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Large ranking games with non-observable diffusion control
Stefan Ankirchner
,
Nabil Kazi-Tani
,
Julian Wendt
,
Chao Zhou
2021
Pré-publication, Document de travail
hal-03138716v1
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Analysis of Backward SDEs with Jumps and Risk Management Issues
Mohamed Nabil Kazi-Tani
Probability [math.PR]. Ecole Polytechnique X, 2012. English. ⟨NNT : ⟩
Thèse
pastel-00782154v1
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Indifference Pricing of Reinsurance with Reinstatements Using Coherent Monetary Criteria
Nabil Kazi-Tani
2020
Pré-publication, Document de travail
hal-01742638v2
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Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs
Mohamed Nabil Kazi-Tani
,
Dylan Possamaï
,
Chao Zhou
Article dans une revue
hal-01245355v1
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Prevention efforts, insurance demand and price incentives under coherent risk measures
Sarah Bensalem
,
Nabil Kazi-Tani
,
Nicolás Hernández Santibáñez
Séminaire Lyon-Lausanne, Jan 2019, Lyon, France
Communication dans un congrès
hal-02009102v1
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Laplacian Spectra of Graphs and Cyber-Insurance Protection
Thierry Cohignac
,
Nabil Kazi-Tani
2020
Pré-publication, Document de travail
hal-02911859v1
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Second order BSDEs with jumps: formulation and uniqueness
Mohamed Nabil Kazi-Tani
,
Dylan Possamaï
,
Chao Zhou
Article dans une revue
hal-01102791v1
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The De Vylder-Goovaerts conjecture holds true within the diffusion limit
Stefan Ankirchner
,
Christophette Blanchet-Scalliet
,
Nabil Kazi-Tani
Article dans une revue
hal-01887402v1
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A Continuous-Time Model of Self-Protection
Sarah Bensalem
,
Nicolás Hernández Santibáñez
,
Nabil Kazi-Tani
2022
Pré-publication, Document de travail
hal-02974961v2
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Quantile Mixing and Model Uncertainty Measures
Thierry Cohignac
,
Nabil Kazi-Tani
2019
Pré-publication, Document de travail
hal-02405859v1
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On a construction of multivariate distributions given some multidimensional marginals
Nabil Kazi-Tani
,
Didier Rullière
Article dans une revue
hal-01575169v3
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Optimal Individual Prevention Effort
Sarah Bensalem
,
Nabil Kazi-Tani
,
Nicolás Hernández Santibáñez
Chair Days: Insurance, Actuarial science, Data & Models, Jun 2018, Paris, France
Poster de conférence
hal-02009073v1
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An Equilibrium Model of Prevention Effort under Distortion Risk Measures
Sarah Bensalem
,
Nabil Kazi-Tani
,
Nicolás Hernández Santibáñez
International Conference on Control, Games and Stochastic Analysis, Oct 2018, Hammamet, Tunisia
Communication dans un congrès
hal-02009095v1
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Inf-Convolution of Choquet Integrals and Applications in Optimal Risk Transfer
Nabil Kazi-Tani
2018
Pré-publication, Document de travail
hal-01742629v1
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The role of correlation in diffusion control ranking games
Stefan Ankirchner
,
Nabil Kazi-Tani
,
Julian Wendt
2023
Pré-publication, Document de travail
hal-03954608v1
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Prevention efforts, insurance demand and price incentives under coherent risk measures
Sarah Bensalem
,
Nicolás Hernández Santibáñez
,
Nabil Kazi-Tani
2019
Pré-publication, Document de travail
hal-01983433v1
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A new proof of Williamson's representation of multiply monotone functions
Nabil Kazi-Tani
,
Didier Rullière
2020
Pré-publication, Document de travail
hal-02984743v1
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Gambling for resurrection and the heat equation on a triangle
Stefan Ankirchner
,
Christophette Blanchet-Scalliet
,
Nabil Kazi-Tani
,
Chao Zhou
Article dans une revue
hal-02405853v1
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Quadratic BSDEs with jumps: a fixed-point approach
Mohamed Nabil Kazi-Tani
,
Dylan Possamaï
,
Chao Zhou
Article dans une revue
hal-01245360v1
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Quadratic BSDEs with jumps: Related nonlinear expectations
Mohamed Nabil Kazi-Tani
,
Dylan Possamaï
,
Chao Zhou
Article dans une revue
hal-01432974v1
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Stopping with expectation constraints: 3 points suffice
Stefan Ankirchner
,
Nabil Kazi-Tani
,
Maike Klein
,
Thomas Kruse
2017
Pré-publication, Document de travail
hal-01525439v1
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