Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem. - Pablo Azcue; Nora Muler (Math. Methods Oper. Res., 2013)

Optimal Dividend Payment and Regime Switching in a Compound Poisson Risk Model. - Pablo Azcue; Nora Muler (SIAM J. Control. Optim., 2015)

Optimal Ratcheting of Dividends in Insurance. - Hansjörg Albrecher; Pablo Azcue; Nora Muler (SIAM J. Control. Optim., 2020)

Optimal Ratcheting of Dividends in a Brownian Risk Model. - Hansjörg Albrecher; Pablo Azcue; Nora Muler (SIAM J. Financial Math., 2022)

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