Publicaciones (publications)
Publicaciones de los Profesores Investigadores del Departamento de Matemáticas y Estadística.Azcue, Pablo. Ph.D. in Mathematics, Harvard Univ. Director del Depto. de Matemáticas y Estadística. Profesor Investigador Asociado.
Martos Venturini, Gabriel. Ph.D. in Mathematical Engineering, Univ. Carlos III de Madrid. Profesor Investigador Asistente.
Muler, Nora. Dra. en Ciencias Matemáticas, UBA. Profesora Investigadora Asociada.
Pinasco, Damián. Dr. en Ciencias Matemáticas, UBA. Profesor Investigador Asociado.
Shmerkin, Pablo. Ph.D. in Mathematics, Univ. of Washington. Profesor Investigador Asociado.
Zalduendo, Igancio. Dr. en Ciencias Matemáticas, UBA. Profesor Investigador Plenario.
Libros
- Matemática para Iñaki. Author: Ignacio Zalduendo. Fondo de Cultura Económica, México, (2017).
- Stochastic Optimization in Insurance: A Dynamic Programming Approach. Authors: Pablo Azcue and Nora Muler. Springer Briefs in Quantitative Finance, Springer, (2014).
Publicaciones recientes
- Optimal Ratcheting of Dividends in a Brownian Risk Model. Co-authors: Hansjörg Albrecher and Pablo Azcue. SIAM Journal on Financial Mathematics, 13, 657-701, (2022).
- A Multidimensional Problem of Optimal Dividends with Irreversible Switching: A Convergent Numerical Scheme. Co-author: Pablo Azcue. Appl Math Optim 83, 1613–1649, (2021).
- Linear and bilinear operators and their zero-sets. Co-authors: Damián Pinasco and Ignacio Zalduendo. Revista Matemática Complutense, (2020).
- Optimal dividend payments for a two-dimensional insurance risk process. Co-authors: Nora Muler, Pablo Azcue and Zbigniew Palmowski. Eur. Actuar. J., pp. 9-241, (2019).
- Support Vector Machines. Co-authors: Gabriel Martos Venturini, Alberto Muñoz and Javier Moguerza. StatsRef: Statistics Reference Online, (2019).
- On the measure of polynomials attaining maxima on a vertex. Co-authors: Damián Pinasco and Ignacio Zalduendo. Mathematical Inequalities & Applications. 22, no 2, 421-432, (2019).
- The Minimal Volume of Simplices Containing a Convex Body. Co-authors: Damián Pinasco, Daniel Galicer and Mariano Merzbacher. J. Geom. Anal. 29, no. 1, 717-732, (2019).
- On equality of Hausdorff and affinity dimensions, via self-affine measures on positive subsystems. Co-authors: Pablo Shmerkin and Ian D. Morris.Trans. Amer. Math. Soc. 371, no. 3, 1547-1582, (2019).
- On the Hausdorff dimension of pinned distance sets. Co-author: Pablo Shmerkin. Israel J. Math., 230(2), 949–972, (2019).
- On Furstenberg’s intersection conjecture, self-similar measures, and the L^q norms of convolutions. Co-author: Pablo Shmerkin. Ann. of Math. (2), 189(2):319–391, (2019).