Nabil Kazi-Tani

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Mean-field ranking games with diffusion control Mathematics and Financial Economics	2024-11-01	Paper
Large ranking games with diffusion control Mathematics of Operations Research	2024-06-27	Paper
The role of correlation in diffusion control ranking games SIAM Journal on Control and Optimization	2024-05-29	Paper
A continuous-time model of self-protection Finance and Stochastics	2023-04-12	Paper
Indifference pricing of reinsurance with reinstatements using coherent monetary criteria European Actuarial Journal	2021-12-17	Paper
Gambling for resurrection and the heat equation on a triangle Applied Mathematics and Optimization	2021-10-19	Paper
Prevention efforts, insurance demand and price incentives under coherent risk measures Insurance Mathematics & Economics	2020-08-03	Paper
On a construction of multivariate distributions given some multidimensional marginals Advances in Applied Probability	2019-12-09	Paper
Stopping with expectation constraints: 3 points suffice Electronic Journal of Probability	2019-08-06	Paper
The de Vylder-Goovaerts conjecture holds within the diffusion limit Journal of Applied Probability	2019-07-31	Paper
Quadratic BSDEs with jumps: related nonlinear expectations Stochastics and Dynamics	2016-06-03	Paper
Second-order BSDEs with jumps: formulation and uniqueness The Annals of Applied Probability	2015-10-20	Paper
Second-order BSDEs with jumps: formulation and uniqueness The Annals of Applied Probability	2015-10-20	Paper
Quadratic BSDEs with jumps: a fixed-point approach Electronic Journal of Probability	2015-08-07	Paper
Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs Electronic Journal of Probability	2015-08-07	Paper

Research outcomes over time

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