Tiziano De Angelis

Collegio Carlo Alberto — Italy

Economics, Econometrics and Finance · Social Sciences

14h-index747citations103works0.52yr avg
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Research Topics

Stochastic processes and financial applications(80), Economic theories and models(37), Climate Change Policy and Economics(22), Capital Investment and Risk Analysis(21), Insurance, Mortality, Demography, Risk Management(13)

Publications103 total

Finite-Time Horizon, Stopper vs. Singular-Controller Games on the Half-Line
Mathematics of Operations Research·2026
Martingale theory for Dynkin games with asymmetric information
arXiv (Cornell University)·2025Open Access
Climate impact investing
2025
Nash Equilibria for Dividend Distribution with Competition
Mathematics of Operations Research·2025
Optimal Annuitization with stochastic mortality: Piecewise Deterministic Mortality Force
arXiv (Cornell University)·2025Open Access
On the saddle point of a zero-sum stopper vs. singular-controller game
Stochastic Processes and their Applications·2024· 1 citedOpen Access
Stopper vs. Singular Controller Games With Degenerate Diffusions
Applied Mathematics & Optimization·2024· 2 citedOpen Access
A model of strategic sustainable investment
arXiv (Cornell University)·2024Open Access
Finite-time horizon, stopper vs. singular-controller games on the half-line
arXiv (Cornell University)·2024· 1 citedOpen Access
Zero-Sum Stopper Versus Singular-Controller Games with Constrained Control Directions
SIAM Journal on Control and Optimization·2024· 3 cited
A probabilistic approach to continuous differentiability of optimal stopping boundaries
arXiv (Cornell University)·2024Open Access
On variable annuities with surrender charges
arXiv (Cornell University)·2024Open Access
Variational Inequalities on Unbounded Domains for Zero-Sum Singular Controller vs. Stopper Games
Mathematics of Operations Research·2024Open Access
On the saddle point of a zero-sum stopper vs. singular-controller game
arXiv (Cornell University)·2024Open Access
The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem
SIAM Journal on Control and Optimization·2024· 1 cited
Nash equilibria for dividend distribution with competition
arXiv (Cornell University)·2023Open Access
Stopper vs. singular-controller games with degenerate diffusions
arXiv (Cornell University)·2023Open Access
A change of variable formula with applications to multi-dimensional optimal stopping problems
Stochastic Processes and their Applications·2023· 7 citedOpen Access
On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions
SIAM Journal on Control and Optimization·2023· 2 cited
Zero-sum stopper vs. singular-controller games with constrained control directions
arXiv (Cornell University)·2023· 1 citedOpen Access
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Frequent Co-authors

Giorgio Ferrari(14), John Moriarty(5), Jan Palczewski(5), Maria B. Chiarolla(4), Cheng Cai(4), Peter Tankov(3), Olivier Zerbib(3), Fabio Sciarrino(3), F. De Martini(3), Goran Peškir(3), Andrea Bovo(3), Eleonora Nagali(2), Salvatore Federico(2), Elena Issoglio(2), Gabriele Stabile(2), Yerkin Kitapbayev(2), Elena Bandini(2), Fausto Gozzi(2), Erik Ekström(2), Nicolò Spagnolo(1)