Probability theory, Stochastic control, Game Theory, Actuarial science, Risk management, Cyber risk, Backward stochastic differential equations, Model uncertainty.
Hazzami, A., Kazi-Tani, N., S Varma, V., (2026). Zero-Sum Stochastic Differential Blotto-Type Games on Graphs, HAL.
Guillermo Garrido, J., Kazi-Tani, N., Vilches, E. (2026). Stochastic Perturbation of Sweeping Processes Driven by Continuous Uniformly Prox-Regular Moving Sets, HAL.
Kazi-Tani, N., Rullière, D. (2020). A new proof of Williamson's representation of multiply monotone functions, HAL.
Cohignac, T., Kazi-Tani, N. (2020). Laplacian Spectra of Graphs and Cyber-Insurance Protection, HAL.
Kazi-Tani, N. (2017). Inf-convolution of Choquet Integrals and Applications in Optimal Risk Transfer, HAL.
Hernández-Santibáñez, N., Kazi-Tani, N., Vazquez-Gaete, M. (2025). Cyber risk prevention under risk averse spectral criteria, Applied Mathematics & Optimization, to appear. HAL.
Ankirchner, S., Kazi-Tani, N., Wendt (2024). The role of correlation in diffusion control ranking games, SIAM Journal on Control and Optimization, 62(3), 1465-1489. HAL.
Ankirchner, S., Kazi-Tani, N., Wendt, J., Zhou, C. (2023). Mean-field ranking games with diffusion control, Mathematics and Financial Economics, 18(2), 313-331. HAL.
Ankirchner, S., Kazi-Tani, N., Wendt, J., Zhou, C. (2023). Large ranking games with diffusion control, Mathematics of Operations Research, 49(2), 675-696. HAL.
Bensalem, S., Hernández-Santibáñez, N., Kazi-Tani, N. (2023). A Continuous-Time Model of Self-Protection, Finance and Stochastics, 27, 503–537. HAL.
Kazi-Tani, N. (2020). Indifference Pricing in Reinsurance with Reinstatements using Coherent Monetary Criteria, European Actuarial Journal, 11(1), 161-183. HAL.
Ankirchner, S., Blanchet-Scalliet, C., Kazi-Tani, N., Zhou, C. (2020). Gambling for resurrection and the heat equation on a triangle,
Applied Mathematics & Optimization, 84(3), 3111-3136. HAL.
Bensalem, S., Hernández-Santibáñez, N., Kazi-Tani, N. Prevention efforts, insurance demand and price incentives under coherent risk measures, Insurance: Mathematics and Economics, 93 (July 2020), 369-386, HAL.
Cohignac, T., Kazi-Tani, N. (2019). Quantile mixing and model uncertainty measures, Bulletin Français d'Actuariat, 36, HAL.
Ankirchner, S., Kazi-Tani, N., Klein, M., Kruse, T. (2017). Stopping with expectation constraints: 3 points suffice, Electronic Journal of Probability, Volume 24 (2019), paper no. 66.
Ankirchner, S., Blanchet-Scalliet, C., Kazi-Tani, N. (2018). The De Vylder-Goovaerts conjecture holds within the diffusion limit, Journal of Applied Probability, 56.2 (June 2019), 546-557.
Kazi-Tani, N., Rullière, D. (2017). On a construction of multivariate distributions given some multidimensional marginals, Advances in Applied Probability 51.2 (June 2019), 487-513.
Kazi-Tani, N., Possamaï, D., Zhou, C. (2016). Quadratic BSDEs with Jumps: Related Non-linear Expectations, Stochastics and Dynamics, 16(4):1650012.
Kazi-Tani, N., Possamaï, D., Zhou, C. (2015). Second-order BSDEs with jumps: existence and link with PIDEs, Electronic Journal of Probability, 20(65):1-31.
Kazi-Tani, N., Possamaï, D., Zhou, C. (2015). Quadratic BSDEs with Jumps: a Fixed-point Approach, Electronic Journal of Probability, 20(66):1-28.
Kazi-Tani, N., Possamaï, D., Zhou, C. (2015). Second-order BSDEs with jumps: formulation and uniqueness, The Annals of Applied Probability, 25(5):2867-2908.
Manuscript available here.