Mohamed Mrad

Available identifiers

Publication	Date of Publication	Type
Bi-revealed utilities in a defaultable universe: a new point of view on consumption	2024-05-25	Paper
Time-consistent pension policy with minimum guarantee and sustainability constraint	2024-05-25	Paper
Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling	2022-09-30	Paper
Consistent utility of investment and consumption: a forward/backward SPDE viewpoint	2022-07-05	Paper
Ramsey rule with forward/backward utility for long-term yield curves modeling	2022-06-17	Paper
Dynamic utility and related nonlinear SPDEs driven by Lévy noise	2022-03-29	Paper
Mixture of consistent stochastic utilities and \textit{a priori} randomness	2021-06-01	Paper
Recover dynamic utility from observable process: application to the economic equilibrium	2021-05-04	Paper
Convergence rate of strong approximations of compound random maps, application to SPDEs	2018-12-27	Paper
Strong approximation of stochastic processes at random times and application to their exact simulation	2018-09-04	Paper
An exact connection between two solvable SDEs and a nonlinear utility stochastic PDE	2014-01-23	Paper
Stochastic Utilities With a Given Optimal Portfolio : Approach by Stochastic Flows	N/A	Paper
Time-consistent pension policy with minimum guarantee and sustainability constraint	N/A	Paper

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