Nora Muler

Publication Activity (10 Years)

Years Active: 2013-2023
Publications (10 Years): 3

Top Topics

Robust Estimators

Asymptotic Analysis

Wavelet Analysis

Top Venues

SIAM J. Financial Math.

SIAM J. Control. Optim.

Comput. Stat. Data Anal.

Math. Methods Oper. Res.

Publications

Pablo Azcue, Xiaoqing Liang, Nora Muler, Virginia R. Young
Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis. SIAM J. Financial Math. 14 (1) (2023)
Hansjörg Albrecher, Pablo Azcue, Nora Muler
Optimal Ratcheting of Dividends in a Brownian Risk Model. SIAM J. Financial Math. 13 (3) (2022)
Hansjörg Albrecher, Pablo Azcue, Nora Muler
Optimal Ratcheting of Dividends in Insurance. SIAM J. Control. Optim. 58 (4) (2020)
Pablo Azcue, Nora Muler
Optimal Dividend Payment and Regime Switching in a Compound Poisson Risk Model. SIAM J. Control. Optim. 53 (5) (2015)
Nora Muler, Victor J. Yohai
Robust estimation for vector autoregressive models. Comput. Stat. Data Anal. 65 (2013)
Pablo Azcue, Nora Muler
Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem. Math. Methods Oper. Res. 77 (2) (2013)