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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
Electronic Journal of Probability, 2015, 20 (65), pp.1-31. ⟨10.1214/EJP.v20-3569⟩
Article dans une revue hal-01245355v1
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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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The De Vylder-Goovaerts conjecture holds true within the diffusion limit

 Stefan Ankirchner , Christophette Blanchet-Scalliet , Nabil Kazi-Tani
Journal of Applied Probability, 2019, 56 (2), pp.546-557. ⟨10.1017/jpr.2019.33⟩
Article dans une revue hal-01887402v1

Second order BSDEs with jumps: formulation and uniqueness

 Mohamed Nabil Kazi-Tani , Dylan Possamaï , Chao Zhou
The Annals of Applied Probability, 2015, 25 (5), pp.2867-2908. ⟨10.1214/14-AAP1063⟩
Article dans une revue hal-01102791v1
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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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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

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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On a construction of multivariate distributions given some multidimensional marginals

 Nabil Kazi-Tani , Didier Rullière
Advances in Applied Probability, 2019, 51 (2), pp.487-513. ⟨10.1017/apr.2019.14⟩
Article dans une revue hal-01575169v3

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

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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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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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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Gambling for resurrection and the heat equation on a triangle

 Stefan Ankirchner , Christophette Blanchet-Scalliet , Nabil Kazi-Tani , Chao Zhou
Applied Mathematics and Optimization, 2021, 84, pp.3111-3136. ⟨10.1007/s00245-020-09741-9⟩
Article dans une revue hal-02405853v1
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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

Quadratic BSDEs with jumps: a fixed-point approach

 Mohamed Nabil Kazi-Tani , Dylan Possamaï , Chao Zhou
Electronic Journal of Probability, 2015, 20 (66), pp.1-28. ⟨10.1214/EJP.v20-3363⟩
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
Stochastics and Dynamics, 2016, 16 (4), pp.1650012. ⟨10.1142/S021949371650012X⟩
Article dans une revue hal-01432974v1
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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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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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