Research


Papers :

  • The Risk-Sharing problem under limited liability constraints in a single-period model, hal-02566942, published in Journal of Optimization Theory and Applications.


Preprints and working papers :

  • A BSDE with default jump and unbounded terminal value arising in a Principal-Agent context, hal-03106006

  • A class of Explicit optimal contracts in the face of shutdown, with Stéphane Villeneuve, hal-03124102

  • Analysis of the Risk-Sharing Principal-Agent problem through the Reverse-Hölder inequality, with Anthony Réveillac, hal-01874707

  • Deep Learning applied to Road Traffic Speed forecasting, with Thomas Epelbaum, Fabrice Gamboa and Jean-Michel Loubes, September 2017, RoadTraffic. (This paper is the result of work completed during my fourth year INSA internship at Mediamobile, prior to my PhD).


Talks at events/conferences :

  • Séminaire doctorant, IMT Toulouse, Decembre 2020, "A Principal-Agent framework for Incentive theory"

  • Journée du rentrée du GMM, INSA Toulouse, September 2019 : "A Principal-Agent approach to contract theory"

  • International Conference on Control, Games and Stochastic Analysis, Hammamet Tunisia, October 2018 : "A revisit of the Borch Rule for the Risk Sharing problem"

  • Journée des Doctorants ESP, IMT Toulouse, October 2018 : "La théorie des incitations : une approche Principal-Agent"