Edit Profile (opens in new tab) Kazi-Tani, Nabil Co-Author Distance Author ID: kazi-tani.nabil Published as: Kazi-Tani, Nabil Documents Indexed: 11 Publications since 2015 Co-Authors: 9 Co-Authors with 10 Joint Publications 164 Co-Co-Authors all top 5 Co-Authors 1 single-authored 5 Zhou, Chao 4 Possamaï, Dylan 3 Ankirchner, Stefan 2 Bensalem, Sarah 2 Blanchet-Scalliet, Christophette 2 Hernández-Santibáñez, Nicolás 1 Klein, Maike 1 Kruse, Thomas 1 Rullière, Didier all top 5 Serials 3 Electronic Journal of Probability 1 Advances in Applied Probability 1 Applied Mathematics and Optimization 1 Journal of Applied Probability 1 Insurance Mathematics & Economics 1 The Annals of Applied Probability 1 Finance and Stochastics 1 Stochastics and Dynamics 1 European Actuarial Journal all top 5 Fields 8 Probability theory and stochastic processes (60-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Partial differential equations (35-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Statistics (62-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 8 Publications have been cited 49 times in 37 Documents Cited by ▼ Year ▼ Quadratic BSDEs with jumps: a fixed-point approach. Zbl 1321.60129 Possamai, Dylan; Kazi-Tani, Nabil; Zhou, Chao 13 2015 Second-order BSDEs with jumps: formulation and uniqueness. Zbl 1325.60091 Kazi-Tani, Nabil; Possamaï, Dylan; Zhou, Chao 12 2015 Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs. Zbl 1321.60125 Kazi-Tani, Nabil; Possamaï, Dylan; Zhou, Chao 9 2015 Quadratic BSDEs with jumps: related nonlinear expectations. Zbl 1339.60070 Kazi-Tani, Nabil; Possamaï, Dylan; Zhou, Chao 8 2016 Stopping with expectation constraints: 3 points suffice. Zbl 1456.60094 Ankirchner, Stefan; Kazi-Tani, Nabil; Klein, Maike; Kruse, Thomas 4 2019 On a construction of multivariate distributions given some multidimensional marginals. Zbl 1427.60031 Kazi-Tani, Nabil; Rullière, Didier 1 2019 Prevention efforts, insurance demand and price incentives under coherent risk measures. Zbl 1448.91253 Bensalem, Sarah; Santibáñez, Nicolás Hernández; Kazi-Tani, Nabil 1 2020 The de Vylder-Goovaerts conjecture holds within the diffusion limit. Zbl 1415.60031 Ankirchner, Stefan; Blanchet-Scalliet, Christophette; Kazi-Tani, Nabil 1 2019 Prevention efforts, insurance demand and price incentives under coherent risk measures. Zbl 1448.91253 Bensalem, Sarah; Santibáñez, Nicolás Hernández; Kazi-Tani, Nabil 1 2020 Stopping with expectation constraints: 3 points suffice. Zbl 1456.60094 Ankirchner, Stefan; Kazi-Tani, Nabil; Klein, Maike; Kruse, Thomas 4 2019 On a construction of multivariate distributions given some multidimensional marginals. Zbl 1427.60031 Kazi-Tani, Nabil; Rullière, Didier 1 2019 The de Vylder-Goovaerts conjecture holds within the diffusion limit. Zbl 1415.60031 Ankirchner, Stefan; Blanchet-Scalliet, Christophette; Kazi-Tani, Nabil 1 2019 Quadratic BSDEs with jumps: related nonlinear expectations. Zbl 1339.60070 Kazi-Tani, Nabil; Possamaï, Dylan; Zhou, Chao 8 2016 Quadratic BSDEs with jumps: a fixed-point approach. Zbl 1321.60129 Possamai, Dylan; Kazi-Tani, Nabil; Zhou, Chao 13 2015 Second-order BSDEs with jumps: formulation and uniqueness. Zbl 1325.60091 Kazi-Tani, Nabil; Possamaï, Dylan; Zhou, Chao 12 2015 Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs. Zbl 1321.60125 Kazi-Tani, Nabil; Possamaï, Dylan; Zhou, Chao 9 2015 all cited Publications top 5 cited Publications all top 5 Cited by 61 Authors 5 Possamaï, Dylan 4 Ankirchner, Stefan 4 Kupper, Michael 3 Kazi-Tani, Nabil 3 Kruse, Thomas 3 Nendel, Max 3 Urusov, Mikhail A. 3 Yao, Song 3 Zhou, Chao 2 Confortola, Fulvia 2 Fujii, Masaaki 1 Bandini, Elena 1 Bartl, Daniel 1 Becherer, Dirk 1 Bensalem, Sarah 1 Blessing, Jonas 1 Bo, Lijun 1 Büttner, Martin 1 Černý, Aleš 1 Choukroun, Sébastien 1 Cosso, Andrea 1 Delon, Julie 1 Denk, Robert 1 Eckstein, Stephan 1 Eddahbi, M’hamed 1 Fuhrmann, Sven 1 Gozlan, Nathael 1 Hernández-Santibáñez, Nicolás 1 Hernández, Camilo 1 Hu, Ying 1 Kentia, Klebert 1 Khelfallah, Nabil 1 Kim, Bara 1 Kim, Jeongsim 1 Kim, Jerim 1 Kim, Kon-Gun 1 Kim, Mun Chŏl 1 Klein, Maike 1 Liao, Huafu 1 Lionnet, Arnaud 1 Löhr, Wolfgang 1 Madoui, Imène 1 Matoussi, Anis 1 Nam, Kihun 1 Neufeld, Ariel David 1 Nutz, Marcel 1 O, Hun 1 Papapantoleon, Antonis 1 Röckner, Michael 1 Ruf, Johannes 1 Sabbagh, Wissal 1 Saint-Dizier, Alexandre 1 Saplaouras, Alexandros 1 Shen, Yang 1 Takahashi, Akihiko 1 Tan, Xiaolu 1 Tang, Shanjian 1 Tangpi, Ludovic 1 Wang, Falei 1 Wei, Jiaqin 1 Zhao, Qian all top 5 Cited in 21 Serials 8 Stochastic Processes and their Applications 4 The Annals of Applied Probability 2 Journal of Mathematical Analysis and Applications 2 Applied Mathematics and Optimization 2 MCSS. Mathematics of Control, Signals, and Systems 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Stochastics and Dynamics 1 The Annals of Probability 1 SIAM Journal on Control and Optimization 1 Transactions of the American Mathematical Society 1 Insurance Mathematics & Economics 1 Statistics & Probability Letters 1 Stochastic Analysis and Applications 1 Probability Theory and Related Fields 1 Potential Analysis 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 Finance and Stochastics 1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 1 Stochastics 1 Minimax Theory and its Applications all top 5 Cited in 10 Fields 34 Probability theory and stochastic processes (60-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Systems theory; control (93-XX) 5 Operator theory (47-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 4 Partial differential equations (35-XX) 2 Statistics (62-XX) 2 Numerical analysis (65-XX) 1 Difference and functional equations (39-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year