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Mohamed Mnif

Identifiers

  • name variant Mohamed Mnif 0.60 · backfill

Papers (9)

  1. A dynamic optimal reinsurance strategy with capital injections in the Cramer-Lundberg model math.OC · 2024 · author #3
  2. Viscosity Solutions of Systems of PDEs with Interconnected Obstacles and Switching Problem without Monotonicity Condition math.OC · 2018 · author #2
  3. Optimal Contract with Moral Hazard for Public Private Partnerships math.OC · 2017 · author #3
  4. Maximization of recursive utilities under convex portfolio constraints math.PR · 2013 · author #3
  5. Optimal stochastic control problem under model uncertainty with non-entropic penalty math.PR · 2013 · author #3
  6. Euler time discretization of Backward Doubly SDEs and Application to Semilinear SPDEs math.PR · 2013 · author #4
  7. Numerical methods for optimal insurance demand under marked point processes shocks q-fin.CP · 2010 · author #1
  8. Optimal insurance demand under marked point processes shocks: a dynamic programming duality approach math.OC · 2010 · author #1
  9. Numerical methods for an optimal order execution problem q-fin.CP · 2010 · author #2

Mentions

  • 1307.0872 #3 · backfill · confidence 0.70 Mohamed Mnif
  • 1302.0442 #3 · backfill · confidence 0.70 Mohamed Mnif
  • 1302.0440 #4 · backfill · confidence 0.70 Mohamed Mnif
  • 2409.12523 #3 · arxiv_oai · confidence 0.70 Mohamed Mnif
  • 1009.0635 #1 · backfill · confidence 0.70 Mohamed Mnif
  • 1008.5058 #1 · backfill · confidence 0.70 Mohamed Mnif
  • 1006.0768 #2 · backfill · confidence 0.70 Mohamed Mnif

Frequent Coauthors