrecher
, Pablo Azcue
, et al.
·
SIAM Journal on Financial Mathematics
·
30
PDF
Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem
2013
·
Pablo Azcue
, Nora Muler
·
Mathematical Methods of Operations Research
·
28
Optimal Dividend Payment and Regime Switching in a Compound Poisson Risk Model
2015
·
Pablo Azcue
, Nora Muler
·
SIAM Journal on Control and Optimization
·
15
Optimal dividend payments for a two-dimensional insurance risk process
2018
·
Pablo Azcue
, Nora Muler
, et al.
·
European Actuarial Journal
·
12
PDF
Optimal Strategies in a Production Inventory Control Model
2023
·
Pablo Azcue
, Esther Frostig
, et al.
·
Methodology And Computing In Applied Probability
·
9
PDF
Optimal dividends under a drawdown constraint and a curious square-root rule
2023
·
Hansjörg Albrecher
, Pablo Azcue
, et al.
·
Finance and Stochastics
·
8
PDF
Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis
2023
·
Pablo Azcue
, Xiaoqing Liang
, et al.
·
SIAM Journal on Financial Mathematics
·
6
PDF
Optimal dividend strategies for a catastrophe insurer
2024
·
Hansjörg Albrecher
, Pablo Azcue
, et al.
·
Frontiers of Mathematical Finance
·
5
A Multidimensional Problem of Optimal Dividends with Irreversible Switching: A Convergent Numerical Scheme
2019
·
Pablo Azcue
, Nora Muler
·
Applied Mathematics & Optimization
·
4
PDF
Optimal Cash Management Problem for Compound Poisson Processes with Two-Sided Jumps
2017
·
Pablo Azcue
, Nora Muler
·
Applied Mathematics & Optimization
·
4
Optimal dividends for a NatCat insurer in the presence of a climate tipping point
2025
·
Hansjörg Albrecher
, Pablo Azcue
, et al.
·
Canadian Journal of Statistics
·
2
An L^{\infty} bound for a time-discrete regularization of a forward-backward parabolic equation
1996
·
Nora E. Muler
·
Indiana University Mathematics Journal
·
1
PDF
Optimal abatement schedules for excess carbon emissions towards a net-zero target
2026
·
Hansjörg Albrecher
, Nora Muler
·
Mathematics and Financial Economics
PDF
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Works count:
35
Citation count:
1,089
H-index:
15
I10-index:
16
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